ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
106-015 |
106-140 |
0-125 |
0.4% |
106-102 |
| High |
106-140 |
106-168 |
0-028 |
0.1% |
106-118 |
| Low |
106-002 |
106-088 |
0-085 |
0.3% |
105-285 |
| Close |
106-128 |
106-098 |
-0-030 |
-0.1% |
106-012 |
| Range |
0-138 |
0-080 |
-0-058 |
-41.8% |
0-152 |
| ATR |
0-109 |
0-107 |
-0-002 |
-1.9% |
0-000 |
| Volume |
841,288 |
906,860 |
65,572 |
7.8% |
2,480,249 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-038 |
106-308 |
106-142 |
|
| R3 |
106-278 |
106-228 |
106-120 |
|
| R2 |
106-198 |
106-198 |
106-112 |
|
| R1 |
106-148 |
106-148 |
106-105 |
106-132 |
| PP |
106-118 |
106-118 |
106-118 |
106-110 |
| S1 |
106-068 |
106-068 |
106-090 |
106-052 |
| S2 |
106-038 |
106-038 |
106-083 |
|
| S3 |
105-278 |
105-308 |
106-076 |
|
| S4 |
105-198 |
105-228 |
106-054 |
|
|
| 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 |
106-168 |
105-285 |
0-202 |
0.6% |
0-088 |
0.3% |
65% |
True |
False |
693,671 |
| 10 |
106-300 |
105-285 |
1-015 |
1.0% |
0-108 |
0.3% |
40% |
False |
False |
1,012,033 |
| 20 |
107-288 |
105-285 |
2-002 |
1.9% |
0-106 |
0.3% |
21% |
False |
False |
998,667 |
| 40 |
107-288 |
105-285 |
2-002 |
1.9% |
0-114 |
0.3% |
21% |
False |
False |
969,237 |
| 60 |
108-308 |
105-285 |
3-022 |
2.9% |
0-098 |
0.3% |
13% |
False |
False |
646,396 |
| 80 |
111-012 |
105-285 |
5-048 |
4.8% |
0-074 |
0.2% |
8% |
False |
False |
484,797 |
| 100 |
111-012 |
105-285 |
5-048 |
4.8% |
0-059 |
0.2% |
8% |
False |
False |
387,837 |
| 120 |
111-012 |
105-285 |
5-048 |
4.8% |
0-049 |
0.1% |
8% |
False |
False |
323,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-188 |
|
2.618 |
107-057 |
|
1.618 |
106-297 |
|
1.000 |
106-248 |
|
0.618 |
106-217 |
|
HIGH |
106-168 |
|
0.618 |
106-137 |
|
0.500 |
106-128 |
|
0.382 |
106-118 |
|
LOW |
106-088 |
|
0.618 |
106-038 |
|
1.000 |
106-008 |
|
1.618 |
105-278 |
|
2.618 |
105-198 |
|
4.250 |
105-068 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-128 |
106-092 |
| PP |
106-118 |
106-088 |
| S1 |
106-108 |
106-082 |
|