ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-175 |
107-140 |
-0-035 |
-0.1% |
106-270 |
| High |
107-220 |
107-222 |
0-002 |
0.0% |
107-205 |
| Low |
107-135 |
107-075 |
-0-060 |
-0.2% |
106-262 |
| Close |
107-152 |
107-215 |
0-062 |
0.2% |
107-192 |
| Range |
0-085 |
0-148 |
0-062 |
73.5% |
0-262 |
| ATR |
0-113 |
0-116 |
0-002 |
2.1% |
0-000 |
| Volume |
1,089,632 |
1,153,154 |
63,522 |
5.8% |
9,294,951 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-293 |
108-242 |
107-296 |
|
| R3 |
108-146 |
108-094 |
107-256 |
|
| R2 |
107-318 |
107-318 |
107-242 |
|
| R1 |
107-267 |
107-267 |
107-229 |
107-292 |
| PP |
107-171 |
107-171 |
107-171 |
107-184 |
| S1 |
107-119 |
107-119 |
107-201 |
107-145 |
| S2 |
107-023 |
107-023 |
107-188 |
|
| S3 |
106-196 |
106-292 |
107-174 |
|
| S4 |
106-048 |
106-144 |
107-134 |
|
|
| 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 |
107-222 |
107-048 |
0-175 |
0.5% |
0-112 |
0.3% |
96% |
True |
False |
1,229,988 |
| 10 |
107-222 |
106-218 |
1-005 |
0.9% |
0-102 |
0.3% |
98% |
True |
False |
1,956,933 |
| 20 |
107-222 |
106-122 |
1-100 |
1.2% |
0-123 |
0.4% |
98% |
True |
False |
1,051,253 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-100 |
0.3% |
50% |
False |
False |
526,330 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-067 |
0.2% |
28% |
False |
False |
350,886 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-050 |
0.1% |
28% |
False |
False |
263,165 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-040 |
0.1% |
28% |
False |
False |
210,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-209 |
|
2.618 |
108-289 |
|
1.618 |
108-141 |
|
1.000 |
108-050 |
|
0.618 |
107-314 |
|
HIGH |
107-222 |
|
0.618 |
107-166 |
|
0.500 |
107-149 |
|
0.382 |
107-131 |
|
LOW |
107-075 |
|
0.618 |
106-304 |
|
1.000 |
106-248 |
|
1.618 |
106-156 |
|
2.618 |
106-009 |
|
4.250 |
105-088 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-193 |
107-193 |
| PP |
107-171 |
107-171 |
| S1 |
107-149 |
107-149 |
|