ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 25-Nov-2024
Day Change Summary
Previous Current
22-Nov-2024 25-Nov-2024 Change Change % Previous Week
Open 106-170 106-215 0-045 0.1% 106-175
High 106-225 107-020 0-115 0.3% 106-318
Low 106-152 106-198 0-045 0.1% 106-125
Close 106-172 107-012 0-160 0.5% 106-172
Range 0-072 0-142 0-070 96.6% 0-192
ATR 0-122 0-125 0-003 2.7% 0-000
Volume 3,650,568 4,717,757 1,067,189 29.2% 12,828,446
Daily Pivots for day following 25-Nov-2024
Classic Woodie Camarilla DeMark
R4 108-078 108-028 107-091
R3 107-255 107-205 107-052
R2 107-112 107-112 107-039
R1 107-062 107-062 107-026 107-088
PP 106-290 106-290 106-290 106-302
S1 106-240 106-240 106-319 106-265
S2 106-148 106-148 106-306
S3 106-005 106-098 106-293
S4 105-182 105-275 106-254
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 108-142 108-030 106-278
R3 107-270 107-158 106-225
R2 107-078 107-078 106-208
R1 106-285 106-285 106-190 106-245
PP 106-205 106-205 106-205 106-185
S1 106-092 106-092 106-155 106-052
S2 106-012 106-012 106-137
S3 105-140 105-220 106-120
S4 104-268 105-028 106-067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-020 106-152 0-188 0.5% 0-096 0.3% 96% True False 3,250,869
10 107-020 106-065 0-275 0.8% 0-118 0.3% 97% True False 2,424,222
20 107-230 106-065 1-165 1.4% 0-133 0.4% 55% False False 2,025,733
40 110-115 106-065 4-050 3.9% 0-123 0.4% 20% False False 1,631,706
60 110-288 106-065 4-222 4.4% 0-125 0.4% 18% False False 1,558,341
80 110-288 106-065 4-222 4.4% 0-126 0.4% 18% False False 1,398,713
100 110-288 106-065 4-222 4.4% 0-118 0.3% 18% False False 1,119,085
120 110-288 106-065 4-222 4.4% 0-103 0.3% 18% False False 932,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108-306
2.618 108-073
1.618 107-251
1.000 107-162
0.618 107-108
HIGH 107-020
0.618 106-286
0.500 106-269
0.382 106-252
LOW 106-198
0.618 106-109
1.000 106-055
1.618 105-287
2.618 105-144
4.250 104-232
Fisher Pivots for day following 25-Nov-2024
Pivot 1 day 3 day
R1 106-311 106-304
PP 106-290 106-275
S1 106-269 106-246

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

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