ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-260 |
107-202 |
-0-058 |
-0.2% |
107-198 |
| High |
107-268 |
107-222 |
-0-045 |
-0.1% |
107-288 |
| Low |
107-195 |
107-135 |
-0-060 |
-0.2% |
107-075 |
| Close |
107-202 |
107-165 |
-0-038 |
-0.1% |
107-250 |
| Range |
0-072 |
0-088 |
0-015 |
20.7% |
0-212 |
| ATR |
0-114 |
0-112 |
-0-002 |
-1.7% |
0-000 |
| Volume |
768,351 |
907,299 |
138,948 |
18.1% |
5,782,916 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-117 |
108-068 |
107-213 |
|
| R3 |
108-029 |
107-301 |
107-189 |
|
| R2 |
107-262 |
107-262 |
107-181 |
|
| R1 |
107-213 |
107-213 |
107-173 |
107-194 |
| PP |
107-174 |
107-174 |
107-174 |
107-164 |
| S1 |
107-126 |
107-126 |
107-157 |
107-106 |
| S2 |
107-087 |
107-087 |
107-149 |
|
| S3 |
106-319 |
107-038 |
107-141 |
|
| S4 |
106-232 |
106-271 |
107-117 |
|
|
| 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% |
0-109 |
0.3% |
42% |
False |
False |
992,071 |
| 10 |
107-288 |
107-010 |
0-278 |
0.8% |
0-104 |
0.3% |
56% |
False |
False |
1,258,691 |
| 20 |
107-288 |
106-122 |
1-165 |
1.4% |
0-112 |
0.3% |
75% |
False |
False |
1,239,186 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-108 |
0.3% |
44% |
False |
False |
621,509 |
| 60 |
110-285 |
106-122 |
4-162 |
4.2% |
0-073 |
0.2% |
25% |
False |
False |
414,340 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-055 |
0.2% |
24% |
False |
False |
310,755 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-044 |
0.1% |
24% |
False |
False |
248,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-274 |
|
2.618 |
108-132 |
|
1.618 |
108-044 |
|
1.000 |
107-310 |
|
0.618 |
107-277 |
|
HIGH |
107-222 |
|
0.618 |
107-189 |
|
0.500 |
107-179 |
|
0.382 |
107-168 |
|
LOW |
107-135 |
|
0.618 |
107-081 |
|
1.000 |
107-048 |
|
1.618 |
106-313 |
|
2.618 |
106-226 |
|
4.250 |
106-083 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-179 |
107-204 |
| PP |
107-174 |
107-191 |
| S1 |
107-170 |
107-178 |
|