ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 21-Oct-2024
Day Change Summary
Previous Current
18-Oct-2024 21-Oct-2024 Change Change % Previous Week
Open 108-120 108-142 0-022 0.1% 108-132
High 108-162 108-148 -0-015 0.0% 108-228
Low 108-092 107-318 -0-095 -0.3% 108-055
Close 108-148 108-012 -0-135 -0.4% 108-148
Range 0-070 0-150 0-080 114.3% 0-172
ATR 0-117 0-119 0-002 2.0% 0-000
Volume 852,579 1,060,666 208,087 24.4% 4,255,025
Daily Pivots for day following 21-Oct-2024
Classic Woodie Camarilla DeMark
R4 109-182 109-088 108-095
R3 109-032 108-258 108-054
R2 108-202 108-202 108-040
R1 108-108 108-108 108-026 108-080
PP 108-052 108-052 108-052 108-039
S1 107-278 107-278 107-319 107-250
S2 107-222 107-222 107-305
S3 107-072 107-128 107-291
S4 106-242 106-298 107-250
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 110-021 109-257 108-242
R3 109-168 109-084 108-195
R2 108-316 108-316 108-179
R1 108-232 108-232 108-163 108-274
PP 108-143 108-143 108-143 108-164
S1 108-059 108-059 108-132 108-101
S2 107-291 107-291 108-116
S3 107-118 107-207 108-100
S4 106-266 107-034 108-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-228 107-318 0-230 0.7% 0-096 0.3% 7% False True 991,800
10 108-232 107-305 0-248 0.7% 0-102 0.3% 11% False False 1,052,488
20 110-132 107-305 2-148 2.3% 0-120 0.3% 3% False False 1,279,635
40 110-288 107-305 2-302 2.7% 0-120 0.3% 3% False False 1,488,835
60 110-288 107-305 2-302 2.7% 0-131 0.4% 3% False False 1,089,743
80 110-288 106-162 4-125 4.1% 0-114 0.3% 35% False False 817,309
100 110-288 105-305 4-302 4.6% 0-093 0.3% 42% False False 653,847
120 110-288 105-212 5-075 4.8% 0-077 0.2% 45% False False 544,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110-145
2.618 109-220
1.618 109-070
1.000 108-298
0.618 108-240
HIGH 108-148
0.618 108-090
0.500 108-072
0.382 108-055
LOW 107-318
0.618 107-225
1.000 107-168
1.618 107-075
2.618 106-245
4.250 106-000
Fisher Pivots for day following 21-Oct-2024
Pivot 1 day 3 day
R1 108-072 108-098
PP 108-052 108-069
S1 108-032 108-041

These figures are updated between 7pm and 10pm EST after a trading day.

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