ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-255 |
106-052 |
-0-202 |
-0.6% |
107-260 |
| High |
106-300 |
106-095 |
-0-205 |
-0.6% |
107-268 |
| Low |
106-048 |
106-020 |
-0-028 |
-0.1% |
106-265 |
| Close |
106-085 |
106-045 |
-0-040 |
-0.1% |
106-275 |
| Range |
0-252 |
0-075 |
-0-178 |
-70.3% |
1-002 |
| ATR |
0-118 |
0-115 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,729,018 |
1,851,072 |
122,054 |
7.1% |
4,729,169 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-278 |
106-237 |
106-086 |
|
| R3 |
106-203 |
106-162 |
106-066 |
|
| R2 |
106-128 |
106-128 |
106-059 |
|
| R1 |
106-087 |
106-087 |
106-052 |
106-070 |
| PP |
106-053 |
106-053 |
106-053 |
106-045 |
| S1 |
106-012 |
106-012 |
106-038 |
105-315 |
| S2 |
105-298 |
105-298 |
106-031 |
|
| S3 |
105-223 |
105-257 |
106-024 |
|
| S4 |
105-148 |
105-182 |
106-004 |
|
|
| 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 |
107-062 |
106-020 |
1-042 |
1.1% |
0-120 |
0.4% |
7% |
False |
True |
1,228,808 |
| 10 |
107-288 |
106-020 |
1-268 |
1.7% |
0-115 |
0.3% |
4% |
False |
True |
1,121,855 |
| 20 |
107-288 |
106-020 |
1-268 |
1.7% |
0-109 |
0.3% |
4% |
False |
True |
1,530,086 |
| 40 |
108-058 |
106-020 |
2-038 |
2.0% |
0-121 |
0.4% |
4% |
False |
True |
831,118 |
| 60 |
110-180 |
106-020 |
4-160 |
4.2% |
0-087 |
0.3% |
2% |
False |
True |
554,114 |
| 80 |
111-012 |
106-020 |
4-312 |
4.7% |
0-065 |
0.2% |
2% |
False |
True |
415,585 |
| 100 |
111-012 |
106-020 |
4-312 |
4.7% |
0-052 |
0.2% |
2% |
False |
True |
332,468 |
| 120 |
111-012 |
106-020 |
4-312 |
4.7% |
0-044 |
0.1% |
2% |
False |
True |
277,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-094 |
|
2.618 |
106-291 |
|
1.618 |
106-216 |
|
1.000 |
106-170 |
|
0.618 |
106-141 |
|
HIGH |
106-095 |
|
0.618 |
106-066 |
|
0.500 |
106-058 |
|
0.382 |
106-049 |
|
LOW |
106-020 |
|
0.618 |
105-294 |
|
1.000 |
105-265 |
|
1.618 |
105-219 |
|
2.618 |
105-144 |
|
4.250 |
105-021 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-058 |
106-160 |
| PP |
106-053 |
106-122 |
| S1 |
106-049 |
106-083 |
|