ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
106-128 |
106-050 |
-0-078 |
-0.2% |
106-015 |
| High |
106-150 |
106-108 |
-0-042 |
-0.1% |
106-182 |
| Low |
106-058 |
106-020 |
-0-038 |
-0.1% |
106-002 |
| Close |
106-070 |
106-055 |
-0-015 |
0.0% |
106-070 |
| Range |
0-092 |
0-088 |
-0-005 |
-5.4% |
0-180 |
| ATR |
0-106 |
0-105 |
-0-001 |
-1.2% |
0-000 |
| Volume |
687,413 |
1,216,724 |
529,311 |
77.0% |
3,448,168 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-003 |
106-277 |
106-103 |
|
| R3 |
106-236 |
106-189 |
106-079 |
|
| R2 |
106-148 |
106-148 |
106-071 |
|
| R1 |
106-102 |
106-102 |
106-063 |
106-125 |
| PP |
106-061 |
106-061 |
106-061 |
106-072 |
| S1 |
106-014 |
106-014 |
106-047 |
106-038 |
| S2 |
105-293 |
105-293 |
106-039 |
|
| S3 |
105-206 |
105-247 |
106-031 |
|
| S4 |
105-118 |
105-159 |
106-007 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-305 |
107-208 |
106-169 |
|
| R3 |
107-125 |
107-028 |
106-120 |
|
| R2 |
106-265 |
106-265 |
106-103 |
|
| R1 |
106-168 |
106-168 |
106-086 |
106-216 |
| PP |
106-085 |
106-085 |
106-085 |
106-109 |
| S1 |
105-308 |
105-308 |
106-054 |
106-036 |
| S2 |
105-225 |
105-225 |
106-037 |
|
| S3 |
105-045 |
105-128 |
106-020 |
|
| S4 |
104-185 |
104-268 |
105-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-182 |
106-002 |
0-180 |
0.5% |
0-102 |
0.3% |
29% |
False |
False |
932,978 |
| 10 |
106-182 |
105-285 |
0-218 |
0.6% |
0-096 |
0.3% |
41% |
False |
False |
845,365 |
| 20 |
107-288 |
105-285 |
2-002 |
1.9% |
0-106 |
0.3% |
14% |
False |
False |
983,610 |
| 40 |
107-288 |
105-285 |
2-002 |
1.9% |
0-109 |
0.3% |
14% |
False |
False |
1,041,496 |
| 60 |
108-308 |
105-285 |
3-022 |
2.9% |
0-103 |
0.3% |
9% |
False |
False |
695,008 |
| 80 |
111-012 |
105-285 |
5-048 |
4.8% |
0-077 |
0.2% |
5% |
False |
False |
521,256 |
| 100 |
111-012 |
105-285 |
5-048 |
4.8% |
0-062 |
0.2% |
5% |
False |
False |
417,005 |
| 120 |
111-012 |
105-285 |
5-048 |
4.8% |
0-052 |
0.2% |
5% |
False |
False |
347,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-159 |
|
2.618 |
107-017 |
|
1.618 |
106-249 |
|
1.000 |
106-195 |
|
0.618 |
106-162 |
|
HIGH |
106-108 |
|
0.618 |
106-074 |
|
0.500 |
106-064 |
|
0.382 |
106-053 |
|
LOW |
106-020 |
|
0.618 |
105-286 |
|
1.000 |
105-252 |
|
1.618 |
105-198 |
|
2.618 |
105-111 |
|
4.250 |
104-288 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
106-064 |
106-101 |
| PP |
106-061 |
106-086 |
| S1 |
106-058 |
106-070 |
|