ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-105 |
107-100 |
-0-005 |
0.0% |
107-112 |
| High |
107-155 |
107-165 |
0-010 |
0.0% |
107-230 |
| Low |
107-082 |
107-062 |
-0-020 |
-0.1% |
107-025 |
| Close |
107-115 |
107-070 |
-0-045 |
-0.1% |
107-198 |
| Range |
0-072 |
0-102 |
0-030 |
41.4% |
0-205 |
| ATR |
0-107 |
0-107 |
0-000 |
-0.3% |
0-000 |
| Volume |
395 |
2,738 |
2,343 |
593.2% |
31,681 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-087 |
108-021 |
107-126 |
|
| R3 |
107-304 |
107-238 |
107-098 |
|
| R2 |
107-202 |
107-202 |
107-089 |
|
| R1 |
107-136 |
107-136 |
107-079 |
107-118 |
| PP |
107-099 |
107-099 |
107-099 |
107-090 |
| S1 |
107-033 |
107-033 |
107-061 |
107-015 |
| S2 |
106-317 |
106-317 |
107-051 |
|
| S3 |
106-214 |
106-251 |
107-042 |
|
| S4 |
106-112 |
106-148 |
107-014 |
|
|
| 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 |
107-062 |
0-168 |
0.5% |
0-085 |
0.2% |
4% |
False |
True |
1,402 |
| 10 |
107-230 |
106-300 |
0-250 |
0.7% |
0-095 |
0.3% |
36% |
False |
False |
56,209 |
| 20 |
107-230 |
106-065 |
1-165 |
1.4% |
0-103 |
0.3% |
67% |
False |
False |
1,278,240 |
| 40 |
108-228 |
106-065 |
2-162 |
2.3% |
0-113 |
0.3% |
40% |
False |
False |
1,333,738 |
| 60 |
110-230 |
106-065 |
4-165 |
4.2% |
0-117 |
0.3% |
22% |
False |
False |
1,337,547 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-118 |
0.3% |
22% |
False |
False |
1,430,292 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-123 |
0.4% |
22% |
False |
False |
1,147,933 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-111 |
0.3% |
22% |
False |
False |
956,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-281 |
|
2.618 |
108-113 |
|
1.618 |
108-011 |
|
1.000 |
107-268 |
|
0.618 |
107-228 |
|
HIGH |
107-165 |
|
0.618 |
107-126 |
|
0.500 |
107-114 |
|
0.382 |
107-102 |
|
LOW |
107-062 |
|
0.618 |
106-319 |
|
1.000 |
106-280 |
|
1.618 |
106-217 |
|
2.618 |
106-114 |
|
4.250 |
105-267 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-114 |
107-134 |
| PP |
107-099 |
107-112 |
| S1 |
107-085 |
107-091 |
|