ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-075 |
107-128 |
0-052 |
0.2% |
106-215 |
| High |
107-160 |
107-145 |
-0-015 |
0.0% |
107-140 |
| Low |
107-025 |
107-080 |
0-055 |
0.2% |
106-198 |
| Close |
107-148 |
107-132 |
-0-015 |
0.0% |
107-128 |
| Range |
0-135 |
0-065 |
-0-070 |
-51.9% |
0-262 |
| ATR |
0-116 |
0-113 |
-0-003 |
-3.0% |
0-000 |
| Volume |
8,545 |
1,434 |
-7,111 |
-83.2% |
7,567,298 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-314 |
107-288 |
107-168 |
|
| R3 |
107-249 |
107-223 |
107-150 |
|
| R2 |
107-184 |
107-184 |
107-144 |
|
| R1 |
107-158 |
107-158 |
107-138 |
107-171 |
| PP |
107-119 |
107-119 |
107-119 |
107-126 |
| S1 |
107-093 |
107-093 |
107-127 |
107-106 |
| S2 |
107-054 |
107-054 |
107-121 |
|
| S3 |
106-309 |
107-028 |
107-115 |
|
| S4 |
106-244 |
106-283 |
107-097 |
|
|
| 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 |
107-025 |
0-135 |
0.4% |
0-095 |
0.3% |
80% |
False |
False |
11,478 |
| 10 |
107-160 |
106-152 |
1-008 |
1.0% |
0-098 |
0.3% |
92% |
False |
False |
1,503,939 |
| 20 |
107-160 |
106-065 |
1-095 |
1.2% |
0-111 |
0.3% |
93% |
False |
False |
1,544,720 |
| 40 |
108-228 |
106-065 |
2-162 |
2.3% |
0-115 |
0.3% |
48% |
False |
False |
1,442,422 |
| 60 |
110-258 |
106-065 |
4-192 |
4.3% |
0-118 |
0.3% |
26% |
False |
False |
1,418,316 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-120 |
0.3% |
26% |
False |
False |
1,433,534 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-120 |
0.3% |
26% |
False |
False |
1,147,878 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-109 |
0.3% |
26% |
False |
False |
956,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-101 |
|
2.618 |
107-315 |
|
1.618 |
107-250 |
|
1.000 |
107-210 |
|
0.618 |
107-185 |
|
HIGH |
107-145 |
|
0.618 |
107-120 |
|
0.500 |
107-112 |
|
0.382 |
107-105 |
|
LOW |
107-080 |
|
0.618 |
107-040 |
|
1.000 |
107-015 |
|
1.618 |
106-295 |
|
2.618 |
106-230 |
|
4.250 |
106-124 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-126 |
107-119 |
| PP |
107-119 |
107-106 |
| S1 |
107-112 |
107-092 |
|