ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 28-Oct-2024
Day Change Summary
Previous Current
25-Oct-2024 28-Oct-2024 Change Change % Previous Week
Open 107-242 107-192 -0-050 -0.1% 108-142
High 107-298 107-215 -0-082 -0.2% 108-148
Low 107-190 107-115 -0-075 -0.2% 107-190
Close 107-215 107-145 -0-070 -0.2% 107-215
Range 0-108 0-100 -0-008 -7.0% 0-278
ATR 0-113 0-112 -0-001 -0.8% 0-000
Volume 1,094,845 1,348,832 253,987 23.2% 5,720,957
Daily Pivots for day following 28-Oct-2024
Classic Woodie Camarilla DeMark
R4 108-138 108-082 107-200
R3 108-038 107-302 107-172
R2 107-258 107-258 107-163
R1 107-202 107-202 107-154 107-180
PP 107-158 107-158 107-158 107-148
S1 107-102 107-102 107-136 107-080
S2 107-058 107-058 107-127
S3 106-278 107-002 107-118
S4 106-178 106-222 107-090
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 110-163 109-307 108-048
R3 109-206 109-029 107-291
R2 108-248 108-248 107-266
R1 108-072 108-072 107-240 108-021
PP 107-291 107-291 107-291 107-266
S1 107-114 107-114 107-190 107-064
S2 107-013 107-013 107-164
S3 106-056 106-157 107-139
S4 105-098 105-199 107-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-030 107-115 0-235 0.7% 0-094 0.3% 13% False True 1,201,824
10 108-228 107-115 1-112 1.3% 0-095 0.3% 7% False True 1,096,812
20 110-115 107-115 3-000 2.8% 0-114 0.3% 3% False True 1,237,679
40 110-288 107-115 3-172 3.3% 0-121 0.4% 3% False True 1,324,645
60 110-288 107-115 3-172 3.3% 0-124 0.4% 3% False True 1,189,706
80 110-288 107-070 3-218 3.4% 0-114 0.3% 6% False False 892,423
100 110-288 106-100 4-188 4.3% 0-097 0.3% 25% False False 713,939
120 110-288 105-212 5-075 4.9% 0-081 0.2% 34% False False 594,949
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109-000
2.618 108-157
1.618 108-057
1.000 107-315
0.618 107-277
HIGH 107-215
0.618 107-177
0.500 107-165
0.382 107-153
LOW 107-115
0.618 107-053
1.000 107-015
1.618 106-273
2.618 106-173
4.250 106-010
Fisher Pivots for day following 28-Oct-2024
Pivot 1 day 3 day
R1 107-165 107-208
PP 107-158 107-187
S1 107-152 107-166

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

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