ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-255 |
108-040 |
0-105 |
0.3% |
106-180 |
| High |
108-050 |
108-102 |
0-052 |
0.2% |
108-075 |
| Low |
107-252 |
108-040 |
0-108 |
0.3% |
106-118 |
| Close |
108-010 |
108-040 |
0-030 |
0.1% |
107-268 |
| Range |
0-118 |
0-062 |
-0-055 |
-46.8% |
1-278 |
| ATR |
0-152 |
0-147 |
-0-004 |
-2.8% |
0-000 |
| Volume |
23 |
0 |
-23 |
-100.0% |
1,629 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-248 |
108-207 |
108-074 |
|
| R3 |
108-186 |
108-144 |
108-057 |
|
| R2 |
108-123 |
108-123 |
108-051 |
|
| R1 |
108-082 |
108-082 |
108-046 |
108-071 |
| PP |
108-061 |
108-061 |
108-061 |
108-056 |
| S1 |
108-019 |
108-019 |
108-034 |
108-009 |
| S2 |
107-318 |
107-318 |
108-029 |
|
| S3 |
107-256 |
107-277 |
108-023 |
|
| S4 |
107-193 |
107-214 |
108-006 |
|
|
| 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 |
108-102 |
107-220 |
0-202 |
0.6% |
0-096 |
0.3% |
69% |
True |
False |
41 |
| 10 |
108-102 |
106-118 |
1-305 |
1.8% |
0-128 |
0.4% |
90% |
True |
False |
997 |
| 20 |
108-102 |
105-150 |
2-272 |
2.6% |
0-137 |
0.4% |
93% |
True |
False |
569,010 |
| 40 |
108-102 |
104-002 |
4-100 |
4.0% |
0-149 |
0.4% |
95% |
True |
False |
1,103,780 |
| 60 |
108-102 |
103-235 |
4-188 |
4.2% |
0-153 |
0.4% |
96% |
True |
False |
1,189,035 |
| 80 |
108-102 |
103-235 |
4-188 |
4.2% |
0-145 |
0.4% |
96% |
True |
False |
1,160,114 |
| 100 |
108-102 |
103-235 |
4-188 |
4.2% |
0-146 |
0.4% |
96% |
True |
False |
1,049,622 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-140 |
0.4% |
89% |
False |
False |
874,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-048 |
|
2.618 |
108-266 |
|
1.618 |
108-204 |
|
1.000 |
108-165 |
|
0.618 |
108-141 |
|
HIGH |
108-102 |
|
0.618 |
108-079 |
|
0.500 |
108-071 |
|
0.382 |
108-064 |
|
LOW |
108-040 |
|
0.618 |
108-001 |
|
1.000 |
107-298 |
|
1.618 |
107-259 |
|
2.618 |
107-196 |
|
4.250 |
107-094 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-071 |
108-031 |
| PP |
108-061 |
108-022 |
| S1 |
108-050 |
108-014 |
|