ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-028 |
106-038 |
0-010 |
0.0% |
106-102 |
| High |
106-048 |
106-065 |
0-018 |
0.1% |
106-118 |
| Low |
105-285 |
105-318 |
0-032 |
0.1% |
105-285 |
| Close |
106-040 |
106-012 |
-0-028 |
-0.1% |
106-012 |
| Range |
0-082 |
0-068 |
-0-015 |
-18.2% |
0-152 |
| ATR |
0-110 |
0-107 |
-0-003 |
-2.7% |
0-000 |
| Volume |
590,309 |
567,776 |
-22,533 |
-3.8% |
2,480,249 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-228 |
106-188 |
106-050 |
|
| R3 |
106-160 |
106-120 |
106-031 |
|
| R2 |
106-092 |
106-092 |
106-025 |
|
| R1 |
106-052 |
106-052 |
106-019 |
106-039 |
| PP |
106-025 |
106-025 |
106-025 |
106-018 |
| S1 |
105-305 |
105-305 |
106-006 |
105-291 |
| S2 |
105-278 |
105-278 |
106-000 |
|
| S3 |
105-210 |
105-238 |
105-314 |
|
| S4 |
105-142 |
105-170 |
105-295 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-169 |
107-083 |
106-096 |
|
| R3 |
107-017 |
106-251 |
106-054 |
|
| R2 |
106-184 |
106-184 |
106-040 |
|
| R1 |
106-098 |
106-098 |
106-026 |
106-065 |
| PP |
106-032 |
106-032 |
106-032 |
106-015 |
| S1 |
105-266 |
105-266 |
105-319 |
105-232 |
| S2 |
105-199 |
105-199 |
105-305 |
|
| S3 |
105-047 |
105-113 |
105-291 |
|
| S4 |
104-214 |
104-281 |
105-249 |
|
|
| 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% |
0-090 |
0.3% |
23% |
False |
False |
757,751 |
| 10 |
107-062 |
105-285 |
1-098 |
1.2% |
0-104 |
0.3% |
11% |
False |
False |
993,280 |
| 20 |
107-288 |
105-285 |
2-002 |
1.9% |
0-106 |
0.3% |
7% |
False |
False |
1,036,841 |
| 40 |
107-288 |
105-285 |
2-002 |
1.9% |
0-118 |
0.3% |
7% |
False |
False |
925,672 |
| 60 |
109-312 |
105-285 |
4-028 |
3.9% |
0-095 |
0.3% |
4% |
False |
False |
617,260 |
| 80 |
111-012 |
105-285 |
5-048 |
4.9% |
0-071 |
0.2% |
3% |
False |
False |
462,945 |
| 100 |
111-012 |
105-285 |
5-048 |
4.9% |
0-057 |
0.2% |
3% |
False |
False |
370,356 |
| 120 |
111-012 |
105-285 |
5-048 |
4.9% |
0-047 |
0.1% |
3% |
False |
False |
308,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-032 |
|
2.618 |
106-242 |
|
1.618 |
106-174 |
|
1.000 |
106-132 |
|
0.618 |
106-107 |
|
HIGH |
106-065 |
|
0.618 |
106-039 |
|
0.500 |
106-031 |
|
0.382 |
106-023 |
|
LOW |
105-318 |
|
0.618 |
105-276 |
|
1.000 |
105-250 |
|
1.618 |
105-208 |
|
2.618 |
105-141 |
|
4.250 |
105-031 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-031 |
106-015 |
| PP |
106-025 |
106-014 |
| S1 |
106-019 |
106-013 |
|