ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-128 |
107-205 |
0-078 |
0.2% |
107-112 |
| High |
107-230 |
107-205 |
-0-025 |
-0.1% |
107-230 |
| Low |
107-105 |
107-145 |
0-040 |
0.1% |
107-025 |
| Close |
107-198 |
107-150 |
-0-048 |
-0.1% |
107-198 |
| Range |
0-125 |
0-060 |
-0-065 |
-52.0% |
0-205 |
| ATR |
0-114 |
0-110 |
-0-004 |
-3.4% |
0-000 |
| Volume |
1,966 |
480 |
-1,486 |
-75.6% |
31,681 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-027 |
107-308 |
107-183 |
|
| R3 |
107-287 |
107-248 |
107-166 |
|
| R2 |
107-227 |
107-227 |
107-161 |
|
| R1 |
107-188 |
107-188 |
107-156 |
107-178 |
| PP |
107-167 |
107-167 |
107-167 |
107-161 |
| S1 |
107-128 |
107-128 |
107-144 |
107-118 |
| S2 |
107-107 |
107-107 |
107-139 |
|
| S3 |
107-047 |
107-068 |
107-134 |
|
| S4 |
106-307 |
107-008 |
107-117 |
|
|
| 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% |
0-093 |
0.3% |
61% |
False |
False |
3,959 |
| 10 |
107-230 |
106-198 |
1-032 |
1.0% |
0-099 |
0.3% |
77% |
False |
False |
759,945 |
| 20 |
107-230 |
106-065 |
1-165 |
1.4% |
0-107 |
0.3% |
84% |
False |
False |
1,380,713 |
| 40 |
108-228 |
106-065 |
2-162 |
2.3% |
0-113 |
0.3% |
50% |
False |
False |
1,368,029 |
| 60 |
110-258 |
106-065 |
4-192 |
4.3% |
0-117 |
0.3% |
28% |
False |
False |
1,372,637 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-118 |
0.3% |
27% |
False |
False |
1,432,039 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-122 |
0.4% |
27% |
False |
False |
1,147,902 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-110 |
0.3% |
27% |
False |
False |
956,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-140 |
|
2.618 |
108-042 |
|
1.618 |
107-302 |
|
1.000 |
107-265 |
|
0.618 |
107-242 |
|
HIGH |
107-205 |
|
0.618 |
107-182 |
|
0.500 |
107-175 |
|
0.382 |
107-168 |
|
LOW |
107-145 |
|
0.618 |
107-108 |
|
1.000 |
107-085 |
|
1.618 |
107-048 |
|
2.618 |
106-308 |
|
4.250 |
106-210 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-175 |
107-155 |
| PP |
107-167 |
107-153 |
| S1 |
107-158 |
107-152 |
|