ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-128 |
107-128 |
0-000 |
0.0% |
107-112 |
| High |
107-145 |
107-230 |
0-085 |
0.2% |
107-230 |
| Low |
107-080 |
107-105 |
0-025 |
0.1% |
107-025 |
| Close |
107-132 |
107-198 |
0-065 |
0.2% |
107-198 |
| Range |
0-065 |
0-125 |
0-060 |
92.3% |
0-205 |
| ATR |
0-113 |
0-114 |
0-001 |
0.8% |
0-000 |
| Volume |
1,434 |
1,966 |
532 |
37.1% |
31,681 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-232 |
108-180 |
107-266 |
|
| R3 |
108-108 |
108-055 |
107-232 |
|
| R2 |
107-302 |
107-302 |
107-220 |
|
| R1 |
107-250 |
107-250 |
107-209 |
107-276 |
| PP |
107-178 |
107-178 |
107-178 |
107-191 |
| S1 |
107-125 |
107-125 |
107-186 |
107-151 |
| S2 |
107-052 |
107-052 |
107-175 |
|
| S3 |
106-248 |
107-000 |
107-163 |
|
| S4 |
106-122 |
106-195 |
107-129 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-126 |
109-047 |
107-310 |
|
| R3 |
108-241 |
108-162 |
107-254 |
|
| R2 |
108-036 |
108-036 |
107-235 |
|
| R1 |
107-277 |
107-277 |
107-216 |
107-316 |
| PP |
107-151 |
107-151 |
107-151 |
107-171 |
| S1 |
107-072 |
107-072 |
107-179 |
107-111 |
| S2 |
106-266 |
106-266 |
107-160 |
|
| S3 |
106-061 |
106-187 |
107-141 |
|
| S4 |
105-176 |
105-302 |
107-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-230 |
107-025 |
0-205 |
0.6% |
0-099 |
0.3% |
84% |
True |
False |
6,336 |
| 10 |
107-230 |
106-152 |
1-078 |
1.2% |
0-100 |
0.3% |
92% |
True |
False |
1,124,954 |
| 20 |
107-230 |
106-065 |
1-165 |
1.4% |
0-108 |
0.3% |
93% |
True |
False |
1,451,172 |
| 40 |
108-228 |
106-065 |
2-162 |
2.3% |
0-114 |
0.3% |
56% |
False |
False |
1,393,882 |
| 60 |
110-258 |
106-065 |
4-192 |
4.3% |
0-117 |
0.3% |
31% |
False |
False |
1,392,720 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-120 |
0.3% |
30% |
False |
False |
1,432,995 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-121 |
0.4% |
30% |
False |
False |
1,147,897 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-110 |
0.3% |
30% |
False |
False |
956,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-121 |
|
2.618 |
108-237 |
|
1.618 |
108-112 |
|
1.000 |
108-035 |
|
0.618 |
107-307 |
|
HIGH |
107-230 |
|
0.618 |
107-182 |
|
0.500 |
107-168 |
|
0.382 |
107-153 |
|
LOW |
107-105 |
|
0.618 |
107-028 |
|
1.000 |
106-300 |
|
1.618 |
106-223 |
|
2.618 |
106-098 |
|
4.250 |
105-214 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-188 |
107-174 |
| PP |
107-178 |
107-151 |
| S1 |
107-168 |
107-128 |
|