ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-210 |
108-000 |
1-110 |
1.3% |
106-290 |
| High |
107-240 |
108-075 |
0-155 |
0.4% |
107-070 |
| Low |
106-202 |
107-308 |
1-105 |
1.2% |
106-130 |
| Close |
107-195 |
107-308 |
0-112 |
0.3% |
106-162 |
| Range |
1-038 |
0-088 |
-0-270 |
-75.5% |
0-260 |
| ATR |
0-164 |
0-167 |
0-003 |
1.5% |
0-000 |
| Volume |
536 |
22 |
-514 |
-95.9% |
25,118 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-279 |
108-221 |
108-036 |
|
| R3 |
108-192 |
108-133 |
108-012 |
|
| R2 |
108-104 |
108-104 |
108-004 |
|
| R1 |
108-046 |
108-046 |
107-316 |
108-031 |
| PP |
108-017 |
108-017 |
108-017 |
108-009 |
| S1 |
107-278 |
107-278 |
107-299 |
107-264 |
| S2 |
107-249 |
107-249 |
107-291 |
|
| S3 |
107-162 |
107-191 |
107-283 |
|
| S4 |
107-074 |
107-103 |
107-259 |
|
|
| 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 |
108-075 |
106-118 |
1-278 |
1.7% |
0-160 |
0.5% |
85% |
True |
False |
1,953 |
| 10 |
108-075 |
106-118 |
1-278 |
1.7% |
0-147 |
0.4% |
85% |
True |
False |
3,751 |
| 20 |
108-075 |
105-150 |
2-245 |
2.6% |
0-143 |
0.4% |
90% |
True |
False |
1,079,515 |
| 40 |
108-075 |
103-235 |
4-160 |
4.2% |
0-157 |
0.5% |
94% |
True |
False |
1,281,821 |
| 60 |
108-075 |
103-235 |
4-160 |
4.2% |
0-155 |
0.4% |
94% |
True |
False |
1,285,850 |
| 80 |
108-075 |
103-235 |
4-160 |
4.2% |
0-149 |
0.4% |
94% |
True |
False |
1,299,789 |
| 100 |
108-075 |
103-235 |
4-160 |
4.2% |
0-149 |
0.4% |
94% |
True |
False |
1,049,740 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-136 |
0.4% |
85% |
False |
False |
874,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-127 |
|
2.618 |
108-304 |
|
1.618 |
108-217 |
|
1.000 |
108-162 |
|
0.618 |
108-129 |
|
HIGH |
108-075 |
|
0.618 |
108-042 |
|
0.500 |
108-031 |
|
0.382 |
108-021 |
|
LOW |
107-308 |
|
0.618 |
107-253 |
|
1.000 |
107-220 |
|
1.618 |
107-166 |
|
2.618 |
107-078 |
|
4.250 |
106-256 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-031 |
107-245 |
| PP |
108-017 |
107-182 |
| S1 |
108-002 |
107-120 |
|