ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-045 |
106-200 |
0-155 |
0.5% |
106-268 |
| High |
106-075 |
106-200 |
0-125 |
0.4% |
106-305 |
| Low |
106-018 |
106-092 |
0-075 |
0.2% |
106-018 |
| Close |
106-038 |
106-092 |
0-055 |
0.2% |
106-092 |
| Range |
0-058 |
0-108 |
0-050 |
87.0% |
0-288 |
| ATR |
0-108 |
0-112 |
0-004 |
3.6% |
0-000 |
| Volume |
902 |
1,927 |
1,025 |
113.6% |
4,125 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-131 |
107-059 |
106-152 |
|
| R3 |
107-023 |
106-272 |
106-122 |
|
| R2 |
106-236 |
106-236 |
106-112 |
|
| R1 |
106-164 |
106-164 |
106-102 |
106-146 |
| PP |
106-128 |
106-128 |
106-128 |
106-119 |
| S1 |
106-057 |
106-057 |
106-083 |
106-039 |
| S2 |
106-021 |
106-021 |
106-073 |
|
| S3 |
105-233 |
105-269 |
106-063 |
|
| S4 |
105-126 |
105-162 |
106-033 |
|
|
| 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 |
106-305 |
106-018 |
0-288 |
0.8% |
0-108 |
0.3% |
26% |
False |
False |
825 |
| 10 |
107-205 |
106-018 |
1-188 |
1.5% |
0-095 |
0.3% |
15% |
False |
False |
1,075 |
| 20 |
107-230 |
106-018 |
1-212 |
1.6% |
0-098 |
0.3% |
14% |
False |
False |
563,015 |
| 40 |
107-298 |
106-018 |
1-280 |
1.8% |
0-115 |
0.3% |
13% |
False |
False |
1,146,258 |
| 60 |
110-115 |
106-018 |
4-098 |
4.0% |
0-115 |
0.3% |
5% |
False |
False |
1,186,472 |
| 80 |
110-288 |
106-018 |
4-270 |
4.6% |
0-118 |
0.3% |
5% |
False |
False |
1,239,207 |
| 100 |
110-288 |
106-018 |
4-270 |
4.6% |
0-124 |
0.4% |
5% |
False |
False |
1,147,998 |
| 120 |
110-288 |
106-018 |
4-270 |
4.6% |
0-115 |
0.3% |
5% |
False |
False |
956,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-017 |
|
2.618 |
107-161 |
|
1.618 |
107-054 |
|
1.000 |
106-308 |
|
0.618 |
106-266 |
|
HIGH |
106-200 |
|
0.618 |
106-159 |
|
0.500 |
106-146 |
|
0.382 |
106-134 |
|
LOW |
106-092 |
|
0.618 |
106-026 |
|
1.000 |
105-305 |
|
1.618 |
105-239 |
|
2.618 |
105-131 |
|
4.250 |
104-276 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-146 |
106-141 |
| PP |
106-128 |
106-125 |
| S1 |
106-110 |
106-109 |
|