ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 07-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2025 |
07-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
106-050 |
106-045 |
-0-005 |
0.0% |
106-015 |
| High |
106-108 |
106-075 |
-0-032 |
-0.1% |
106-182 |
| Low |
106-020 |
105-290 |
-0-050 |
-0.1% |
106-002 |
| Close |
106-055 |
106-000 |
-0-055 |
-0.2% |
106-070 |
| Range |
0-088 |
0-105 |
0-018 |
20.0% |
0-180 |
| ATR |
0-105 |
0-105 |
0-000 |
0.0% |
0-000 |
| Volume |
1,216,724 |
1,366,175 |
149,451 |
12.3% |
3,448,168 |
|
| Daily Pivots for day following 07-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-010 |
106-270 |
106-058 |
|
| R3 |
106-225 |
106-165 |
106-029 |
|
| R2 |
106-120 |
106-120 |
106-019 |
|
| R1 |
106-060 |
106-060 |
106-010 |
106-038 |
| PP |
106-015 |
106-015 |
106-015 |
106-004 |
| S1 |
105-275 |
105-275 |
105-310 |
105-252 |
| S2 |
105-230 |
105-230 |
105-301 |
|
| S3 |
105-125 |
105-170 |
105-291 |
|
| S4 |
105-020 |
105-065 |
105-262 |
|
|
| 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 |
105-290 |
0-212 |
0.6% |
0-096 |
0.3% |
14% |
False |
True |
1,037,955 |
| 10 |
106-182 |
105-285 |
0-218 |
0.6% |
0-094 |
0.3% |
16% |
False |
False |
851,131 |
| 20 |
107-268 |
105-285 |
1-302 |
1.8% |
0-102 |
0.3% |
6% |
False |
False |
994,096 |
| 40 |
107-288 |
105-285 |
2-002 |
1.9% |
0-108 |
0.3% |
5% |
False |
False |
1,075,471 |
| 60 |
108-308 |
105-285 |
3-022 |
2.9% |
0-103 |
0.3% |
4% |
False |
False |
717,777 |
| 80 |
111-012 |
105-285 |
5-048 |
4.9% |
0-079 |
0.2% |
2% |
False |
False |
538,333 |
| 100 |
111-012 |
105-285 |
5-048 |
4.9% |
0-063 |
0.2% |
2% |
False |
False |
430,666 |
| 120 |
111-012 |
105-285 |
5-048 |
4.9% |
0-052 |
0.2% |
2% |
False |
False |
358,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-201 |
|
2.618 |
107-030 |
|
1.618 |
106-245 |
|
1.000 |
106-180 |
|
0.618 |
106-140 |
|
HIGH |
106-075 |
|
0.618 |
106-035 |
|
0.500 |
106-022 |
|
0.382 |
106-010 |
|
LOW |
105-290 |
|
0.618 |
105-225 |
|
1.000 |
105-185 |
|
1.618 |
105-120 |
|
2.618 |
105-015 |
|
4.250 |
104-164 |
|
|
| Fisher Pivots for day following 07-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
106-022 |
106-060 |
| PP |
106-015 |
106-040 |
| S1 |
106-008 |
106-020 |
|