ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-085 |
106-285 |
-0-120 |
-0.3% |
107-205 |
| High |
107-092 |
106-285 |
-0-128 |
-0.4% |
107-205 |
| Low |
106-305 |
106-222 |
-0-082 |
-0.2% |
106-222 |
| Close |
107-020 |
106-252 |
-0-088 |
-0.3% |
106-252 |
| Range |
0-108 |
0-062 |
-0-045 |
-41.9% |
0-302 |
| ATR |
0-107 |
0-108 |
0-001 |
0.7% |
0-000 |
| Volume |
126 |
2,891 |
2,765 |
2,194.4% |
6,630 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-121 |
107-089 |
106-287 |
|
| R3 |
107-058 |
107-027 |
106-270 |
|
| R2 |
106-316 |
106-316 |
106-264 |
|
| R1 |
106-284 |
106-284 |
106-258 |
106-269 |
| PP |
106-253 |
106-253 |
106-253 |
106-246 |
| S1 |
106-222 |
106-222 |
106-247 |
106-206 |
| S2 |
106-191 |
106-191 |
106-241 |
|
| S3 |
106-128 |
106-159 |
106-235 |
|
| S4 |
106-066 |
106-097 |
106-218 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-281 |
109-089 |
107-099 |
|
| R3 |
108-298 |
108-107 |
107-016 |
|
| R2 |
107-316 |
107-316 |
106-308 |
|
| R1 |
107-124 |
107-124 |
106-280 |
107-069 |
| PP |
107-013 |
107-013 |
107-013 |
106-306 |
| S1 |
106-142 |
106-142 |
106-225 |
106-086 |
| S2 |
106-031 |
106-031 |
106-197 |
|
| S3 |
105-048 |
105-159 |
106-169 |
|
| S4 |
104-066 |
104-177 |
106-086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-205 |
106-222 |
0-302 |
0.9% |
0-081 |
0.2% |
10% |
False |
True |
1,326 |
| 10 |
107-230 |
106-222 |
1-008 |
1.0% |
0-090 |
0.3% |
9% |
False |
True |
3,831 |
| 20 |
107-230 |
106-065 |
1-165 |
1.4% |
0-097 |
0.3% |
39% |
False |
False |
1,107,180 |
| 40 |
108-162 |
106-065 |
2-098 |
2.2% |
0-114 |
0.3% |
25% |
False |
False |
1,283,122 |
| 60 |
110-132 |
106-065 |
4-068 |
3.9% |
0-116 |
0.3% |
14% |
False |
False |
1,286,594 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-117 |
0.3% |
12% |
False |
False |
1,418,111 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-124 |
0.4% |
12% |
False |
False |
1,147,963 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-112 |
0.3% |
12% |
False |
False |
956,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-231 |
|
2.618 |
107-129 |
|
1.618 |
107-066 |
|
1.000 |
107-028 |
|
0.618 |
107-004 |
|
HIGH |
106-285 |
|
0.618 |
106-261 |
|
0.500 |
106-254 |
|
0.382 |
106-246 |
|
LOW |
106-222 |
|
0.618 |
106-184 |
|
1.000 |
106-160 |
|
1.618 |
106-121 |
|
2.618 |
106-059 |
|
4.250 |
105-277 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-254 |
107-034 |
| PP |
106-253 |
107-000 |
| S1 |
106-253 |
106-286 |
|