ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 26-Nov-2024
Day Change Summary
Previous Current
25-Nov-2024 26-Nov-2024 Change Change % Previous Week
Open 106-215 107-005 0-110 0.3% 106-175
High 107-020 107-022 0-002 0.0% 106-318
Low 106-198 106-265 0-068 0.2% 106-125
Close 107-012 106-305 -0-028 -0.1% 106-172
Range 0-142 0-078 -0-065 -45.6% 0-192
ATR 0-125 0-122 -0-003 -2.7% 0-000
Volume 4,717,757 2,322,736 -2,395,021 -50.8% 12,828,446
Daily Pivots for day following 26-Nov-2024
Classic Woodie Camarilla DeMark
R4 107-217 107-178 107-028
R3 107-139 107-101 107-006
R2 107-062 107-062 106-319
R1 107-023 107-023 106-312 107-004
PP 106-304 106-304 106-304 106-294
S1 106-266 106-266 106-298 106-246
S2 106-227 106-227 106-291
S3 106-149 106-188 106-284
S4 106-072 106-111 106-262
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
5 107-022 106-152 0-190 0.6% 0-090 0.3% 80% True False 3,350,615
10 107-022 106-065 0-278 0.8% 0-111 0.3% 86% True False 2,500,271
20 107-230 106-065 1-165 1.4% 0-131 0.4% 49% False False 2,068,561
40 110-068 106-065 4-002 3.7% 0-122 0.4% 19% False False 1,651,418
60 110-288 106-065 4-222 4.4% 0-123 0.4% 16% False False 1,572,589
80 110-288 106-065 4-222 4.4% 0-123 0.4% 16% False False 1,427,684
100 110-288 106-065 4-222 4.4% 0-119 0.3% 16% False False 1,142,313
120 110-288 106-065 4-222 4.4% 0-104 0.3% 16% False False 951,927
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-032
2.618 107-225
1.618 107-148
1.000 107-100
0.618 107-070
HIGH 107-022
0.618 106-313
0.500 106-304
0.382 106-295
LOW 106-265
0.618 106-217
1.000 106-188
1.618 106-140
2.618 106-062
4.250 105-256
Fisher Pivots for day following 26-Nov-2024
Pivot 1 day 3 day
R1 106-305 106-286
PP 106-304 106-267
S1 106-304 106-248

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

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