ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-280 |
107-255 |
-0-025 |
-0.1% |
106-180 |
| High |
108-005 |
108-050 |
0-045 |
0.1% |
108-075 |
| Low |
107-245 |
107-252 |
0-008 |
0.0% |
106-118 |
| Close |
107-265 |
108-010 |
0-065 |
0.2% |
107-268 |
| Range |
0-080 |
0-118 |
0-038 |
46.9% |
1-278 |
| ATR |
0-154 |
0-152 |
-0-003 |
-1.7% |
0-000 |
| Volume |
117 |
23 |
-94 |
-80.3% |
1,629 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-030 |
108-298 |
108-075 |
|
| R3 |
108-232 |
108-180 |
108-042 |
|
| R2 |
108-115 |
108-115 |
108-032 |
|
| R1 |
108-062 |
108-062 |
108-021 |
108-089 |
| PP |
107-318 |
107-318 |
107-318 |
108-011 |
| S1 |
107-265 |
107-265 |
107-319 |
107-291 |
| S2 |
107-200 |
107-200 |
107-308 |
|
| S3 |
107-082 |
107-148 |
107-298 |
|
| S4 |
106-285 |
107-030 |
107-265 |
|
|
| 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 |
107-220 |
0-175 |
0.5% |
0-102 |
0.3% |
63% |
False |
False |
46 |
| 10 |
108-075 |
106-118 |
1-278 |
1.7% |
0-133 |
0.4% |
89% |
False |
False |
1,004 |
| 20 |
108-075 |
105-150 |
2-245 |
2.6% |
0-141 |
0.4% |
93% |
False |
False |
746,800 |
| 40 |
108-075 |
104-002 |
4-072 |
3.9% |
0-151 |
0.4% |
95% |
False |
False |
1,136,004 |
| 60 |
108-075 |
103-235 |
4-160 |
4.2% |
0-155 |
0.4% |
95% |
False |
False |
1,213,538 |
| 80 |
108-075 |
103-235 |
4-160 |
4.2% |
0-147 |
0.4% |
95% |
False |
False |
1,186,893 |
| 100 |
108-075 |
103-235 |
4-160 |
4.2% |
0-147 |
0.4% |
95% |
False |
False |
1,049,669 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-139 |
0.4% |
87% |
False |
False |
874,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-229 |
|
2.618 |
109-038 |
|
1.618 |
108-240 |
|
1.000 |
108-168 |
|
0.618 |
108-123 |
|
HIGH |
108-050 |
|
0.618 |
108-005 |
|
0.500 |
107-311 |
|
0.382 |
107-297 |
|
LOW |
107-252 |
|
0.618 |
107-180 |
|
1.000 |
107-135 |
|
1.618 |
107-062 |
|
2.618 |
106-265 |
|
4.250 |
106-073 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-004 |
108-001 |
| PP |
107-318 |
107-312 |
| S1 |
107-311 |
107-302 |
|