ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-025 |
106-290 |
-0-055 |
-0.2% |
106-290 |
| High |
107-070 |
106-290 |
-0-100 |
-0.3% |
107-070 |
| Low |
106-280 |
106-130 |
-0-150 |
-0.4% |
106-130 |
| Close |
107-042 |
106-162 |
-0-200 |
-0.6% |
106-162 |
| Range |
0-110 |
0-160 |
0-050 |
45.5% |
0-260 |
| ATR |
0-152 |
0-157 |
0-006 |
3.8% |
0-000 |
| Volume |
70 |
8,205 |
8,135 |
11,621.4% |
25,118 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-034 |
107-258 |
106-250 |
|
| R3 |
107-194 |
107-098 |
106-206 |
|
| R2 |
107-034 |
107-034 |
106-192 |
|
| R1 |
106-258 |
106-258 |
106-177 |
106-226 |
| PP |
106-194 |
106-194 |
106-194 |
106-178 |
| S1 |
106-098 |
106-098 |
106-148 |
106-066 |
| S2 |
106-034 |
106-034 |
106-133 |
|
| S3 |
105-194 |
105-258 |
106-118 |
|
| S4 |
105-034 |
105-098 |
106-074 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-048 |
108-205 |
106-306 |
|
| R3 |
108-108 |
107-265 |
106-234 |
|
| R2 |
107-168 |
107-168 |
106-210 |
|
| R1 |
107-005 |
107-005 |
106-186 |
106-276 |
| PP |
106-228 |
106-228 |
106-228 |
106-203 |
| S1 |
106-065 |
106-065 |
106-139 |
106-016 |
| S2 |
105-288 |
105-288 |
106-115 |
|
| S3 |
105-028 |
105-125 |
106-091 |
|
| S4 |
104-088 |
104-185 |
106-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-070 |
106-130 |
0-260 |
0.8% |
0-120 |
0.4% |
13% |
False |
True |
5,023 |
| 10 |
107-070 |
105-150 |
1-240 |
1.6% |
0-149 |
0.4% |
59% |
False |
False |
935,443 |
| 20 |
107-070 |
104-240 |
2-150 |
2.3% |
0-151 |
0.4% |
71% |
False |
False |
1,364,326 |
| 40 |
107-070 |
103-235 |
3-155 |
3.3% |
0-156 |
0.5% |
80% |
False |
False |
1,403,921 |
| 60 |
107-070 |
103-235 |
3-155 |
3.3% |
0-152 |
0.4% |
80% |
False |
False |
1,350,554 |
| 80 |
107-092 |
103-235 |
3-178 |
3.3% |
0-146 |
0.4% |
78% |
False |
False |
1,307,712 |
| 100 |
108-055 |
103-235 |
4-140 |
4.2% |
0-147 |
0.4% |
63% |
False |
False |
1,049,768 |
| 120 |
108-222 |
103-235 |
4-308 |
4.7% |
0-131 |
0.4% |
56% |
False |
False |
874,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-010 |
|
2.618 |
108-069 |
|
1.618 |
107-229 |
|
1.000 |
107-130 |
|
0.618 |
107-069 |
|
HIGH |
106-290 |
|
0.618 |
106-229 |
|
0.500 |
106-210 |
|
0.382 |
106-191 |
|
LOW |
106-130 |
|
0.618 |
106-031 |
|
1.000 |
105-290 |
|
1.618 |
105-191 |
|
2.618 |
105-031 |
|
4.250 |
104-090 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-210 |
106-260 |
| PP |
106-194 |
106-228 |
| S1 |
106-178 |
106-195 |
|