ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-072 |
106-078 |
0-005 |
0.0% |
106-268 |
| High |
106-092 |
106-078 |
-0-015 |
0.0% |
106-305 |
| Low |
106-025 |
106-022 |
-0-002 |
0.0% |
106-018 |
| Close |
106-025 |
106-078 |
0-052 |
0.2% |
106-092 |
| Range |
0-068 |
0-055 |
-0-012 |
-18.5% |
0-288 |
| ATR |
0-109 |
0-105 |
-0-004 |
-3.5% |
0-000 |
| Volume |
33 |
179 |
146 |
442.4% |
4,359 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-224 |
106-206 |
106-108 |
|
| R3 |
106-169 |
106-151 |
106-093 |
|
| R2 |
106-114 |
106-114 |
106-088 |
|
| R1 |
106-096 |
106-096 |
106-083 |
106-105 |
| PP |
106-059 |
106-059 |
106-059 |
106-064 |
| S1 |
106-041 |
106-041 |
106-072 |
106-050 |
| S2 |
106-004 |
106-004 |
106-067 |
|
| S3 |
105-269 |
105-306 |
106-062 |
|
| S4 |
105-214 |
105-251 |
106-047 |
|
|
| 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% |
0-102 |
0.3% |
24% |
False |
False |
661 |
| 10 |
107-165 |
106-018 |
1-148 |
1.4% |
0-094 |
0.3% |
13% |
False |
False |
1,032 |
| 20 |
107-230 |
106-018 |
1-212 |
1.6% |
0-093 |
0.3% |
11% |
False |
False |
144,621 |
| 40 |
107-230 |
106-018 |
1-212 |
1.6% |
0-113 |
0.3% |
11% |
False |
False |
1,085,177 |
| 60 |
110-115 |
106-018 |
4-098 |
4.1% |
0-113 |
0.3% |
4% |
False |
False |
1,136,011 |
| 80 |
110-288 |
106-018 |
4-270 |
4.6% |
0-117 |
0.3% |
4% |
False |
False |
1,204,911 |
| 100 |
110-288 |
106-018 |
4-270 |
4.6% |
0-120 |
0.4% |
4% |
False |
False |
1,147,894 |
| 120 |
110-288 |
106-018 |
4-270 |
4.6% |
0-114 |
0.3% |
4% |
False |
False |
956,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-311 |
|
2.618 |
106-221 |
|
1.618 |
106-166 |
|
1.000 |
106-132 |
|
0.618 |
106-111 |
|
HIGH |
106-078 |
|
0.618 |
106-056 |
|
0.500 |
106-050 |
|
0.382 |
106-044 |
|
LOW |
106-022 |
|
0.618 |
105-309 |
|
1.000 |
105-288 |
|
1.618 |
105-254 |
|
2.618 |
105-199 |
|
4.250 |
105-109 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-068 |
106-111 |
| PP |
106-059 |
106-100 |
| S1 |
106-050 |
106-089 |
|