ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-235 |
106-235 |
0-000 |
0.0% |
107-205 |
| High |
106-260 |
106-265 |
0-005 |
0.0% |
107-205 |
| Low |
106-182 |
106-040 |
-0-142 |
-0.4% |
106-222 |
| Close |
106-245 |
106-060 |
-0-185 |
-0.5% |
106-252 |
| Range |
0-078 |
0-225 |
0-148 |
190.3% |
0-302 |
| ATR |
0-103 |
0-112 |
0-009 |
8.4% |
0-000 |
| Volume |
11 |
33 |
22 |
200.0% |
6,630 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-157 |
108-013 |
106-184 |
|
| R3 |
107-252 |
107-108 |
106-122 |
|
| R2 |
107-027 |
107-027 |
106-101 |
|
| R1 |
106-203 |
106-203 |
106-081 |
106-162 |
| PP |
106-122 |
106-122 |
106-122 |
106-101 |
| S1 |
105-298 |
105-298 |
106-039 |
105-258 |
| S2 |
105-217 |
105-217 |
106-019 |
|
| S3 |
104-312 |
105-073 |
105-318 |
|
| S4 |
104-087 |
104-168 |
105-256 |
|
|
| 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 |
107-092 |
106-040 |
1-052 |
1.1% |
0-110 |
0.3% |
5% |
False |
True |
862 |
| 10 |
107-230 |
106-040 |
1-190 |
1.5% |
0-097 |
0.3% |
4% |
False |
True |
1,132 |
| 20 |
107-230 |
106-040 |
1-190 |
1.5% |
0-097 |
0.3% |
4% |
False |
True |
865,974 |
| 40 |
107-300 |
106-040 |
1-260 |
1.7% |
0-116 |
0.3% |
3% |
False |
True |
1,204,236 |
| 60 |
110-132 |
106-040 |
4-092 |
4.0% |
0-116 |
0.3% |
1% |
False |
True |
1,227,849 |
| 80 |
110-288 |
106-040 |
4-248 |
4.5% |
0-117 |
0.3% |
1% |
False |
True |
1,310,781 |
| 100 |
110-288 |
106-040 |
4-248 |
4.5% |
0-125 |
0.4% |
1% |
False |
True |
1,147,974 |
| 120 |
110-288 |
106-040 |
4-248 |
4.5% |
0-115 |
0.3% |
1% |
False |
True |
956,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-261 |
|
2.618 |
108-214 |
|
1.618 |
107-309 |
|
1.000 |
107-170 |
|
0.618 |
107-084 |
|
HIGH |
106-265 |
|
0.618 |
106-179 |
|
0.500 |
106-152 |
|
0.382 |
106-126 |
|
LOW |
106-040 |
|
0.618 |
105-221 |
|
1.000 |
105-135 |
|
1.618 |
104-316 |
|
2.618 |
104-091 |
|
4.250 |
103-044 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-152 |
106-172 |
| PP |
106-122 |
106-135 |
| S1 |
106-091 |
106-098 |
|