ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-268 |
106-235 |
-0-032 |
-0.1% |
107-205 |
| High |
106-305 |
106-260 |
-0-045 |
-0.1% |
107-205 |
| Low |
106-230 |
106-182 |
-0-048 |
-0.1% |
106-222 |
| Close |
106-238 |
106-245 |
0-008 |
0.0% |
106-252 |
| Range |
0-075 |
0-078 |
0-002 |
3.3% |
0-302 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,252 |
11 |
-1,241 |
-99.1% |
6,630 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-142 |
107-111 |
106-288 |
|
| R3 |
107-064 |
107-033 |
106-266 |
|
| R2 |
106-307 |
106-307 |
106-259 |
|
| R1 |
106-276 |
106-276 |
106-252 |
106-291 |
| PP |
106-229 |
106-229 |
106-229 |
106-237 |
| S1 |
106-198 |
106-198 |
106-238 |
106-214 |
| S2 |
106-152 |
106-152 |
106-231 |
|
| S3 |
106-074 |
106-121 |
106-224 |
|
| S4 |
105-317 |
106-043 |
106-202 |
|
|
| 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 |
107-165 |
106-182 |
0-302 |
0.9% |
0-085 |
0.2% |
21% |
False |
True |
1,403 |
| 10 |
107-230 |
106-182 |
1-048 |
1.1% |
0-088 |
0.3% |
17% |
False |
True |
1,983 |
| 20 |
107-230 |
106-152 |
1-078 |
1.2% |
0-092 |
0.3% |
23% |
False |
False |
957,173 |
| 40 |
108-030 |
106-065 |
1-285 |
1.8% |
0-112 |
0.3% |
30% |
False |
False |
1,235,322 |
| 60 |
110-132 |
106-065 |
4-068 |
3.9% |
0-115 |
0.3% |
13% |
False |
False |
1,250,093 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-116 |
0.3% |
12% |
False |
False |
1,362,078 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-123 |
0.4% |
12% |
False |
False |
1,147,975 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-113 |
0.3% |
12% |
False |
False |
956,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-269 |
|
2.618 |
107-143 |
|
1.618 |
107-065 |
|
1.000 |
107-018 |
|
0.618 |
106-308 |
|
HIGH |
106-260 |
|
0.618 |
106-230 |
|
0.500 |
106-221 |
|
0.382 |
106-212 |
|
LOW |
106-182 |
|
0.618 |
106-135 |
|
1.000 |
106-105 |
|
1.618 |
106-057 |
|
2.618 |
105-300 |
|
4.250 |
105-173 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-237 |
106-245 |
| PP |
106-229 |
106-244 |
| S1 |
106-221 |
106-244 |
|