ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 27-Nov-2024
Day Change Summary
Previous Current
26-Nov-2024 27-Nov-2024 Change Change % Previous Week
Open 107-005 106-305 -0-020 -0.1% 106-175
High 107-022 107-092 0-070 0.2% 106-318
Low 106-265 106-300 0-035 0.1% 106-125
Close 106-305 107-072 0-088 0.3% 106-172
Range 0-078 0-112 0-035 45.2% 0-192
ATR 0-122 0-121 -0-001 -0.5% 0-000
Volume 2,322,736 499,127 -1,823,609 -78.5% 12,828,446
Daily Pivots for day following 27-Nov-2024
Classic Woodie Camarilla DeMark
R4 108-066 108-022 107-134
R3 107-273 107-229 107-103
R2 107-161 107-161 107-093
R1 107-117 107-117 107-083 107-139
PP 107-048 107-048 107-048 107-059
S1 107-004 107-004 107-062 107-026
S2 106-256 106-256 107-052
S3 106-143 106-212 107-042
S4 106-031 106-099 107-011
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
5 107-092 106-152 0-260 0.8% 0-100 0.3% 92% True False 2,996,401
10 107-092 106-065 1-028 1.0% 0-107 0.3% 94% True False 2,371,703
20 107-198 106-065 1-132 1.3% 0-128 0.4% 72% False False 2,010,427
40 109-312 106-065 3-248 3.5% 0-122 0.4% 27% False False 1,635,520
60 110-288 106-065 4-222 4.4% 0-123 0.4% 22% False False 1,552,831
80 110-288 106-065 4-222 4.4% 0-122 0.4% 22% False False 1,433,888
100 110-288 106-065 4-222 4.4% 0-120 0.3% 22% False False 1,147,304
120 110-288 106-065 4-222 4.4% 0-105 0.3% 22% False False 956,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-251
2.618 108-067
1.618 107-275
1.000 107-205
0.618 107-162
HIGH 107-092
0.618 107-050
0.500 107-036
0.382 107-023
LOW 106-300
0.618 106-230
1.000 106-188
1.618 106-118
2.618 106-005
4.250 105-142
Fisher Pivots for day following 27-Nov-2024
Pivot 1 day 3 day
R1 107-060 107-043
PP 107-048 107-014
S1 107-036 106-305

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

View Archives - Comment on this page... - Back to Index of Symbols