ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-202 |
107-160 |
-0-042 |
-0.1% |
107-198 |
| High |
107-222 |
107-220 |
-0-002 |
0.0% |
107-288 |
| Low |
107-135 |
107-100 |
-0-035 |
-0.1% |
107-075 |
| Close |
107-165 |
107-110 |
-0-055 |
-0.2% |
107-250 |
| Range |
0-088 |
0-120 |
0-032 |
37.1% |
0-212 |
| ATR |
0-112 |
0-113 |
0-001 |
0.5% |
0-000 |
| Volume |
907,299 |
1,153,744 |
246,445 |
27.2% |
5,782,916 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-183 |
108-107 |
107-176 |
|
| R3 |
108-063 |
107-307 |
107-143 |
|
| R2 |
107-263 |
107-263 |
107-132 |
|
| R1 |
107-187 |
107-187 |
107-121 |
107-165 |
| PP |
107-143 |
107-143 |
107-143 |
107-132 |
| S1 |
107-067 |
107-067 |
107-099 |
107-045 |
| S2 |
107-023 |
107-023 |
107-088 |
|
| S3 |
106-223 |
106-267 |
107-077 |
|
| S4 |
106-103 |
106-147 |
107-044 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-202 |
109-118 |
108-047 |
|
| R3 |
108-309 |
108-226 |
107-308 |
|
| R2 |
108-097 |
108-097 |
107-289 |
|
| R1 |
108-013 |
108-013 |
107-269 |
108-055 |
| PP |
107-204 |
107-204 |
107-204 |
107-225 |
| S1 |
107-121 |
107-121 |
107-231 |
107-162 |
| S2 |
106-312 |
106-312 |
107-211 |
|
| S3 |
106-099 |
106-228 |
107-192 |
|
| S4 |
105-207 |
106-016 |
107-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-288 |
107-100 |
0-188 |
0.5% |
0-104 |
0.3% |
5% |
False |
True |
992,189 |
| 10 |
107-288 |
107-048 |
0-240 |
0.7% |
0-108 |
0.3% |
26% |
False |
False |
1,111,088 |
| 20 |
107-288 |
106-122 |
1-165 |
1.4% |
0-110 |
0.3% |
63% |
False |
False |
1,292,506 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-110 |
0.3% |
37% |
False |
False |
650,348 |
| 60 |
110-230 |
106-122 |
4-108 |
4.0% |
0-075 |
0.2% |
22% |
False |
False |
433,569 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-056 |
0.2% |
21% |
False |
False |
325,176 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-045 |
0.1% |
21% |
False |
False |
260,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-090 |
|
2.618 |
108-214 |
|
1.618 |
108-094 |
|
1.000 |
108-020 |
|
0.618 |
107-294 |
|
HIGH |
107-220 |
|
0.618 |
107-174 |
|
0.500 |
107-160 |
|
0.382 |
107-146 |
|
LOW |
107-100 |
|
0.618 |
107-026 |
|
1.000 |
106-300 |
|
1.618 |
106-226 |
|
2.618 |
106-106 |
|
4.250 |
105-230 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-160 |
107-184 |
| PP |
107-143 |
107-159 |
| S1 |
107-127 |
107-135 |
|