ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-172 |
106-290 |
0-118 |
0.3% |
105-198 |
| High |
107-025 |
107-010 |
-0-015 |
0.0% |
107-025 |
| Low |
106-120 |
106-182 |
0-062 |
0.2% |
105-150 |
| Close |
106-310 |
106-200 |
-0-110 |
-0.3% |
106-310 |
| Range |
0-225 |
0-148 |
-0-078 |
-34.4% |
1-195 |
| ATR |
0-163 |
0-162 |
-0-001 |
-0.7% |
0-000 |
| Volume |
10,832 |
5,827 |
-5,005 |
-46.2% |
9,329,319 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-040 |
107-268 |
106-281 |
|
| R3 |
107-212 |
107-120 |
106-241 |
|
| R2 |
107-065 |
107-065 |
106-227 |
|
| R1 |
106-292 |
106-292 |
106-214 |
106-265 |
| PP |
106-238 |
106-238 |
106-238 |
106-224 |
| S1 |
106-145 |
106-145 |
106-186 |
106-118 |
| S2 |
106-090 |
106-090 |
106-173 |
|
| S3 |
105-262 |
105-318 |
106-159 |
|
| S4 |
105-115 |
105-170 |
106-119 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-107 |
110-243 |
107-273 |
|
| R3 |
109-232 |
109-048 |
107-132 |
|
| R2 |
108-037 |
108-037 |
107-084 |
|
| R1 |
107-173 |
107-173 |
107-037 |
107-265 |
| PP |
106-162 |
106-162 |
106-162 |
106-208 |
| S1 |
105-298 |
105-298 |
106-263 |
106-070 |
| S2 |
104-287 |
104-287 |
106-216 |
|
| S3 |
103-092 |
104-103 |
106-168 |
|
| S4 |
101-217 |
102-228 |
106-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-025 |
105-268 |
1-078 |
1.2% |
0-174 |
0.5% |
64% |
False |
False |
576,592 |
| 10 |
107-025 |
105-150 |
1-195 |
1.5% |
0-146 |
0.4% |
72% |
False |
False |
1,897,530 |
| 20 |
107-025 |
104-240 |
2-105 |
2.2% |
0-157 |
0.5% |
81% |
False |
False |
1,640,866 |
| 40 |
107-025 |
103-235 |
3-110 |
3.1% |
0-162 |
0.5% |
86% |
False |
False |
1,528,360 |
| 60 |
107-025 |
103-235 |
3-110 |
3.1% |
0-152 |
0.4% |
86% |
False |
False |
1,412,862 |
| 80 |
107-105 |
103-235 |
3-190 |
3.4% |
0-149 |
0.4% |
80% |
False |
False |
1,310,316 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-147 |
0.4% |
58% |
False |
False |
1,049,595 |
| 120 |
108-255 |
103-235 |
5-020 |
4.7% |
0-127 |
0.4% |
57% |
False |
False |
874,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-317 |
|
2.618 |
108-076 |
|
1.618 |
107-249 |
|
1.000 |
107-158 |
|
0.618 |
107-101 |
|
HIGH |
107-010 |
|
0.618 |
106-274 |
|
0.500 |
106-256 |
|
0.382 |
106-239 |
|
LOW |
106-182 |
|
0.618 |
106-091 |
|
1.000 |
106-035 |
|
1.618 |
105-264 |
|
2.618 |
105-116 |
|
4.250 |
104-196 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-256 |
106-221 |
| PP |
106-238 |
106-214 |
| S1 |
106-219 |
106-207 |
|