ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-250 |
106-305 |
0-055 |
0.2% |
105-198 |
| High |
107-018 |
107-035 |
0-018 |
0.1% |
107-025 |
| Low |
106-238 |
106-272 |
0-035 |
0.1% |
105-150 |
| Close |
107-008 |
107-020 |
0-012 |
0.0% |
106-310 |
| Range |
0-100 |
0-082 |
-0-018 |
-17.5% |
1-195 |
| ATR |
0-160 |
0-155 |
-0-006 |
-3.5% |
0-000 |
| Volume |
4,070 |
6,946 |
2,876 |
70.7% |
9,329,319 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-250 |
107-218 |
107-065 |
|
| R3 |
107-168 |
107-135 |
107-043 |
|
| R2 |
107-085 |
107-085 |
107-035 |
|
| R1 |
107-052 |
107-052 |
107-028 |
107-069 |
| PP |
107-002 |
107-002 |
107-002 |
107-011 |
| S1 |
106-290 |
106-290 |
107-012 |
106-306 |
| S2 |
106-240 |
106-240 |
107-005 |
|
| S3 |
106-158 |
106-208 |
106-317 |
|
| S4 |
106-075 |
106-125 |
106-295 |
|
|
| 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 |
107-035 |
106-098 |
0-258 |
0.8% |
0-144 |
0.4% |
94% |
True |
False |
15,393 |
| 10 |
107-035 |
105-150 |
1-205 |
1.5% |
0-148 |
0.4% |
97% |
True |
False |
1,492,597 |
| 20 |
107-035 |
104-240 |
2-115 |
2.2% |
0-153 |
0.4% |
98% |
True |
False |
1,504,691 |
| 40 |
107-035 |
103-235 |
3-120 |
3.2% |
0-158 |
0.5% |
99% |
True |
False |
1,476,946 |
| 60 |
107-035 |
103-235 |
3-120 |
3.2% |
0-153 |
0.4% |
99% |
True |
False |
1,392,304 |
| 80 |
107-092 |
103-235 |
3-178 |
3.3% |
0-147 |
0.4% |
94% |
False |
False |
1,309,696 |
| 100 |
108-222 |
103-235 |
4-308 |
4.6% |
0-147 |
0.4% |
67% |
False |
False |
1,049,703 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-129 |
0.4% |
67% |
False |
False |
874,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-066 |
|
2.618 |
107-251 |
|
1.618 |
107-168 |
|
1.000 |
107-118 |
|
0.618 |
107-086 |
|
HIGH |
107-035 |
|
0.618 |
107-003 |
|
0.500 |
106-314 |
|
0.382 |
106-304 |
|
LOW |
106-272 |
|
0.618 |
106-222 |
|
1.000 |
106-190 |
|
1.618 |
106-139 |
|
2.618 |
106-057 |
|
4.250 |
105-242 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-011 |
106-316 |
| PP |
107-002 |
106-292 |
| S1 |
106-314 |
106-269 |
|