ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-185 |
107-260 |
0-075 |
0.2% |
107-198 |
| High |
107-288 |
107-268 |
-0-020 |
-0.1% |
107-288 |
| Low |
107-120 |
107-195 |
0-075 |
0.2% |
107-075 |
| Close |
107-250 |
107-202 |
-0-048 |
-0.1% |
107-250 |
| Range |
0-168 |
0-072 |
-0-095 |
-56.7% |
0-212 |
| ATR |
0-117 |
0-114 |
-0-003 |
-2.7% |
0-000 |
| Volume |
1,156,455 |
768,351 |
-388,104 |
-33.6% |
5,782,916 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-119 |
108-073 |
107-242 |
|
| R3 |
108-047 |
108-001 |
107-222 |
|
| R2 |
107-294 |
107-294 |
107-216 |
|
| R1 |
107-248 |
107-248 |
107-209 |
107-235 |
| PP |
107-222 |
107-222 |
107-222 |
107-215 |
| S1 |
107-176 |
107-176 |
107-196 |
107-162 |
| S2 |
107-149 |
107-149 |
107-189 |
|
| S3 |
107-077 |
107-103 |
107-183 |
|
| S4 |
107-004 |
107-031 |
107-163 |
|
|
| 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% |
0-108 |
0.3% |
60% |
False |
False |
1,028,537 |
| 10 |
107-288 |
106-262 |
1-025 |
1.0% |
0-110 |
0.3% |
75% |
False |
False |
1,584,621 |
| 20 |
107-288 |
106-122 |
1-165 |
1.4% |
0-112 |
0.3% |
82% |
False |
False |
1,194,361 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-105 |
0.3% |
48% |
False |
False |
598,826 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-072 |
0.2% |
27% |
False |
False |
399,218 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-054 |
0.2% |
27% |
False |
False |
299,413 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-043 |
0.1% |
27% |
False |
False |
239,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-256 |
|
2.618 |
108-137 |
|
1.618 |
108-065 |
|
1.000 |
108-020 |
|
0.618 |
107-312 |
|
HIGH |
107-268 |
|
0.618 |
107-240 |
|
0.500 |
107-231 |
|
0.382 |
107-223 |
|
LOW |
107-195 |
|
0.618 |
107-150 |
|
1.000 |
107-122 |
|
1.618 |
107-078 |
|
2.618 |
107-005 |
|
4.250 |
106-207 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-231 |
107-204 |
| PP |
107-222 |
107-203 |
| S1 |
107-212 |
107-203 |
|