ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-235 |
106-045 |
-0-190 |
-0.6% |
107-205 |
| High |
106-265 |
106-075 |
-0-190 |
-0.6% |
107-205 |
| Low |
106-040 |
106-018 |
-0-022 |
-0.1% |
106-222 |
| Close |
106-060 |
106-038 |
-0-022 |
-0.1% |
106-252 |
| Range |
0-225 |
0-058 |
-0-168 |
-74.4% |
0-302 |
| ATR |
0-112 |
0-108 |
-0-004 |
-3.5% |
0-000 |
| Volume |
33 |
902 |
869 |
2,633.3% |
6,630 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-216 |
106-184 |
106-069 |
|
| R3 |
106-158 |
106-127 |
106-053 |
|
| R2 |
106-101 |
106-101 |
106-048 |
|
| R1 |
106-069 |
106-069 |
106-043 |
106-056 |
| PP |
106-043 |
106-043 |
106-043 |
106-037 |
| S1 |
106-012 |
106-012 |
106-032 |
105-319 |
| S2 |
105-306 |
105-306 |
106-027 |
|
| S3 |
105-248 |
105-274 |
106-022 |
|
| S4 |
105-191 |
105-217 |
106-006 |
|
|
| 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 |
106-305 |
106-018 |
0-288 |
0.8% |
0-100 |
0.3% |
7% |
False |
True |
1,017 |
| 10 |
107-230 |
106-018 |
1-212 |
1.6% |
0-096 |
0.3% |
4% |
False |
True |
1,079 |
| 20 |
107-230 |
106-018 |
1-212 |
1.6% |
0-097 |
0.3% |
4% |
False |
True |
752,509 |
| 40 |
107-300 |
106-018 |
1-282 |
1.8% |
0-115 |
0.3% |
3% |
False |
True |
1,176,728 |
| 60 |
110-115 |
106-018 |
4-098 |
4.1% |
0-116 |
0.3% |
1% |
False |
True |
1,207,221 |
| 80 |
110-288 |
106-018 |
4-270 |
4.6% |
0-117 |
0.3% |
1% |
False |
True |
1,262,333 |
| 100 |
110-288 |
106-018 |
4-270 |
4.6% |
0-125 |
0.4% |
1% |
False |
True |
1,147,980 |
| 120 |
110-288 |
106-018 |
4-270 |
4.6% |
0-114 |
0.3% |
1% |
False |
True |
956,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-319 |
|
2.618 |
106-226 |
|
1.618 |
106-168 |
|
1.000 |
106-132 |
|
0.618 |
106-111 |
|
HIGH |
106-075 |
|
0.618 |
106-053 |
|
0.500 |
106-046 |
|
0.382 |
106-039 |
|
LOW |
106-018 |
|
0.618 |
105-302 |
|
1.000 |
105-280 |
|
1.618 |
105-244 |
|
2.618 |
105-187 |
|
4.250 |
105-093 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-046 |
106-141 |
| PP |
106-043 |
106-107 |
| S1 |
106-040 |
106-072 |
|