ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 02-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2024 |
02-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
106-140 |
106-108 |
-0-032 |
-0.1% |
106-102 |
| High |
106-168 |
106-182 |
0-015 |
0.0% |
106-118 |
| Low |
106-088 |
106-070 |
-0-018 |
-0.1% |
105-285 |
| Close |
106-098 |
106-110 |
0-012 |
0.0% |
106-012 |
| Range |
0-080 |
0-112 |
0-032 |
40.6% |
0-152 |
| ATR |
0-107 |
0-107 |
0-000 |
0.4% |
0-000 |
| Volume |
906,860 |
1,012,607 |
105,747 |
11.7% |
2,480,249 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-138 |
107-077 |
106-172 |
|
| R3 |
107-026 |
106-284 |
106-141 |
|
| R2 |
106-233 |
106-233 |
106-131 |
|
| R1 |
106-172 |
106-172 |
106-120 |
106-202 |
| PP |
106-121 |
106-121 |
106-121 |
106-136 |
| S1 |
106-059 |
106-059 |
106-100 |
106-090 |
| S2 |
106-008 |
106-008 |
106-089 |
|
| S3 |
105-216 |
105-267 |
106-079 |
|
| S4 |
105-103 |
105-154 |
106-048 |
|
|
| 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 |
106-182 |
105-285 |
0-218 |
0.6% |
0-096 |
0.3% |
67% |
True |
False |
783,768 |
| 10 |
106-300 |
105-285 |
1-015 |
1.0% |
0-110 |
0.3% |
43% |
False |
False |
1,012,960 |
| 20 |
107-288 |
105-285 |
2-002 |
1.9% |
0-107 |
0.3% |
23% |
False |
False |
994,815 |
| 40 |
107-288 |
105-285 |
2-002 |
1.9% |
0-115 |
0.3% |
23% |
False |
False |
994,490 |
| 60 |
108-308 |
105-285 |
3-022 |
2.9% |
0-100 |
0.3% |
15% |
False |
False |
663,272 |
| 80 |
111-012 |
105-285 |
5-048 |
4.8% |
0-075 |
0.2% |
9% |
False |
False |
497,454 |
| 100 |
111-012 |
105-285 |
5-048 |
4.8% |
0-060 |
0.2% |
9% |
False |
False |
397,963 |
| 120 |
111-012 |
105-285 |
5-048 |
4.8% |
0-050 |
0.1% |
9% |
False |
False |
331,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-021 |
|
2.618 |
107-157 |
|
1.618 |
107-045 |
|
1.000 |
106-295 |
|
0.618 |
106-252 |
|
HIGH |
106-182 |
|
0.618 |
106-140 |
|
0.500 |
106-126 |
|
0.382 |
106-113 |
|
LOW |
106-070 |
|
0.618 |
106-000 |
|
1.000 |
105-278 |
|
1.618 |
105-208 |
|
2.618 |
105-095 |
|
4.250 |
104-232 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
106-126 |
106-104 |
| PP |
106-121 |
106-098 |
| S1 |
106-115 |
106-092 |
|