ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-112 |
107-110 |
-0-002 |
0.0% |
106-215 |
| High |
107-132 |
107-155 |
0-022 |
0.1% |
107-140 |
| Low |
107-042 |
107-075 |
0-032 |
0.1% |
106-198 |
| Close |
107-102 |
107-092 |
-0-010 |
0.0% |
107-128 |
| Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-262 |
| ATR |
0-118 |
0-115 |
-0-003 |
-2.3% |
0-000 |
| Volume |
12,362 |
7,374 |
-4,988 |
-40.3% |
7,567,298 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-028 |
107-300 |
107-136 |
|
| R3 |
107-268 |
107-220 |
107-114 |
|
| R2 |
107-188 |
107-188 |
107-107 |
|
| R1 |
107-140 |
107-140 |
107-100 |
107-124 |
| PP |
107-108 |
107-108 |
107-108 |
107-099 |
| S1 |
107-060 |
107-060 |
107-085 |
107-044 |
| S2 |
107-028 |
107-028 |
107-078 |
|
| S3 |
106-268 |
106-300 |
107-070 |
|
| S4 |
106-188 |
106-220 |
107-048 |
|
|
| 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 |
107-155 |
106-265 |
0-210 |
0.6% |
0-093 |
0.3% |
70% |
True |
False |
573,855 |
| 10 |
107-155 |
106-152 |
1-002 |
0.9% |
0-095 |
0.3% |
81% |
True |
False |
1,912,362 |
| 20 |
107-155 |
106-065 |
1-090 |
1.2% |
0-120 |
0.4% |
85% |
True |
False |
1,739,883 |
| 40 |
108-232 |
106-065 |
2-168 |
2.4% |
0-115 |
0.3% |
43% |
False |
False |
1,497,948 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-119 |
0.3% |
23% |
False |
False |
1,471,349 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-121 |
0.4% |
23% |
False |
False |
1,433,904 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-119 |
0.3% |
23% |
False |
False |
1,147,778 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-107 |
0.3% |
23% |
False |
False |
956,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-175 |
|
2.618 |
108-044 |
|
1.618 |
107-284 |
|
1.000 |
107-235 |
|
0.618 |
107-204 |
|
HIGH |
107-155 |
|
0.618 |
107-124 |
|
0.500 |
107-115 |
|
0.382 |
107-106 |
|
LOW |
107-075 |
|
0.618 |
107-026 |
|
1.000 |
106-315 |
|
1.618 |
106-266 |
|
2.618 |
106-186 |
|
4.250 |
106-055 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-115 |
107-095 |
| PP |
107-108 |
107-094 |
| S1 |
107-100 |
107-093 |
|