ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-105 |
107-045 |
-0-060 |
-0.2% |
107-260 |
| High |
107-140 |
107-062 |
-0-078 |
-0.2% |
107-268 |
| Low |
107-032 |
106-265 |
-0-088 |
-0.3% |
106-265 |
| Close |
107-052 |
106-275 |
-0-098 |
-0.3% |
106-275 |
| Range |
0-108 |
0-118 |
0-010 |
9.3% |
1-002 |
| ATR |
0-112 |
0-113 |
0-000 |
0.3% |
0-000 |
| Volume |
1,088,660 |
811,115 |
-277,545 |
-25.5% |
4,729,169 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-020 |
107-265 |
107-020 |
|
| R3 |
107-222 |
107-148 |
106-307 |
|
| R2 |
107-105 |
107-105 |
106-297 |
|
| R1 |
107-030 |
107-030 |
106-286 |
107-009 |
| PP |
106-308 |
106-308 |
106-308 |
106-297 |
| S1 |
106-232 |
106-232 |
106-264 |
106-211 |
| S2 |
106-190 |
106-190 |
106-253 |
|
| S3 |
106-072 |
106-115 |
106-243 |
|
| S4 |
105-275 |
105-318 |
106-210 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-063 |
109-172 |
107-132 |
|
| R3 |
109-061 |
108-169 |
107-044 |
|
| R2 |
108-058 |
108-058 |
107-014 |
|
| R1 |
107-167 |
107-167 |
106-305 |
107-111 |
| PP |
107-056 |
107-056 |
107-056 |
107-028 |
| S1 |
106-164 |
106-164 |
106-245 |
106-109 |
| S2 |
106-053 |
106-053 |
106-216 |
|
| S3 |
105-051 |
105-162 |
106-186 |
|
| S4 |
104-048 |
104-159 |
106-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-268 |
106-265 |
1-002 |
0.9% |
0-101 |
0.3% |
3% |
False |
True |
945,833 |
| 10 |
107-288 |
106-265 |
1-022 |
1.0% |
0-108 |
0.3% |
3% |
False |
True |
1,051,208 |
| 20 |
107-288 |
106-122 |
1-165 |
1.4% |
0-107 |
0.3% |
31% |
False |
False |
1,376,788 |
| 40 |
108-240 |
106-122 |
2-118 |
2.2% |
0-115 |
0.3% |
20% |
False |
False |
697,834 |
| 60 |
110-215 |
106-122 |
4-092 |
4.0% |
0-079 |
0.2% |
11% |
False |
False |
465,232 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-059 |
0.2% |
10% |
False |
False |
348,924 |
| 100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-047 |
0.1% |
10% |
False |
False |
279,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-242 |
|
2.618 |
108-050 |
|
1.618 |
107-253 |
|
1.000 |
107-180 |
|
0.618 |
107-135 |
|
HIGH |
107-062 |
|
0.618 |
107-018 |
|
0.500 |
107-004 |
|
0.382 |
106-310 |
|
LOW |
106-265 |
|
0.618 |
106-192 |
|
1.000 |
106-148 |
|
1.618 |
106-075 |
|
2.618 |
105-277 |
|
4.250 |
105-086 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-004 |
107-082 |
| PP |
106-308 |
107-040 |
| S1 |
106-291 |
106-318 |
|