ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-205 |
107-105 |
-0-100 |
-0.3% |
107-112 |
| High |
107-205 |
107-155 |
-0-050 |
-0.1% |
107-230 |
| Low |
107-145 |
107-082 |
-0-062 |
-0.2% |
107-025 |
| Close |
107-150 |
107-115 |
-0-035 |
-0.1% |
107-198 |
| Range |
0-060 |
0-072 |
0-012 |
20.8% |
0-205 |
| ATR |
0-110 |
0-107 |
-0-003 |
-2.4% |
0-000 |
| Volume |
480 |
395 |
-85 |
-17.7% |
31,681 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-015 |
107-298 |
107-155 |
|
| R3 |
107-262 |
107-225 |
107-135 |
|
| R2 |
107-190 |
107-190 |
107-128 |
|
| R1 |
107-152 |
107-152 |
107-122 |
107-171 |
| PP |
107-118 |
107-118 |
107-118 |
107-127 |
| S1 |
107-080 |
107-080 |
107-108 |
107-099 |
| S2 |
107-045 |
107-045 |
107-102 |
|
| S3 |
106-292 |
107-008 |
107-095 |
|
| S4 |
106-220 |
106-255 |
107-075 |
|
|
| 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% |
0-092 |
0.3% |
44% |
False |
False |
2,564 |
| 10 |
107-230 |
106-265 |
0-285 |
0.8% |
0-092 |
0.3% |
60% |
False |
False |
288,209 |
| 20 |
107-230 |
106-065 |
1-165 |
1.4% |
0-105 |
0.3% |
76% |
False |
False |
1,356,216 |
| 40 |
108-228 |
106-065 |
2-162 |
2.3% |
0-113 |
0.3% |
46% |
False |
False |
1,359,122 |
| 60 |
110-250 |
106-065 |
4-185 |
4.3% |
0-117 |
0.3% |
25% |
False |
False |
1,357,407 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-118 |
0.3% |
25% |
False |
False |
1,431,743 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-122 |
0.4% |
25% |
False |
False |
1,147,906 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-110 |
0.3% |
25% |
False |
False |
956,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-143 |
|
2.618 |
108-025 |
|
1.618 |
107-272 |
|
1.000 |
107-228 |
|
0.618 |
107-200 |
|
HIGH |
107-155 |
|
0.618 |
107-127 |
|
0.500 |
107-119 |
|
0.382 |
107-110 |
|
LOW |
107-082 |
|
0.618 |
107-038 |
|
1.000 |
107-010 |
|
1.618 |
106-285 |
|
2.618 |
106-213 |
|
4.250 |
106-094 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-119 |
107-156 |
| PP |
107-118 |
107-142 |
| S1 |
107-116 |
107-129 |
|