CME E-mini Russell 2000 Index Futures December 2026
Trading Metrics calculated at close of trading on 06-Mar-2026
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.38)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.14
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.8%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-4.0%
3-Month (63d)
—
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
-4.9%
52-Week Range
52W Low: 2,585.9 (0.0%)
Position (0%)
52W High: 2,793.2 (7.4%)
Daily Pivots for day following 06-Mar-2026
Weekly Pivots for week ending 06-Mar-2026
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 2,585.9 |
| 2.618 | 2,585.9 |
| 1.618 | 2,585.9 |
| 1.000 | 2,585.9 |
| 0.618 | 2,585.9 |
| HIGH | 2,585.9 |
| 0.618 | 2,585.9 |
| 0.500 | 2,585.9 |
| 0.382 | 2,585.9 |
| LOW | 2,585.9 |
| 0.618 | 2,585.9 |
| 1.000 | 2,585.9 |
| 1.618 | 2,585.9 |
| 2.618 | 2,585.9 |
| 4.250 | 2,585.9 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 2,744.3 |
| 38.2% | 2,714.0 |
| 50.0% | 2,689.6 |
| 61.8% | 2,665.1 |
| 78.6% | 2,630.3 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 2,665.1 | -79.2 | -3.0% | Below |
| 10-Day SMA | 2,690.0 | -104.1 | -3.9% | Below |
| 20-Day SMA | 2,709.6 | -123.7 | -4.6% | Below |
| 50-Day SMA | Insufficient data | |||
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 2,788.7
Middle: 2,709.6
Lower: 2,630.5
Bandwidth: 5.8%
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral35.75
Neutral 30–70Stochastic (14, 3)
Neutral%K: 0.00
%D: 13.17StochRSI (14)
Neutral%K: 14.18
%D: 20.83ADX (14) & Trend
Neutral7.60
+DI: 35.75 · -DI: 64.25CCI (20)
Neutral-277.85
Range -100 to +100Williams %R (14)
Neutral-100.00
Range -100 to 0ROC (12)
Bearish-5.15%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-99.92
Bull: -99.92 · Bear: -99.92High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 2,720.5 | 2,585.9 | 134.6 | 5.2% | 0.0 | 0.0% | 0% | False | True | 0 |
| 10 | 2,744.0 | 2,585.9 | 158.1 | 6.1% | 0.0 | 0.0% | 0% | False | True | 0 |
| 20 | 2,759.9 | 2,585.9 | 174.0 | 6.7% | 0.0 | 0.0% | 0% | False | True | 0 |