ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-282 |
107-312 |
0-030 |
0.1% |
106-180 |
| High |
108-035 |
108-002 |
-0-032 |
-0.1% |
108-075 |
| Low |
107-220 |
107-235 |
0-015 |
0.0% |
106-118 |
| Close |
107-268 |
107-235 |
-0-032 |
-0.1% |
107-268 |
| Range |
0-135 |
0-088 |
-0-048 |
-35.2% |
1-278 |
| ATR |
0-165 |
0-159 |
-0-006 |
-3.3% |
0-000 |
| Volume |
67 |
1 |
-66 |
-98.5% |
1,629 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-207 |
108-148 |
107-283 |
|
| R3 |
108-119 |
108-061 |
107-259 |
|
| R2 |
108-032 |
108-032 |
107-251 |
|
| R1 |
107-293 |
107-293 |
107-243 |
107-279 |
| PP |
107-264 |
107-264 |
107-264 |
107-257 |
| S1 |
107-206 |
107-206 |
107-227 |
107-191 |
| S2 |
107-177 |
107-177 |
107-219 |
|
| S3 |
107-089 |
107-118 |
107-211 |
|
| S4 |
107-002 |
107-031 |
107-187 |
|
|
| 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 |
106-165 |
1-230 |
1.6% |
0-160 |
0.5% |
71% |
False |
False |
238 |
| 10 |
108-075 |
106-118 |
1-278 |
1.7% |
0-132 |
0.4% |
73% |
False |
False |
2,092 |
| 20 |
108-075 |
105-150 |
2-245 |
2.6% |
0-139 |
0.4% |
82% |
False |
False |
949,811 |
| 40 |
108-075 |
104-002 |
4-072 |
3.9% |
0-155 |
0.4% |
88% |
False |
False |
1,203,643 |
| 60 |
108-075 |
103-235 |
4-160 |
4.2% |
0-155 |
0.4% |
89% |
False |
False |
1,246,371 |
| 80 |
108-075 |
103-235 |
4-160 |
4.2% |
0-148 |
0.4% |
89% |
False |
False |
1,257,268 |
| 100 |
108-075 |
103-235 |
4-160 |
4.2% |
0-147 |
0.4% |
89% |
False |
False |
1,049,712 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-138 |
0.4% |
81% |
False |
False |
874,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-054 |
|
2.618 |
108-232 |
|
1.618 |
108-144 |
|
1.000 |
108-090 |
|
0.618 |
108-057 |
|
HIGH |
108-002 |
|
0.618 |
107-289 |
|
0.500 |
107-279 |
|
0.382 |
107-268 |
|
LOW |
107-235 |
|
0.618 |
107-181 |
|
1.000 |
107-148 |
|
1.618 |
107-093 |
|
2.618 |
107-006 |
|
4.250 |
106-183 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-279 |
107-308 |
| PP |
107-264 |
107-283 |
| S1 |
107-250 |
107-259 |
|