ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 21-Nov-2024
Day Change Summary
Previous Current
20-Nov-2024 21-Nov-2024 Change Change % Previous Week
Open 106-228 106-205 -0-022 -0.1% 106-312
High 106-248 106-255 0-008 0.0% 106-312
Low 106-182 106-160 -0-022 -0.1% 106-065
Close 106-215 106-165 -0-050 -0.1% 106-188
Range 0-065 0-095 0-030 46.2% 0-248
ATR 0-128 0-126 -0-002 -1.8% 0-000
Volume 2,270,197 3,791,817 1,521,620 67.0% 7,186,358
Daily Pivots for day following 21-Nov-2024
Classic Woodie Camarilla DeMark
R4 107-158 107-097 106-217
R3 107-063 107-002 106-191
R2 106-288 106-288 106-182
R1 106-227 106-227 106-174 106-210
PP 106-193 106-193 106-193 106-185
S1 106-132 106-132 106-156 106-115
S2 106-098 106-098 106-148
S3 106-003 106-037 106-139
S4 105-228 105-262 106-113
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 108-291 108-167 107-004
R3 108-043 107-239 106-256
R2 107-116 107-116 106-233
R1 106-312 106-312 106-210 106-250
PP 106-188 106-188 106-188 106-158
S1 106-064 106-064 106-165 106-002
S2 105-261 105-261 106-142
S3 105-013 105-137 106-119
S4 104-086 104-209 106-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-318 106-065 0-252 0.7% 0-106 0.3% 40% False False 2,177,486
10 107-082 106-065 1-018 1.0% 0-116 0.3% 30% False False 1,777,390
20 107-298 106-065 1-232 1.6% 0-133 0.4% 18% False False 1,729,501
40 110-115 106-065 4-050 3.9% 0-124 0.4% 8% False False 1,498,201
60 110-288 106-065 4-222 4.4% 0-124 0.4% 7% False False 1,464,605
80 110-288 106-065 4-222 4.4% 0-130 0.4% 7% False False 1,294,243
100 110-288 106-065 4-222 4.4% 0-118 0.3% 7% False False 1,035,402
120 110-288 106-065 4-222 4.4% 0-101 0.3% 7% False False 862,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-019
2.618 107-184
1.618 107-089
1.000 107-030
0.618 106-314
HIGH 106-255
0.618 106-219
0.500 106-208
0.382 106-196
LOW 106-160
0.618 106-101
1.000 106-065
1.618 106-006
2.618 105-231
4.250 105-076
Fisher Pivots for day following 21-Nov-2024
Pivot 1 day 3 day
R1 106-208 106-239
PP 106-193 106-214
S1 106-179 106-190

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

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