ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 21-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2025 |
21-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
106-082 |
106-030 |
-0-052 |
-0.2% |
105-165 |
| High |
106-120 |
106-160 |
0-040 |
0.1% |
106-120 |
| Low |
106-025 |
106-002 |
-0-022 |
-0.1% |
105-105 |
| Close |
106-052 |
106-072 |
0-020 |
0.1% |
106-052 |
| Range |
0-095 |
0-158 |
0-062 |
65.8% |
1-015 |
| ATR |
0-113 |
0-116 |
0-003 |
2.8% |
0-000 |
| Volume |
1,014,894 |
1,241,681 |
226,787 |
22.3% |
6,531,345 |
|
| Daily Pivots for day following 21-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-231 |
107-149 |
106-159 |
|
| R3 |
107-073 |
106-312 |
106-116 |
|
| R2 |
106-236 |
106-236 |
106-101 |
|
| R1 |
106-154 |
106-154 |
106-087 |
106-195 |
| PP |
106-078 |
106-078 |
106-078 |
106-099 |
| S1 |
105-317 |
105-317 |
106-058 |
106-038 |
| S2 |
105-241 |
105-241 |
106-044 |
|
| S3 |
105-083 |
105-159 |
106-029 |
|
| S4 |
104-246 |
105-002 |
105-306 |
|
|
| Weekly Pivots for week ending 17-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-031 |
108-217 |
106-237 |
|
| R3 |
108-016 |
107-202 |
106-145 |
|
| R2 |
107-001 |
107-001 |
106-114 |
|
| R1 |
106-187 |
106-187 |
106-083 |
106-254 |
| PP |
105-306 |
105-306 |
105-306 |
106-019 |
| S1 |
105-172 |
105-172 |
106-022 |
105-239 |
| S2 |
104-291 |
104-291 |
105-311 |
|
| S3 |
103-276 |
104-157 |
105-280 |
|
| S4 |
102-261 |
103-142 |
105-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-160 |
105-120 |
1-040 |
1.1% |
0-140 |
0.4% |
76% |
True |
False |
1,345,303 |
| 10 |
106-160 |
105-105 |
1-055 |
1.1% |
0-122 |
0.4% |
77% |
True |
False |
1,288,445 |
| 20 |
106-182 |
105-105 |
1-078 |
1.2% |
0-109 |
0.3% |
72% |
False |
False |
1,066,905 |
| 40 |
107-288 |
105-105 |
2-182 |
2.4% |
0-109 |
0.3% |
35% |
False |
False |
1,298,496 |
| 60 |
108-058 |
105-105 |
2-272 |
2.7% |
0-117 |
0.3% |
32% |
False |
False |
909,714 |
| 80 |
110-180 |
105-105 |
5-075 |
4.9% |
0-093 |
0.3% |
17% |
False |
False |
682,312 |
| 100 |
111-012 |
105-105 |
5-228 |
5.4% |
0-074 |
0.2% |
16% |
False |
False |
545,849 |
| 120 |
111-012 |
105-105 |
5-228 |
5.4% |
0-062 |
0.2% |
16% |
False |
False |
454,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-189 |
|
2.618 |
107-252 |
|
1.618 |
107-095 |
|
1.000 |
106-318 |
|
0.618 |
106-257 |
|
HIGH |
106-160 |
|
0.618 |
106-100 |
|
0.500 |
106-081 |
|
0.382 |
106-063 |
|
LOW |
106-002 |
|
0.618 |
105-225 |
|
1.000 |
105-165 |
|
1.618 |
105-068 |
|
2.618 |
104-230 |
|
4.250 |
103-293 |
|
|
| Fisher Pivots for day following 21-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
106-081 |
106-067 |
| PP |
106-078 |
106-061 |
| S1 |
106-075 |
106-055 |
|