ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-198 |
107-175 |
-0-022 |
-0.1% |
106-270 |
| High |
107-200 |
107-220 |
0-020 |
0.1% |
107-205 |
| Low |
107-092 |
107-135 |
0-042 |
0.1% |
106-262 |
| Close |
107-168 |
107-152 |
-0-015 |
0.0% |
107-192 |
| Range |
0-108 |
0-085 |
-0-022 |
-20.9% |
0-262 |
| ATR |
0-116 |
0-113 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,408,579 |
1,089,632 |
-318,947 |
-22.6% |
9,294,951 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-104 |
108-053 |
107-199 |
|
| R3 |
108-019 |
107-288 |
107-176 |
|
| R2 |
107-254 |
107-254 |
107-168 |
|
| R1 |
107-203 |
107-203 |
107-160 |
107-186 |
| PP |
107-169 |
107-169 |
107-169 |
107-161 |
| S1 |
107-118 |
107-118 |
107-145 |
107-101 |
| S2 |
107-084 |
107-084 |
107-137 |
|
| S3 |
106-319 |
107-033 |
107-129 |
|
| S4 |
106-234 |
106-268 |
107-106 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-261 |
109-169 |
108-017 |
|
| R3 |
108-318 |
108-227 |
107-265 |
|
| R2 |
108-056 |
108-056 |
107-241 |
|
| R1 |
107-284 |
107-284 |
107-217 |
108-010 |
| PP |
107-113 |
107-113 |
107-113 |
107-136 |
| S1 |
107-022 |
107-022 |
107-168 |
107-068 |
| S2 |
106-171 |
106-171 |
107-144 |
|
| S3 |
105-228 |
106-079 |
107-120 |
|
| S4 |
104-286 |
105-137 |
107-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-220 |
107-010 |
0-210 |
0.6% |
0-099 |
0.3% |
68% |
True |
False |
1,525,312 |
| 10 |
107-220 |
106-218 |
1-002 |
0.9% |
0-099 |
0.3% |
79% |
True |
False |
1,903,700 |
| 20 |
107-220 |
106-122 |
1-098 |
1.2% |
0-122 |
0.4% |
84% |
True |
False |
994,164 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-096 |
0.3% |
42% |
False |
False |
497,501 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-064 |
0.2% |
23% |
False |
False |
331,667 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-048 |
0.1% |
23% |
False |
False |
248,750 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-039 |
0.1% |
23% |
False |
False |
199,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-261 |
|
2.618 |
108-123 |
|
1.618 |
108-038 |
|
1.000 |
107-305 |
|
0.618 |
107-273 |
|
HIGH |
107-220 |
|
0.618 |
107-188 |
|
0.500 |
107-178 |
|
0.382 |
107-167 |
|
LOW |
107-135 |
|
0.618 |
107-082 |
|
1.000 |
107-050 |
|
1.618 |
106-317 |
|
2.618 |
106-232 |
|
4.250 |
106-094 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-178 |
107-156 |
| PP |
107-169 |
107-155 |
| S1 |
107-161 |
107-154 |
|