ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-038 |
106-015 |
-0-022 |
-0.1% |
106-102 |
| High |
106-065 |
106-140 |
0-075 |
0.2% |
106-118 |
| Low |
105-318 |
106-002 |
0-005 |
0.0% |
105-285 |
| Close |
106-012 |
106-128 |
0-115 |
0.3% |
106-012 |
| Range |
0-068 |
0-138 |
0-070 |
103.7% |
0-152 |
| ATR |
0-107 |
0-109 |
0-002 |
2.1% |
0-000 |
| Volume |
567,776 |
841,288 |
273,512 |
48.2% |
2,480,249 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-182 |
107-132 |
106-203 |
|
| R3 |
107-045 |
106-315 |
106-165 |
|
| R2 |
106-228 |
106-228 |
106-153 |
|
| R1 |
106-178 |
106-178 |
106-140 |
106-202 |
| PP |
106-090 |
106-090 |
106-090 |
106-102 |
| S1 |
106-040 |
106-040 |
106-115 |
106-065 |
| S2 |
105-272 |
105-272 |
106-102 |
|
| S3 |
105-135 |
105-222 |
106-090 |
|
| S4 |
104-318 |
105-085 |
106-052 |
|
|
| 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 |
106-140 |
105-285 |
0-175 |
0.5% |
0-092 |
0.3% |
93% |
True |
False |
664,307 |
| 10 |
107-000 |
105-285 |
1-035 |
1.0% |
0-106 |
0.3% |
46% |
False |
False |
996,297 |
| 20 |
107-288 |
105-285 |
2-002 |
1.9% |
0-107 |
0.3% |
25% |
False |
False |
1,023,752 |
| 40 |
107-288 |
105-285 |
2-002 |
1.9% |
0-118 |
0.3% |
25% |
False |
False |
946,596 |
| 60 |
109-048 |
105-285 |
3-082 |
3.1% |
0-097 |
0.3% |
16% |
False |
False |
631,281 |
| 80 |
111-012 |
105-285 |
5-048 |
4.8% |
0-073 |
0.2% |
10% |
False |
False |
473,461 |
| 100 |
111-012 |
105-285 |
5-048 |
4.8% |
0-058 |
0.2% |
10% |
False |
False |
378,769 |
| 120 |
111-012 |
105-285 |
5-048 |
4.8% |
0-048 |
0.1% |
10% |
False |
False |
315,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-084 |
|
2.618 |
107-180 |
|
1.618 |
107-042 |
|
1.000 |
106-278 |
|
0.618 |
106-225 |
|
HIGH |
106-140 |
|
0.618 |
106-087 |
|
0.500 |
106-071 |
|
0.382 |
106-055 |
|
LOW |
106-002 |
|
0.618 |
105-238 |
|
1.000 |
105-185 |
|
1.618 |
105-100 |
|
2.618 |
104-283 |
|
4.250 |
104-058 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-109 |
106-102 |
| PP |
106-090 |
106-078 |
| S1 |
106-071 |
106-052 |
|