ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-045 |
106-102 |
0-058 |
0.2% |
106-275 |
| High |
106-170 |
106-118 |
-0-052 |
-0.2% |
107-000 |
| Low |
106-042 |
106-018 |
-0-025 |
-0.1% |
106-020 |
| Close |
106-105 |
106-020 |
-0-085 |
-0.2% |
106-105 |
| Range |
0-128 |
0-100 |
-0-028 |
-21.6% |
0-300 |
| ATR |
0-116 |
0-115 |
-0-001 |
-1.0% |
0-000 |
| Volume |
1,308,510 |
760,038 |
-548,472 |
-41.9% |
6,641,437 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-032 |
106-286 |
106-075 |
|
| R3 |
106-252 |
106-186 |
106-048 |
|
| R2 |
106-152 |
106-152 |
106-038 |
|
| R1 |
106-086 |
106-086 |
106-029 |
106-069 |
| PP |
106-052 |
106-052 |
106-052 |
106-043 |
| S1 |
105-306 |
105-306 |
106-011 |
105-289 |
| S2 |
105-272 |
105-272 |
106-002 |
|
| S3 |
105-172 |
105-206 |
105-312 |
|
| S4 |
105-072 |
105-106 |
105-285 |
|
|
| 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 |
106-300 |
106-018 |
0-282 |
0.8% |
0-128 |
0.4% |
1% |
False |
True |
1,330,394 |
| 10 |
107-222 |
106-018 |
1-205 |
1.5% |
0-114 |
0.3% |
0% |
False |
True |
1,136,229 |
| 20 |
107-288 |
106-018 |
1-270 |
1.7% |
0-112 |
0.3% |
0% |
False |
True |
1,360,425 |
| 40 |
107-302 |
106-018 |
1-285 |
1.8% |
0-122 |
0.4% |
0% |
False |
True |
882,772 |
| 60 |
110-138 |
106-018 |
4-120 |
4.1% |
0-091 |
0.3% |
0% |
False |
True |
588,590 |
| 80 |
111-012 |
106-018 |
4-315 |
4.7% |
0-068 |
0.2% |
0% |
False |
True |
441,442 |
| 100 |
111-012 |
106-018 |
4-315 |
4.7% |
0-055 |
0.2% |
0% |
False |
True |
353,154 |
| 120 |
111-012 |
106-018 |
4-315 |
4.7% |
0-045 |
0.1% |
0% |
False |
True |
294,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-222 |
|
2.618 |
107-059 |
|
1.618 |
106-279 |
|
1.000 |
106-218 |
|
0.618 |
106-179 |
|
HIGH |
106-118 |
|
0.618 |
106-079 |
|
0.500 |
106-068 |
|
0.382 |
106-056 |
|
LOW |
106-018 |
|
0.618 |
105-276 |
|
1.000 |
105-238 |
|
1.618 |
105-176 |
|
2.618 |
105-076 |
|
4.250 |
104-232 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-068 |
106-094 |
| PP |
106-052 |
106-069 |
| S1 |
106-036 |
106-045 |
|