ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-190 |
106-210 |
0-020 |
0.1% |
106-290 |
| High |
106-300 |
107-240 |
0-260 |
0.8% |
107-070 |
| Low |
106-165 |
106-202 |
0-038 |
0.1% |
106-130 |
| Close |
106-205 |
107-195 |
0-310 |
0.9% |
106-162 |
| Range |
0-135 |
1-038 |
0-222 |
164.8% |
0-260 |
| ATR |
0-149 |
0-164 |
0-015 |
9.9% |
0-000 |
| Volume |
568 |
536 |
-32 |
-5.6% |
25,118 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-218 |
110-084 |
108-072 |
|
| R3 |
109-181 |
109-047 |
107-293 |
|
| R2 |
108-143 |
108-143 |
107-261 |
|
| R1 |
108-009 |
108-009 |
107-228 |
108-076 |
| PP |
107-106 |
107-106 |
107-106 |
107-139 |
| S1 |
106-292 |
106-292 |
107-162 |
107-039 |
| S2 |
106-068 |
106-068 |
107-129 |
|
| S3 |
105-031 |
105-254 |
107-097 |
|
| S4 |
103-313 |
104-217 |
106-318 |
|
|
| 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 |
107-240 |
106-118 |
1-122 |
1.3% |
0-165 |
0.5% |
90% |
True |
False |
1,963 |
| 10 |
107-240 |
106-098 |
1-142 |
1.3% |
0-154 |
0.4% |
90% |
True |
False |
8,678 |
| 20 |
107-240 |
105-150 |
2-090 |
2.1% |
0-148 |
0.4% |
94% |
True |
False |
1,167,670 |
| 40 |
107-240 |
103-235 |
4-005 |
3.7% |
0-158 |
0.5% |
96% |
True |
False |
1,317,876 |
| 60 |
107-240 |
103-235 |
4-005 |
3.7% |
0-157 |
0.5% |
96% |
True |
False |
1,308,015 |
| 80 |
107-240 |
103-235 |
4-005 |
3.7% |
0-149 |
0.4% |
96% |
True |
False |
1,303,133 |
| 100 |
107-300 |
103-235 |
4-065 |
3.9% |
0-149 |
0.4% |
92% |
False |
False |
1,049,743 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-136 |
0.4% |
78% |
False |
False |
874,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-159 |
|
2.618 |
110-216 |
|
1.618 |
109-178 |
|
1.000 |
108-278 |
|
0.618 |
108-141 |
|
HIGH |
107-240 |
|
0.618 |
107-103 |
|
0.500 |
107-061 |
|
0.382 |
107-019 |
|
LOW |
106-202 |
|
0.618 |
105-302 |
|
1.000 |
105-165 |
|
1.618 |
104-264 |
|
2.618 |
103-227 |
|
4.250 |
101-283 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-150 |
107-136 |
| PP |
107-106 |
107-078 |
| S1 |
107-061 |
107-019 |
|