ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-290 |
106-180 |
-0-110 |
-0.3% |
106-290 |
| High |
106-290 |
106-180 |
-0-110 |
-0.3% |
107-070 |
| Low |
106-130 |
106-118 |
-0-012 |
0.0% |
106-130 |
| Close |
106-162 |
106-178 |
0-015 |
0.0% |
106-162 |
| Range |
0-160 |
0-062 |
-0-098 |
-60.9% |
0-260 |
| ATR |
0-157 |
0-151 |
-0-007 |
-4.3% |
0-000 |
| Volume |
8,205 |
436 |
-7,769 |
-94.7% |
25,118 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-026 |
107-004 |
106-212 |
|
| R3 |
106-283 |
106-262 |
106-195 |
|
| R2 |
106-221 |
106-221 |
106-189 |
|
| R1 |
106-199 |
106-199 |
106-183 |
106-179 |
| PP |
106-158 |
106-158 |
106-158 |
106-148 |
| S1 |
106-137 |
106-137 |
106-172 |
106-116 |
| S2 |
106-096 |
106-096 |
106-166 |
|
| S3 |
106-033 |
106-074 |
106-160 |
|
| S4 |
105-291 |
106-012 |
106-143 |
|
|
| 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 |
106-118 |
0-272 |
0.8% |
0-103 |
0.3% |
22% |
False |
True |
3,945 |
| 10 |
107-070 |
105-268 |
1-122 |
1.3% |
0-138 |
0.4% |
52% |
False |
False |
290,268 |
| 20 |
107-070 |
104-240 |
2-150 |
2.3% |
0-147 |
0.4% |
73% |
False |
False |
1,305,542 |
| 40 |
107-070 |
103-235 |
3-155 |
3.3% |
0-154 |
0.5% |
81% |
False |
False |
1,377,992 |
| 60 |
107-070 |
103-235 |
3-155 |
3.3% |
0-151 |
0.4% |
81% |
False |
False |
1,335,571 |
| 80 |
107-092 |
103-235 |
3-178 |
3.3% |
0-145 |
0.4% |
79% |
False |
False |
1,306,634 |
| 100 |
108-020 |
103-235 |
4-105 |
4.1% |
0-146 |
0.4% |
65% |
False |
False |
1,049,754 |
| 120 |
108-222 |
103-235 |
4-308 |
4.7% |
0-132 |
0.4% |
57% |
False |
False |
874,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-126 |
|
2.618 |
107-024 |
|
1.618 |
106-281 |
|
1.000 |
106-242 |
|
0.618 |
106-219 |
|
HIGH |
106-180 |
|
0.618 |
106-156 |
|
0.500 |
106-149 |
|
0.382 |
106-141 |
|
LOW |
106-118 |
|
0.618 |
106-079 |
|
1.000 |
106-055 |
|
1.618 |
106-016 |
|
2.618 |
105-274 |
|
4.250 |
105-172 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-168 |
106-254 |
| PP |
106-158 |
106-228 |
| S1 |
106-149 |
106-203 |
|