ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-045 |
106-275 |
-0-090 |
-0.3% |
107-260 |
| High |
107-062 |
107-000 |
-0-062 |
-0.2% |
107-268 |
| Low |
106-265 |
106-255 |
-0-010 |
0.0% |
106-265 |
| Close |
106-275 |
106-268 |
-0-008 |
0.0% |
106-275 |
| Range |
0-118 |
0-065 |
-0-052 |
-44.7% |
1-002 |
| ATR |
0-113 |
0-109 |
-0-003 |
-3.0% |
0-000 |
| Volume |
811,115 |
749,504 |
-61,611 |
-7.6% |
4,729,169 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-156 |
107-117 |
106-303 |
|
| R3 |
107-091 |
107-052 |
106-285 |
|
| R2 |
107-026 |
107-026 |
106-279 |
|
| R1 |
106-307 |
106-307 |
106-273 |
106-294 |
| PP |
106-281 |
106-281 |
106-281 |
106-274 |
| S1 |
106-242 |
106-242 |
106-262 |
106-229 |
| S2 |
106-216 |
106-216 |
106-256 |
|
| S3 |
106-151 |
106-177 |
106-250 |
|
| S4 |
106-086 |
106-112 |
106-232 |
|
|
| 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 |
107-222 |
106-255 |
0-288 |
0.8% |
0-100 |
0.3% |
4% |
False |
True |
942,064 |
| 10 |
107-288 |
106-255 |
1-032 |
1.0% |
0-104 |
0.3% |
4% |
False |
True |
985,301 |
| 20 |
107-288 |
106-182 |
1-105 |
1.2% |
0-102 |
0.3% |
20% |
False |
False |
1,408,178 |
| 40 |
108-130 |
106-122 |
2-008 |
1.9% |
0-115 |
0.3% |
22% |
False |
False |
716,567 |
| 60 |
110-215 |
106-122 |
4-092 |
4.0% |
0-080 |
0.2% |
11% |
False |
False |
477,723 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-060 |
0.2% |
10% |
False |
False |
358,292 |
| 100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-048 |
0.1% |
10% |
False |
False |
286,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-276 |
|
2.618 |
107-170 |
|
1.618 |
107-105 |
|
1.000 |
107-065 |
|
0.618 |
107-040 |
|
HIGH |
107-000 |
|
0.618 |
106-295 |
|
0.500 |
106-288 |
|
0.382 |
106-280 |
|
LOW |
106-255 |
|
0.618 |
106-215 |
|
1.000 |
106-190 |
|
1.618 |
106-150 |
|
2.618 |
106-085 |
|
4.250 |
105-299 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-288 |
107-038 |
| PP |
106-281 |
107-008 |
| S1 |
106-274 |
106-298 |
|