ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-032 |
106-028 |
-0-005 |
0.0% |
106-275 |
| High |
106-045 |
106-048 |
0-002 |
0.0% |
107-000 |
| Low |
105-295 |
105-285 |
-0-010 |
0.0% |
106-020 |
| Close |
106-028 |
106-040 |
0-012 |
0.0% |
106-105 |
| Range |
0-070 |
0-082 |
0-012 |
17.9% |
0-300 |
| ATR |
0-112 |
0-110 |
-0-002 |
-1.9% |
0-000 |
| Volume |
562,126 |
590,309 |
28,183 |
5.0% |
6,641,437 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-265 |
106-235 |
106-085 |
|
| R3 |
106-182 |
106-152 |
106-063 |
|
| R2 |
106-100 |
106-100 |
106-055 |
|
| R1 |
106-070 |
106-070 |
106-048 |
106-085 |
| PP |
106-018 |
106-018 |
106-018 |
106-025 |
| S1 |
105-308 |
105-308 |
106-032 |
106-002 |
| S2 |
105-255 |
105-255 |
106-025 |
|
| S3 |
105-172 |
105-225 |
106-017 |
|
| S4 |
105-090 |
105-142 |
105-315 |
|
|
| 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 |
106-170 |
105-285 |
0-205 |
0.6% |
0-091 |
0.3% |
37% |
False |
True |
1,014,411 |
| 10 |
107-140 |
105-285 |
1-175 |
1.5% |
0-108 |
0.3% |
15% |
False |
True |
1,045,368 |
| 20 |
107-288 |
105-285 |
2-002 |
1.9% |
0-108 |
0.3% |
12% |
False |
True |
1,078,228 |
| 40 |
107-302 |
105-285 |
2-018 |
1.9% |
0-120 |
0.4% |
11% |
False |
True |
911,505 |
| 60 |
110-092 |
105-285 |
4-128 |
4.1% |
0-093 |
0.3% |
5% |
False |
True |
607,797 |
| 80 |
111-012 |
105-285 |
5-048 |
4.9% |
0-070 |
0.2% |
5% |
False |
True |
455,848 |
| 100 |
111-012 |
105-285 |
5-048 |
4.9% |
0-056 |
0.2% |
5% |
False |
True |
364,678 |
| 120 |
111-012 |
105-285 |
5-048 |
4.9% |
0-047 |
0.1% |
5% |
False |
True |
303,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-078 |
|
2.618 |
106-263 |
|
1.618 |
106-181 |
|
1.000 |
106-130 |
|
0.618 |
106-098 |
|
HIGH |
106-048 |
|
0.618 |
106-016 |
|
0.500 |
106-006 |
|
0.382 |
105-317 |
|
LOW |
105-285 |
|
0.618 |
105-234 |
|
1.000 |
105-202 |
|
1.618 |
105-152 |
|
2.618 |
105-069 |
|
4.250 |
104-254 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-029 |
106-041 |
| PP |
106-018 |
106-041 |
| S1 |
106-006 |
106-040 |
|