ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-052 |
106-045 |
-0-008 |
0.0% |
106-275 |
| High |
106-095 |
106-170 |
0-075 |
0.2% |
107-000 |
| Low |
106-020 |
106-042 |
0-022 |
0.1% |
106-020 |
| Close |
106-045 |
106-105 |
0-060 |
0.2% |
106-105 |
| Range |
0-075 |
0-128 |
0-052 |
70.0% |
0-300 |
| ATR |
0-115 |
0-116 |
0-001 |
0.8% |
0-000 |
| Volume |
1,851,072 |
1,308,510 |
-542,562 |
-29.3% |
6,641,437 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-168 |
107-104 |
106-175 |
|
| R3 |
107-041 |
106-297 |
106-140 |
|
| R2 |
106-233 |
106-233 |
106-128 |
|
| R1 |
106-169 |
106-169 |
106-117 |
106-201 |
| PP |
106-106 |
106-106 |
106-106 |
106-122 |
| S1 |
106-042 |
106-042 |
106-093 |
106-074 |
| S2 |
105-298 |
105-298 |
106-082 |
|
| S3 |
105-171 |
105-234 |
106-070 |
|
| S4 |
105-043 |
105-107 |
106-035 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-088 |
108-237 |
106-270 |
|
| R3 |
108-108 |
107-257 |
106-188 |
|
| R2 |
107-128 |
107-128 |
106-160 |
|
| R1 |
106-277 |
106-277 |
106-132 |
106-212 |
| PP |
106-148 |
106-148 |
106-148 |
106-116 |
| S1 |
105-297 |
105-297 |
106-078 |
105-232 |
| S2 |
105-168 |
105-168 |
106-050 |
|
| S3 |
104-188 |
104-317 |
106-022 |
|
| S4 |
103-208 |
104-017 |
105-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-000 |
106-020 |
0-300 |
0.9% |
0-122 |
0.4% |
28% |
False |
False |
1,328,287 |
| 10 |
107-268 |
106-020 |
1-248 |
1.7% |
0-111 |
0.3% |
15% |
False |
False |
1,137,060 |
| 20 |
107-288 |
106-020 |
1-268 |
1.7% |
0-110 |
0.3% |
14% |
False |
False |
1,464,879 |
| 40 |
108-052 |
106-020 |
2-032 |
2.0% |
0-122 |
0.4% |
13% |
False |
False |
863,808 |
| 60 |
110-180 |
106-020 |
4-160 |
4.2% |
0-089 |
0.3% |
6% |
False |
False |
575,922 |
| 80 |
111-012 |
106-020 |
4-312 |
4.7% |
0-067 |
0.2% |
5% |
False |
False |
431,942 |
| 100 |
111-012 |
106-020 |
4-312 |
4.7% |
0-054 |
0.2% |
5% |
False |
False |
345,553 |
| 120 |
111-012 |
106-020 |
4-312 |
4.7% |
0-045 |
0.1% |
5% |
False |
False |
287,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-072 |
|
2.618 |
107-184 |
|
1.618 |
107-056 |
|
1.000 |
106-298 |
|
0.618 |
106-249 |
|
HIGH |
106-170 |
|
0.618 |
106-121 |
|
0.500 |
106-106 |
|
0.382 |
106-091 |
|
LOW |
106-042 |
|
0.618 |
105-284 |
|
1.000 |
105-235 |
|
1.618 |
105-156 |
|
2.618 |
105-029 |
|
4.250 |
104-141 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-106 |
106-160 |
| PP |
106-106 |
106-142 |
| S1 |
106-105 |
106-123 |
|