ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-260 |
106-255 |
-0-005 |
0.0% |
107-260 |
| High |
106-290 |
106-300 |
0-010 |
0.0% |
107-268 |
| Low |
106-202 |
106-048 |
-0-155 |
-0.5% |
106-265 |
| Close |
106-272 |
106-085 |
-0-188 |
-0.5% |
106-275 |
| Range |
0-088 |
0-252 |
0-165 |
188.6% |
1-002 |
| ATR |
0-108 |
0-118 |
0-010 |
9.6% |
0-000 |
| Volume |
1,003,333 |
1,729,018 |
725,685 |
72.3% |
4,729,169 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-262 |
108-106 |
106-224 |
|
| R3 |
108-009 |
107-173 |
106-154 |
|
| R2 |
107-077 |
107-077 |
106-131 |
|
| R1 |
106-241 |
106-241 |
106-108 |
106-192 |
| PP |
106-144 |
106-144 |
106-144 |
106-120 |
| S1 |
105-308 |
105-308 |
106-062 |
105-260 |
| S2 |
105-212 |
105-212 |
106-039 |
|
| S3 |
104-279 |
105-056 |
106-016 |
|
| S4 |
104-027 |
104-123 |
105-266 |
|
|
| 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 |
107-140 |
106-048 |
1-092 |
1.2% |
0-126 |
0.4% |
9% |
False |
True |
1,076,326 |
| 10 |
107-288 |
106-048 |
1-240 |
1.6% |
0-115 |
0.3% |
7% |
False |
True |
1,034,257 |
| 20 |
107-288 |
106-048 |
1-240 |
1.6% |
0-108 |
0.3% |
7% |
False |
True |
1,495,595 |
| 40 |
108-058 |
106-048 |
2-010 |
1.9% |
0-121 |
0.4% |
6% |
False |
True |
784,850 |
| 60 |
110-180 |
106-048 |
4-132 |
4.2% |
0-086 |
0.3% |
3% |
False |
True |
523,263 |
| 80 |
111-012 |
106-048 |
4-285 |
4.6% |
0-064 |
0.2% |
2% |
False |
True |
392,447 |
| 100 |
111-012 |
106-048 |
4-285 |
4.6% |
0-052 |
0.2% |
2% |
False |
True |
313,957 |
| 120 |
111-012 |
106-048 |
4-285 |
4.6% |
0-043 |
0.1% |
2% |
False |
True |
261,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-093 |
|
2.618 |
109-001 |
|
1.618 |
108-069 |
|
1.000 |
107-232 |
|
0.618 |
107-136 |
|
HIGH |
106-300 |
|
0.618 |
106-204 |
|
0.500 |
106-174 |
|
0.382 |
106-144 |
|
LOW |
106-048 |
|
0.618 |
105-211 |
|
1.000 |
105-115 |
|
1.618 |
104-279 |
|
2.618 |
104-026 |
|
4.250 |
102-254 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-174 |
106-184 |
| PP |
106-144 |
106-151 |
| S1 |
106-115 |
106-118 |
|