ECBOT 5 Year T-Note Future March 2025


Trading Metrics calculated at close of trading on 19-Nov-2024
Day Change Summary
Previous Current
18-Nov-2024 19-Nov-2024 Change Change % Previous Week
Open 106-245 106-270 0-025 0.1% 107-042
High 106-282 107-062 0-100 0.3% 107-045
Low 106-182 106-270 0-088 0.3% 106-122
Close 106-275 106-312 0-038 0.1% 106-248
Range 0-100 0-112 0-012 12.5% 0-242
ATR 0-126 0-125 -0-001 -0.8% 0-000
Volume 363,180 620,819 257,639 70.9% 433,986
Daily Pivots for day following 19-Nov-2024
Classic Woodie Camarilla DeMark
R4 108-019 107-278 107-054
R3 107-227 107-166 107-023
R2 107-114 107-114 107-013
R1 107-053 107-053 107-003 107-084
PP 107-002 107-002 107-002 107-017
S1 106-261 106-261 106-302 106-291
S2 106-209 106-209 106-292
S3 106-097 106-148 106-282
S4 105-304 106-036 106-251
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 109-012 108-212 107-061
R3 108-090 107-290 106-314
R2 107-168 107-168 106-292
R1 107-048 107-048 106-270 106-306
PP 106-245 106-245 106-245 106-214
S1 106-125 106-125 106-225 106-064
S2 106-002 106-002 106-203
S3 105-080 105-202 106-181
S4 104-158 104-280 106-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-062 106-122 0-260 0.8% 0-132 0.4% 73% True False 263,969
10 107-162 106-122 1-040 1.1% 0-144 0.4% 53% False False 145,573
20 108-058 106-122 1-255 1.7% 0-133 0.4% 33% False False 74,105
40 110-180 106-122 4-058 3.9% 0-074 0.2% 14% False False 37,096
60 111-012 106-122 4-210 4.4% 0-050 0.1% 13% False False 24,731
80 111-012 106-122 4-210 4.4% 0-037 0.1% 13% False False 18,548
100 111-012 106-122 4-210 4.4% 0-030 0.1% 13% False False 14,838
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-221
2.618 108-037
1.618 107-245
1.000 107-175
0.618 107-132
HIGH 107-062
0.618 107-020
0.500 107-006
0.382 106-313
LOW 106-270
0.618 106-200
1.000 106-158
1.618 106-088
2.618 105-295
4.250 105-112
Fisher Pivots for day following 19-Nov-2024
Pivot 1 day 3 day
R1 107-006 106-292
PP 107-002 106-272
S1 106-317 106-252

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

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