ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-202 |
107-185 |
-0-018 |
-0.1% |
107-198 |
| High |
107-202 |
107-288 |
0-085 |
0.2% |
107-288 |
| Low |
107-132 |
107-120 |
-0-012 |
0.0% |
107-075 |
| Close |
107-192 |
107-250 |
0-058 |
0.2% |
107-250 |
| Range |
0-070 |
0-168 |
0-098 |
139.3% |
0-212 |
| ATR |
0-113 |
0-117 |
0-004 |
3.4% |
0-000 |
| Volume |
975,096 |
1,156,455 |
181,359 |
18.6% |
5,782,916 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-082 |
109-013 |
108-022 |
|
| R3 |
108-234 |
108-166 |
107-296 |
|
| R2 |
108-067 |
108-067 |
107-281 |
|
| R1 |
107-318 |
107-318 |
107-265 |
108-032 |
| PP |
107-219 |
107-219 |
107-219 |
107-236 |
| S1 |
107-151 |
107-151 |
107-235 |
107-185 |
| S2 |
107-052 |
107-052 |
107-219 |
|
| S3 |
106-204 |
106-303 |
107-204 |
|
| S4 |
106-037 |
106-136 |
107-158 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-202 |
109-118 |
108-047 |
|
| R3 |
108-309 |
108-226 |
107-308 |
|
| R2 |
108-097 |
108-097 |
107-289 |
|
| R1 |
108-013 |
108-013 |
107-269 |
108-055 |
| PP |
107-204 |
107-204 |
107-204 |
107-225 |
| S1 |
107-121 |
107-121 |
107-231 |
107-162 |
| S2 |
106-312 |
106-312 |
107-211 |
|
| S3 |
106-099 |
106-228 |
107-192 |
|
| S4 |
105-207 |
106-016 |
107-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-288 |
107-075 |
0-212 |
0.6% |
0-116 |
0.3% |
82% |
True |
False |
1,156,583 |
| 10 |
107-288 |
106-218 |
1-070 |
1.1% |
0-110 |
0.3% |
90% |
True |
False |
1,792,697 |
| 20 |
107-288 |
106-122 |
1-165 |
1.4% |
0-113 |
0.3% |
92% |
True |
False |
1,156,847 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-104 |
0.3% |
54% |
False |
False |
579,618 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-071 |
0.2% |
30% |
False |
False |
386,412 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-053 |
0.2% |
30% |
False |
False |
289,809 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-042 |
0.1% |
30% |
False |
False |
231,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-039 |
|
2.618 |
109-086 |
|
1.618 |
108-239 |
|
1.000 |
108-135 |
|
0.618 |
108-071 |
|
HIGH |
107-288 |
|
0.618 |
107-224 |
|
0.500 |
107-204 |
|
0.382 |
107-184 |
|
LOW |
107-120 |
|
0.618 |
107-016 |
|
1.000 |
106-272 |
|
1.618 |
106-169 |
|
2.618 |
106-001 |
|
4.250 |
105-048 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-235 |
107-227 |
| PP |
107-219 |
107-204 |
| S1 |
107-204 |
107-181 |
|