ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-000 |
107-282 |
-0-038 |
-0.1% |
106-180 |
| High |
108-075 |
108-035 |
-0-040 |
-0.1% |
108-075 |
| Low |
107-308 |
107-220 |
-0-088 |
-0.3% |
106-118 |
| Close |
107-308 |
107-268 |
-0-040 |
-0.1% |
107-268 |
| Range |
0-088 |
0-135 |
0-048 |
54.3% |
1-278 |
| ATR |
0-167 |
0-165 |
-0-002 |
-1.4% |
0-000 |
| Volume |
22 |
67 |
45 |
204.5% |
1,629 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-046 |
108-292 |
108-022 |
|
| R3 |
108-231 |
108-157 |
107-305 |
|
| R2 |
108-096 |
108-096 |
107-292 |
|
| R1 |
108-022 |
108-022 |
107-280 |
107-311 |
| PP |
107-281 |
107-281 |
107-281 |
107-266 |
| S1 |
107-207 |
107-207 |
107-255 |
107-176 |
| S2 |
107-146 |
107-146 |
107-243 |
|
| S3 |
107-011 |
107-072 |
107-230 |
|
| S4 |
106-196 |
106-257 |
107-193 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-026 |
112-104 |
108-276 |
|
| R3 |
111-068 |
110-147 |
108-112 |
|
| R2 |
109-111 |
109-111 |
108-057 |
|
| R1 |
108-189 |
108-189 |
108-002 |
108-310 |
| PP |
107-153 |
107-153 |
107-153 |
107-214 |
| S1 |
106-232 |
106-232 |
107-213 |
107-032 |
| S2 |
105-196 |
105-196 |
107-158 |
|
| S3 |
103-238 |
104-274 |
107-103 |
|
| S4 |
101-281 |
102-317 |
106-259 |
|
|
| 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% |
0-156 |
0.5% |
79% |
False |
False |
325 |
| 10 |
108-075 |
106-118 |
1-278 |
1.7% |
0-138 |
0.4% |
79% |
False |
False |
2,674 |
| 20 |
108-075 |
105-150 |
2-245 |
2.6% |
0-142 |
0.4% |
86% |
False |
False |
1,015,064 |
| 40 |
108-075 |
103-295 |
4-100 |
4.0% |
0-157 |
0.5% |
91% |
False |
False |
1,238,030 |
| 60 |
108-075 |
103-235 |
4-160 |
4.2% |
0-156 |
0.5% |
91% |
False |
False |
1,263,125 |
| 80 |
108-075 |
103-235 |
4-160 |
4.2% |
0-148 |
0.4% |
91% |
False |
False |
1,286,764 |
| 100 |
108-075 |
103-235 |
4-160 |
4.2% |
0-149 |
0.4% |
91% |
False |
False |
1,049,730 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-138 |
0.4% |
83% |
False |
False |
874,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-289 |
|
2.618 |
109-068 |
|
1.618 |
108-253 |
|
1.000 |
108-170 |
|
0.618 |
108-118 |
|
HIGH |
108-035 |
|
0.618 |
107-303 |
|
0.500 |
107-288 |
|
0.382 |
107-272 |
|
LOW |
107-220 |
|
0.618 |
107-137 |
|
1.000 |
107-085 |
|
1.618 |
107-002 |
|
2.618 |
106-187 |
|
4.250 |
105-286 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-288 |
107-225 |
| PP |
107-281 |
107-182 |
| S1 |
107-274 |
107-139 |
|