ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-160 |
107-105 |
-0-055 |
-0.2% |
107-198 |
| High |
107-220 |
107-140 |
-0-080 |
-0.2% |
107-288 |
| Low |
107-100 |
107-032 |
-0-068 |
-0.2% |
107-075 |
| Close |
107-110 |
107-052 |
-0-058 |
-0.2% |
107-250 |
| Range |
0-120 |
0-108 |
-0-012 |
-10.4% |
0-212 |
| ATR |
0-113 |
0-112 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,153,744 |
1,088,660 |
-65,084 |
-5.6% |
5,782,916 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-078 |
108-012 |
107-112 |
|
| R3 |
107-290 |
107-225 |
107-082 |
|
| R2 |
107-182 |
107-182 |
107-072 |
|
| R1 |
107-118 |
107-118 |
107-062 |
107-096 |
| PP |
107-075 |
107-075 |
107-075 |
107-064 |
| S1 |
107-010 |
107-010 |
107-043 |
106-309 |
| S2 |
106-288 |
106-288 |
107-033 |
|
| S3 |
106-180 |
106-222 |
107-023 |
|
| S4 |
106-072 |
106-115 |
106-313 |
|
|
| 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 |
107-032 |
0-255 |
0.7% |
0-111 |
0.3% |
8% |
False |
True |
1,014,901 |
| 10 |
107-288 |
107-032 |
0-255 |
0.7% |
0-107 |
0.3% |
8% |
False |
True |
1,080,401 |
| 20 |
107-288 |
106-122 |
1-165 |
1.4% |
0-108 |
0.3% |
52% |
False |
False |
1,341,528 |
| 40 |
108-240 |
106-122 |
2-118 |
2.2% |
0-112 |
0.3% |
33% |
False |
False |
677,559 |
| 60 |
110-215 |
106-122 |
4-092 |
4.0% |
0-077 |
0.2% |
18% |
False |
False |
451,713 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-058 |
0.2% |
17% |
False |
False |
338,785 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-046 |
0.1% |
17% |
False |
False |
271,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-277 |
|
2.618 |
108-101 |
|
1.618 |
107-314 |
|
1.000 |
107-248 |
|
0.618 |
107-206 |
|
HIGH |
107-140 |
|
0.618 |
107-099 |
|
0.500 |
107-086 |
|
0.382 |
107-074 |
|
LOW |
107-032 |
|
0.618 |
106-286 |
|
1.000 |
106-245 |
|
1.618 |
106-179 |
|
2.618 |
106-071 |
|
4.250 |
105-216 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-086 |
107-128 |
| PP |
107-075 |
107-102 |
| S1 |
107-064 |
107-078 |
|