ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-275 |
106-260 |
-0-015 |
0.0% |
107-260 |
| High |
107-000 |
106-290 |
-0-030 |
-0.1% |
107-268 |
| Low |
106-255 |
106-202 |
-0-052 |
-0.2% |
106-265 |
| Close |
106-268 |
106-272 |
0-005 |
0.0% |
106-275 |
| Range |
0-065 |
0-088 |
0-022 |
34.6% |
1-002 |
| ATR |
0-109 |
0-108 |
-0-002 |
-1.4% |
0-000 |
| Volume |
749,504 |
1,003,333 |
253,829 |
33.9% |
4,729,169 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-198 |
107-162 |
107-001 |
|
| R3 |
107-110 |
107-075 |
106-297 |
|
| R2 |
107-022 |
107-022 |
106-289 |
|
| R1 |
106-308 |
106-308 |
106-281 |
107-005 |
| PP |
106-255 |
106-255 |
106-255 |
106-264 |
| S1 |
106-220 |
106-220 |
106-264 |
106-238 |
| S2 |
106-168 |
106-168 |
106-256 |
|
| S3 |
106-080 |
106-132 |
106-248 |
|
| S4 |
105-312 |
106-045 |
106-224 |
|
|
| 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 |
107-220 |
106-202 |
1-018 |
1.0% |
0-100 |
0.3% |
21% |
False |
True |
961,271 |
| 10 |
107-288 |
106-202 |
1-085 |
1.2% |
0-104 |
0.3% |
17% |
False |
True |
976,671 |
| 20 |
107-288 |
106-202 |
1-085 |
1.2% |
0-102 |
0.3% |
17% |
False |
True |
1,440,185 |
| 40 |
108-110 |
106-122 |
1-308 |
1.8% |
0-116 |
0.3% |
24% |
False |
False |
741,642 |
| 60 |
110-215 |
106-122 |
4-092 |
4.0% |
0-082 |
0.2% |
11% |
False |
False |
494,446 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-061 |
0.2% |
10% |
False |
False |
370,834 |
| 100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-049 |
0.1% |
10% |
False |
False |
296,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-022 |
|
2.618 |
107-199 |
|
1.618 |
107-112 |
|
1.000 |
107-058 |
|
0.618 |
107-024 |
|
HIGH |
106-290 |
|
0.618 |
106-257 |
|
0.500 |
106-246 |
|
0.382 |
106-236 |
|
LOW |
106-202 |
|
0.618 |
106-148 |
|
1.000 |
106-115 |
|
1.618 |
106-061 |
|
2.618 |
105-293 |
|
4.250 |
105-151 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-264 |
106-292 |
| PP |
106-255 |
106-286 |
| S1 |
106-246 |
106-279 |
|