ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 27-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2025 |
27-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
106-010 |
106-055 |
0-045 |
0.1% |
106-030 |
| High |
106-085 |
106-222 |
0-138 |
0.4% |
106-160 |
| Low |
106-005 |
106-052 |
0-048 |
0.1% |
105-300 |
| Close |
106-045 |
106-180 |
0-135 |
0.4% |
106-045 |
| Range |
0-080 |
0-170 |
0-090 |
112.5% |
0-180 |
| ATR |
0-108 |
0-113 |
0-005 |
4.6% |
0-000 |
| Volume |
1,149,304 |
1,926,269 |
776,965 |
67.6% |
4,384,856 |
|
| Daily Pivots for day following 27-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-022 |
107-271 |
106-274 |
|
| R3 |
107-172 |
107-101 |
106-227 |
|
| R2 |
107-002 |
107-002 |
106-211 |
|
| R1 |
106-251 |
106-251 |
106-196 |
106-286 |
| PP |
106-152 |
106-152 |
106-152 |
106-169 |
| S1 |
106-081 |
106-081 |
106-164 |
106-116 |
| S2 |
105-302 |
105-302 |
106-149 |
|
| S3 |
105-132 |
105-231 |
106-133 |
|
| S4 |
104-282 |
105-061 |
106-086 |
|
|
| Weekly Pivots for week ending 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-282 |
107-183 |
106-144 |
|
| R3 |
107-102 |
107-003 |
106-094 |
|
| R2 |
106-242 |
106-242 |
106-078 |
|
| R1 |
106-143 |
106-143 |
106-062 |
106-192 |
| PP |
106-062 |
106-062 |
106-062 |
106-086 |
| S1 |
105-283 |
105-283 |
106-028 |
106-012 |
| S2 |
105-202 |
105-202 |
106-012 |
|
| S3 |
105-022 |
105-103 |
105-316 |
|
| S4 |
104-162 |
104-243 |
105-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-222 |
105-300 |
0-242 |
0.7% |
0-110 |
0.3% |
82% |
True |
False |
1,262,225 |
| 10 |
106-222 |
105-105 |
1-118 |
1.3% |
0-116 |
0.3% |
90% |
True |
False |
1,284,247 |
| 20 |
106-222 |
105-105 |
1-118 |
1.3% |
0-110 |
0.3% |
90% |
True |
False |
1,159,328 |
| 40 |
107-288 |
105-105 |
2-182 |
2.4% |
0-109 |
0.3% |
48% |
False |
False |
1,118,778 |
| 60 |
107-302 |
105-105 |
2-198 |
2.5% |
0-117 |
0.3% |
47% |
False |
False |
994,113 |
| 80 |
110-092 |
105-105 |
4-308 |
4.7% |
0-097 |
0.3% |
25% |
False |
False |
745,680 |
| 100 |
111-012 |
105-105 |
5-228 |
5.4% |
0-078 |
0.2% |
22% |
False |
False |
596,544 |
| 120 |
111-012 |
105-105 |
5-228 |
5.4% |
0-065 |
0.2% |
22% |
False |
False |
497,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-305 |
|
2.618 |
108-028 |
|
1.618 |
107-178 |
|
1.000 |
107-072 |
|
0.618 |
107-008 |
|
HIGH |
106-222 |
|
0.618 |
106-158 |
|
0.500 |
106-138 |
|
0.382 |
106-117 |
|
LOW |
106-052 |
|
0.618 |
105-267 |
|
1.000 |
105-202 |
|
1.618 |
105-097 |
|
2.618 |
104-247 |
|
4.250 |
103-290 |
|
|
| Fisher Pivots for day following 27-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
106-166 |
106-154 |
| PP |
106-152 |
106-128 |
| S1 |
106-138 |
106-101 |
|