ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 09-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2025 |
09-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
105-318 |
106-015 |
0-018 |
0.1% |
106-015 |
| High |
106-042 |
106-060 |
0-018 |
0.1% |
106-182 |
| Low |
105-275 |
106-010 |
0-055 |
0.2% |
106-002 |
| Close |
106-005 |
106-025 |
0-020 |
0.1% |
106-070 |
| Range |
0-088 |
0-050 |
-0-038 |
-42.9% |
0-180 |
| ATR |
0-104 |
0-100 |
-0-003 |
-3.3% |
0-000 |
| Volume |
1,309,353 |
652,031 |
-657,322 |
-50.2% |
3,448,168 |
|
| Daily Pivots for day following 09-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-182 |
106-153 |
106-052 |
|
| R3 |
106-132 |
106-103 |
106-039 |
|
| R2 |
106-082 |
106-082 |
106-034 |
|
| R1 |
106-053 |
106-053 |
106-030 |
106-068 |
| PP |
106-032 |
106-032 |
106-032 |
106-039 |
| S1 |
106-003 |
106-003 |
106-020 |
106-018 |
| S2 |
105-302 |
105-302 |
106-016 |
|
| S3 |
105-252 |
105-273 |
106-011 |
|
| S4 |
105-202 |
105-223 |
105-318 |
|
|
| 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 |
106-150 |
105-275 |
0-195 |
0.6% |
0-084 |
0.2% |
36% |
False |
False |
1,046,339 |
| 10 |
106-182 |
105-275 |
0-228 |
0.7% |
0-090 |
0.3% |
31% |
False |
False |
915,053 |
| 20 |
107-220 |
105-275 |
1-265 |
1.7% |
0-101 |
0.3% |
12% |
False |
False |
1,008,382 |
| 40 |
107-288 |
105-275 |
2-012 |
1.9% |
0-107 |
0.3% |
11% |
False |
False |
1,123,784 |
| 60 |
108-308 |
105-275 |
3-032 |
2.9% |
0-105 |
0.3% |
7% |
False |
False |
750,467 |
| 80 |
110-285 |
105-275 |
5-010 |
4.7% |
0-080 |
0.2% |
4% |
False |
False |
562,850 |
| 100 |
111-012 |
105-275 |
5-058 |
4.9% |
0-064 |
0.2% |
4% |
False |
False |
450,280 |
| 120 |
111-012 |
105-275 |
5-058 |
4.9% |
0-054 |
0.2% |
4% |
False |
False |
375,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-272 |
|
2.618 |
106-191 |
|
1.618 |
106-141 |
|
1.000 |
106-110 |
|
0.618 |
106-091 |
|
HIGH |
106-060 |
|
0.618 |
106-041 |
|
0.500 |
106-035 |
|
0.382 |
106-029 |
|
LOW |
106-010 |
|
0.618 |
105-299 |
|
1.000 |
105-280 |
|
1.618 |
105-249 |
|
2.618 |
105-199 |
|
4.250 |
105-118 |
|
|
| Fisher Pivots for day following 09-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
106-035 |
106-022 |
| PP |
106-032 |
106-018 |
| S1 |
106-028 |
106-015 |
|