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)

PreviousCurrent
Metric05-Mar-202606-Mar-2026ChangeChange %Previous Week
Open2,647.42,585.9-61.5-2.3%2,720.5
High2,647.42,585.9-61.5-2.3%2,720.5
Low2,647.42,585.9-61.5-2.3%2,585.9
Close2,647.42,585.9-61.5-2.3%2,585.9
Range0.00.00.0NaN%134.6
ATR(14)46.247.31.12.4%47.3
Volume

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

LevelClassicWoodieCamarillaDeMark
R42,585.92,585.92,585.9
R32,585.92,585.92,585.9
R22,585.92,585.92,585.9
R12,585.92,585.92,585.92,585.9
PP2,585.92,585.92,585.92,585.9
S12,585.92,585.92,585.92,585.9
S22,585.92,585.92,585.9
S32,585.92,585.92,585.9
S42,585.92,585.92,585.9

Weekly Pivots for week ending 06-Mar-2026

LevelClassicWoodieCamarillaDeMark
R43,034.62,944.82,659.9
R32,900.02,810.22,622.9
R22,765.42,765.42,610.6
R12,675.62,675.62,598.22,653.2
PP2,630.82,630.82,630.82,619.6
S12,541.02,541.02,573.62,518.6
S22,496.22,496.22,561.2
S32,361.62,406.42,548.9
S42,227.02,271.82,511.9

Fisher Pivots for day following 06-Mar-2026

Pivot1 Day3 Day
R12,585.92,643.1
PP2,585.92,624.0
S12,585.92,605.0

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2502,585.9
2.6182,585.9
1.6182,585.9
1.0002,585.9
0.6182,585.9
HIGH2,585.9
0.6182,585.9
0.5002,585.9
0.3822,585.9
LOW2,585.9
0.6182,585.9
1.0002,585.9
1.6182,585.9
2.6182,585.9
4.2502,585.9

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA2,665.1-79.2-3.0%Below
10-Day SMA2,690.0-104.1-3.9%Below
20-Day SMA2,709.6-123.7-4.6%Below
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient 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)

Neutral
35.75
Neutral 30–70

Stochastic (14, 3)

Neutral
%K: 0.00
%D: 13.17

StochRSI (14)

Neutral
%K: 14.18
%D: 20.83

ADX (14) & Trend

Neutral
7.60
+DI: 35.75 · -DI: 64.25

CCI (20)

Neutral
-277.85
Range -100 to +100

Williams %R (14)

Neutral
-100.00
Range -100 to 0

ROC (12)

Bearish
-5.15%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-99.92
Bull: -99.92 · Bear: -99.92

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0.0

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
52,720.52,585.9134.65.2%0.00.0%0%FalseTrue0
102,744.02,585.9158.16.1%0.00.0%0%FalseTrue0
202,759.92,585.9174.06.7%0.00.0%0%FalseTrue0