ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-100 |
107-085 |
-0-015 |
0.0% |
107-112 |
| High |
107-165 |
107-092 |
-0-072 |
-0.2% |
107-230 |
| Low |
107-062 |
106-305 |
-0-078 |
-0.2% |
107-025 |
| Close |
107-070 |
107-020 |
-0-050 |
-0.1% |
107-198 |
| Range |
0-102 |
0-108 |
0-005 |
4.9% |
0-205 |
| ATR |
0-107 |
0-107 |
0-000 |
0.0% |
0-000 |
| Volume |
2,738 |
126 |
-2,612 |
-95.4% |
31,681 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-035 |
107-295 |
107-079 |
|
| R3 |
107-248 |
107-188 |
107-050 |
|
| R2 |
107-140 |
107-140 |
107-040 |
|
| R1 |
107-080 |
107-080 |
107-030 |
107-056 |
| PP |
107-032 |
107-032 |
107-032 |
107-021 |
| S1 |
106-292 |
106-292 |
107-010 |
106-269 |
| S2 |
106-245 |
106-245 |
107-000 |
|
| S3 |
106-138 |
106-185 |
106-310 |
|
| S4 |
106-030 |
106-078 |
106-281 |
|
|
| 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 |
106-305 |
0-245 |
0.7% |
0-094 |
0.3% |
14% |
False |
True |
1,141 |
| 10 |
107-230 |
106-305 |
0-245 |
0.7% |
0-094 |
0.3% |
14% |
False |
True |
6,309 |
| 20 |
107-230 |
106-065 |
1-165 |
1.4% |
0-101 |
0.3% |
57% |
False |
False |
1,189,006 |
| 40 |
108-198 |
106-065 |
2-132 |
2.3% |
0-115 |
0.3% |
36% |
False |
False |
1,310,364 |
| 60 |
110-140 |
106-065 |
4-075 |
4.0% |
0-116 |
0.3% |
20% |
False |
False |
1,311,770 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-118 |
0.3% |
18% |
False |
False |
1,427,729 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-124 |
0.4% |
18% |
False |
False |
1,147,935 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-112 |
0.3% |
18% |
False |
False |
956,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-229 |
|
2.618 |
108-054 |
|
1.618 |
107-266 |
|
1.000 |
107-200 |
|
0.618 |
107-159 |
|
HIGH |
107-092 |
|
0.618 |
107-051 |
|
0.500 |
107-039 |
|
0.382 |
107-026 |
|
LOW |
106-305 |
|
0.618 |
106-239 |
|
1.000 |
106-198 |
|
1.618 |
106-131 |
|
2.618 |
106-024 |
|
4.250 |
105-168 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-039 |
107-075 |
| PP |
107-032 |
107-057 |
| S1 |
107-026 |
107-038 |
|