ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-140 |
107-202 |
0-062 |
0.2% |
106-270 |
| High |
107-222 |
107-202 |
-0-020 |
-0.1% |
107-205 |
| Low |
107-075 |
107-132 |
0-058 |
0.2% |
106-262 |
| Close |
107-215 |
107-192 |
-0-022 |
-0.1% |
107-192 |
| Range |
0-148 |
0-070 |
-0-078 |
-52.5% |
0-262 |
| ATR |
0-116 |
0-113 |
-0-002 |
-2.1% |
0-000 |
| Volume |
1,153,154 |
975,096 |
-178,058 |
-15.4% |
9,294,951 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-066 |
108-039 |
107-231 |
|
| R3 |
107-316 |
107-289 |
107-212 |
|
| R2 |
107-246 |
107-246 |
107-205 |
|
| R1 |
107-219 |
107-219 |
107-199 |
107-198 |
| PP |
107-176 |
107-176 |
107-176 |
107-165 |
| S1 |
107-149 |
107-149 |
107-186 |
107-128 |
| S2 |
107-106 |
107-106 |
107-180 |
|
| S3 |
107-036 |
107-079 |
107-173 |
|
| S4 |
106-286 |
107-009 |
107-154 |
|
|
| 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 |
107-075 |
0-148 |
0.4% |
0-102 |
0.3% |
80% |
False |
False |
1,145,902 |
| 10 |
107-222 |
106-218 |
1-005 |
0.9% |
0-102 |
0.3% |
91% |
False |
False |
1,938,318 |
| 20 |
107-222 |
106-122 |
1-100 |
1.2% |
0-113 |
0.3% |
93% |
False |
False |
1,099,382 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-101 |
0.3% |
47% |
False |
False |
550,707 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-068 |
0.2% |
26% |
False |
False |
367,138 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-051 |
0.1% |
26% |
False |
False |
275,353 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-041 |
0.1% |
26% |
False |
False |
220,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-180 |
|
2.618 |
108-066 |
|
1.618 |
107-316 |
|
1.000 |
107-272 |
|
0.618 |
107-246 |
|
HIGH |
107-202 |
|
0.618 |
107-176 |
|
0.500 |
107-168 |
|
0.382 |
107-159 |
|
LOW |
107-132 |
|
0.618 |
107-089 |
|
1.000 |
107-062 |
|
1.618 |
107-019 |
|
2.618 |
106-269 |
|
4.250 |
106-155 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-184 |
107-178 |
| PP |
107-176 |
107-163 |
| S1 |
107-168 |
107-149 |
|