ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-102 |
106-032 |
-0-070 |
-0.2% |
106-275 |
| High |
106-118 |
106-045 |
-0-072 |
-0.2% |
107-000 |
| Low |
106-018 |
105-295 |
-0-042 |
-0.1% |
106-020 |
| Close |
106-020 |
106-028 |
0-008 |
0.0% |
106-105 |
| Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
0-300 |
| ATR |
0-115 |
0-112 |
-0-003 |
-2.8% |
0-000 |
| Volume |
760,038 |
562,126 |
-197,912 |
-26.0% |
6,641,437 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-226 |
106-197 |
106-066 |
|
| R3 |
106-156 |
106-127 |
106-047 |
|
| R2 |
106-086 |
106-086 |
106-040 |
|
| R1 |
106-057 |
106-057 |
106-034 |
106-036 |
| PP |
106-016 |
106-016 |
106-016 |
106-006 |
| S1 |
105-307 |
105-307 |
106-021 |
105-286 |
| S2 |
105-266 |
105-266 |
106-015 |
|
| S3 |
105-196 |
105-237 |
106-008 |
|
| S4 |
105-126 |
105-167 |
105-309 |
|
|
| 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 |
105-295 |
1-005 |
1.0% |
0-125 |
0.4% |
16% |
False |
True |
1,242,152 |
| 10 |
107-220 |
105-295 |
1-245 |
1.7% |
0-112 |
0.3% |
9% |
False |
True |
1,101,712 |
| 20 |
107-288 |
105-295 |
1-312 |
1.9% |
0-108 |
0.3% |
8% |
False |
True |
1,180,201 |
| 40 |
107-302 |
105-295 |
2-008 |
1.9% |
0-121 |
0.4% |
8% |
False |
True |
896,819 |
| 60 |
110-138 |
105-295 |
4-162 |
4.2% |
0-092 |
0.3% |
4% |
False |
True |
597,958 |
| 80 |
111-012 |
105-295 |
5-038 |
4.8% |
0-069 |
0.2% |
3% |
False |
True |
448,469 |
| 100 |
111-012 |
105-295 |
5-038 |
4.8% |
0-055 |
0.2% |
3% |
False |
True |
358,775 |
| 120 |
111-012 |
105-295 |
5-038 |
4.8% |
0-046 |
0.1% |
3% |
False |
True |
298,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-022 |
|
2.618 |
106-228 |
|
1.618 |
106-158 |
|
1.000 |
106-115 |
|
0.618 |
106-088 |
|
HIGH |
106-045 |
|
0.618 |
106-018 |
|
0.500 |
106-010 |
|
0.382 |
106-002 |
|
LOW |
105-295 |
|
0.618 |
105-252 |
|
1.000 |
105-225 |
|
1.618 |
105-182 |
|
2.618 |
105-112 |
|
4.250 |
104-318 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-022 |
106-072 |
| PP |
106-016 |
106-058 |
| S1 |
106-010 |
106-042 |
|