ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-110 |
107-075 |
-0-035 |
-0.1% |
106-215 |
| High |
107-155 |
107-160 |
0-005 |
0.0% |
107-140 |
| Low |
107-075 |
107-025 |
-0-050 |
-0.1% |
106-198 |
| Close |
107-092 |
107-148 |
0-055 |
0.2% |
107-128 |
| Range |
0-080 |
0-135 |
0-055 |
68.8% |
0-262 |
| ATR |
0-115 |
0-116 |
0-001 |
1.2% |
0-000 |
| Volume |
7,374 |
8,545 |
1,171 |
15.9% |
7,567,298 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-196 |
108-147 |
107-222 |
|
| R3 |
108-061 |
108-012 |
107-185 |
|
| R2 |
107-246 |
107-246 |
107-172 |
|
| R1 |
107-197 |
107-197 |
107-160 |
107-221 |
| PP |
107-111 |
107-111 |
107-111 |
107-123 |
| S1 |
107-062 |
107-062 |
107-135 |
107-086 |
| S2 |
106-296 |
106-296 |
107-123 |
|
| S3 |
106-161 |
106-247 |
107-110 |
|
| S4 |
106-026 |
106-112 |
107-073 |
|
|
| 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 |
107-160 |
106-300 |
0-180 |
0.5% |
0-104 |
0.3% |
93% |
True |
False |
111,017 |
| 10 |
107-160 |
106-152 |
1-008 |
1.0% |
0-098 |
0.3% |
96% |
True |
False |
1,730,816 |
| 20 |
107-160 |
106-065 |
1-095 |
1.2% |
0-121 |
0.4% |
97% |
True |
False |
1,675,143 |
| 40 |
108-228 |
106-065 |
2-162 |
2.3% |
0-117 |
0.3% |
50% |
False |
False |
1,471,018 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-119 |
0.3% |
27% |
False |
False |
1,449,417 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-121 |
0.4% |
27% |
False |
False |
1,433,821 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-120 |
0.3% |
27% |
False |
False |
1,147,863 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-108 |
0.3% |
27% |
False |
False |
956,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-094 |
|
2.618 |
108-193 |
|
1.618 |
108-058 |
|
1.000 |
107-295 |
|
0.618 |
107-243 |
|
HIGH |
107-160 |
|
0.618 |
107-108 |
|
0.500 |
107-092 |
|
0.382 |
107-077 |
|
LOW |
107-025 |
|
0.618 |
106-262 |
|
1.000 |
106-210 |
|
1.618 |
106-127 |
|
2.618 |
105-312 |
|
4.250 |
105-091 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-129 |
107-129 |
| PP |
107-111 |
107-111 |
| S1 |
107-092 |
107-092 |
|