ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-042 |
107-112 |
0-070 |
0.2% |
106-215 |
| High |
107-140 |
107-132 |
-0-008 |
0.0% |
107-140 |
| Low |
107-035 |
107-042 |
0-008 |
0.0% |
106-198 |
| Close |
107-128 |
107-102 |
-0-025 |
-0.1% |
107-128 |
| Range |
0-105 |
0-090 |
-0-015 |
-14.3% |
0-262 |
| ATR |
0-120 |
0-118 |
-0-002 |
-1.8% |
0-000 |
| Volume |
27,678 |
12,362 |
-15,316 |
-55.3% |
7,567,298 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-042 |
108-002 |
107-152 |
|
| R3 |
107-272 |
107-232 |
107-127 |
|
| R2 |
107-182 |
107-182 |
107-119 |
|
| R1 |
107-142 |
107-142 |
107-111 |
107-118 |
| PP |
107-092 |
107-092 |
107-092 |
107-080 |
| S1 |
107-052 |
107-052 |
107-094 |
107-028 |
| S2 |
107-002 |
107-002 |
107-086 |
|
| S3 |
106-232 |
106-282 |
107-078 |
|
| S4 |
106-142 |
106-192 |
107-053 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-196 |
109-104 |
107-272 |
|
| R3 |
108-253 |
108-162 |
107-200 |
|
| R2 |
107-311 |
107-311 |
107-176 |
|
| R1 |
107-219 |
107-219 |
107-152 |
107-265 |
| PP |
107-048 |
107-048 |
107-048 |
107-071 |
| S1 |
106-277 |
106-277 |
107-103 |
107-002 |
| S2 |
106-106 |
106-106 |
107-079 |
|
| S3 |
105-163 |
106-014 |
107-055 |
|
| S4 |
104-221 |
105-072 |
106-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-140 |
106-198 |
0-262 |
0.8% |
0-106 |
0.3% |
86% |
False |
False |
1,515,932 |
| 10 |
107-140 |
106-125 |
1-015 |
1.0% |
0-096 |
0.3% |
89% |
False |
False |
2,040,810 |
| 20 |
107-140 |
106-065 |
1-075 |
1.2% |
0-121 |
0.4% |
91% |
False |
False |
1,802,643 |
| 40 |
108-245 |
106-065 |
2-180 |
2.4% |
0-116 |
0.3% |
44% |
False |
False |
1,542,170 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-120 |
0.3% |
24% |
False |
False |
1,488,379 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-121 |
0.4% |
24% |
False |
False |
1,434,034 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-119 |
0.3% |
24% |
False |
False |
1,147,704 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-106 |
0.3% |
24% |
False |
False |
956,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-195 |
|
2.618 |
108-048 |
|
1.618 |
107-278 |
|
1.000 |
107-222 |
|
0.618 |
107-188 |
|
HIGH |
107-132 |
|
0.618 |
107-098 |
|
0.500 |
107-088 |
|
0.382 |
107-077 |
|
LOW |
107-042 |
|
0.618 |
106-307 |
|
1.000 |
106-272 |
|
1.618 |
106-217 |
|
2.618 |
106-127 |
|
4.250 |
105-300 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-098 |
107-088 |
| PP |
107-092 |
107-074 |
| S1 |
107-088 |
107-060 |
|