ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 06-Nov-2024
Day Change Summary
Previous Current
05-Nov-2024 06-Nov-2024 Change Change % Previous Week
Open 107-082 107-065 -0-018 -0.1% 107-192
High 107-082 107-095 0-012 0.0% 107-230
Low 106-278 106-155 -0-122 -0.4% 106-290
Close 107-042 106-232 -0-130 -0.4% 107-005
Range 0-125 0-260 0-135 108.0% 0-260
ATR 0-125 0-134 0-010 7.8% 0-000
Volume 1,303,353 2,609,893 1,306,540 100.2% 8,672,537
Daily Pivots for day following 06-Nov-2024
Classic Woodie Camarilla DeMark
R4 109-088 108-260 107-056
R3 108-148 108-000 106-304
R2 107-208 107-208 106-280
R1 107-060 107-060 106-256 107-004
PP 106-268 106-268 106-268 106-239
S1 106-120 106-120 106-209 106-064
S2 106-008 106-008 106-185
S3 105-068 105-180 106-161
S4 104-128 104-240 106-090
Weekly Pivots for week ending 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 109-208 109-047 107-148
R3 108-268 108-107 107-076
R2 108-008 108-008 107-053
R1 107-167 107-167 107-029 107-118
PP 107-068 107-068 107-068 107-044
S1 106-227 106-227 106-301 106-178
S2 106-128 106-128 106-277
S3 105-188 105-287 106-254
S4 104-248 105-027 106-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-198 106-155 1-042 1.1% 0-162 0.5% 21% False True 1,874,309
10 107-300 106-155 1-145 1.4% 0-140 0.4% 17% False True 1,616,395
20 108-228 106-155 2-072 2.1% 0-119 0.3% 11% False True 1,340,124
40 110-258 106-155 4-102 4.0% 0-121 0.4% 6% False True 1,355,115
60 110-288 106-155 4-132 4.1% 0-123 0.4% 5% False True 1,396,472
80 110-288 106-155 4-132 4.1% 0-122 0.4% 5% False True 1,048,667
100 110-288 106-155 4-132 4.1% 0-108 0.3% 5% False True 838,934
120 110-288 105-212 5-075 4.9% 0-090 0.3% 20% False False 699,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 110-240
2.618 109-136
1.618 108-196
1.000 108-035
0.618 107-256
HIGH 107-095
0.618 106-316
0.500 106-285
0.382 106-254
LOW 106-155
0.618 105-314
1.000 105-215
1.618 105-054
2.618 104-114
4.250 103-010
Fisher Pivots for day following 06-Nov-2024
Pivot 1 day 3 day
R1 106-285 106-301
PP 106-268 106-278
S1 106-250 106-255

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

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