ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-200 |
106-072 |
-0-128 |
-0.4% |
106-268 |
| High |
106-200 |
106-092 |
-0-108 |
-0.3% |
106-305 |
| Low |
106-092 |
106-025 |
-0-068 |
-0.2% |
106-018 |
| Close |
106-092 |
106-025 |
-0-068 |
-0.2% |
106-092 |
| Range |
0-108 |
0-068 |
-0-040 |
-37.2% |
0-288 |
| ATR |
0-112 |
0-109 |
-0-003 |
-2.8% |
0-000 |
| Volume |
2,161 |
33 |
-2,128 |
-98.5% |
4,359 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-250 |
106-205 |
106-062 |
|
| R3 |
106-182 |
106-138 |
106-044 |
|
| R2 |
106-115 |
106-115 |
106-037 |
|
| R1 |
106-070 |
106-070 |
106-031 |
106-059 |
| PP |
106-048 |
106-048 |
106-048 |
106-042 |
| S1 |
106-002 |
106-002 |
106-019 |
105-311 |
| S2 |
105-300 |
105-300 |
106-013 |
|
| S3 |
105-232 |
105-255 |
106-006 |
|
| S4 |
105-165 |
105-188 |
105-308 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-041 |
108-194 |
106-251 |
|
| R3 |
108-073 |
107-227 |
106-172 |
|
| R2 |
107-106 |
107-106 |
106-145 |
|
| R1 |
106-259 |
106-259 |
106-119 |
106-199 |
| PP |
106-138 |
106-138 |
106-138 |
106-108 |
| S1 |
105-292 |
105-292 |
106-066 |
105-231 |
| S2 |
105-171 |
105-171 |
106-040 |
|
| S3 |
104-203 |
105-004 |
106-013 |
|
| S4 |
103-236 |
104-037 |
105-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-265 |
106-018 |
0-248 |
0.7% |
0-107 |
0.3% |
3% |
False |
False |
628 |
| 10 |
107-165 |
106-018 |
1-148 |
1.4% |
0-096 |
0.3% |
2% |
False |
False |
1,054 |
| 20 |
107-230 |
106-018 |
1-212 |
1.6% |
0-097 |
0.3% |
1% |
False |
False |
380,500 |
| 40 |
107-230 |
106-018 |
1-212 |
1.6% |
0-114 |
0.3% |
1% |
False |
False |
1,118,893 |
| 60 |
110-115 |
106-018 |
4-098 |
4.1% |
0-114 |
0.3% |
1% |
False |
False |
1,164,086 |
| 80 |
110-288 |
106-018 |
4-270 |
4.6% |
0-117 |
0.3% |
0% |
False |
False |
1,222,835 |
| 100 |
110-288 |
106-018 |
4-270 |
4.6% |
0-123 |
0.4% |
0% |
False |
False |
1,147,971 |
| 120 |
110-288 |
106-018 |
4-270 |
4.6% |
0-115 |
0.3% |
0% |
False |
False |
956,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-059 |
|
2.618 |
106-269 |
|
1.618 |
106-202 |
|
1.000 |
106-160 |
|
0.618 |
106-134 |
|
HIGH |
106-092 |
|
0.618 |
106-067 |
|
0.500 |
106-059 |
|
0.382 |
106-051 |
|
LOW |
106-025 |
|
0.618 |
105-303 |
|
1.000 |
105-278 |
|
1.618 |
105-236 |
|
2.618 |
105-168 |
|
4.250 |
105-058 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-059 |
106-109 |
| PP |
106-048 |
106-081 |
| S1 |
106-036 |
106-053 |
|