ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 22-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
108-040 |
108-088 |
0-048 |
0.1% |
107-312 |
High |
108-102 |
108-132 |
0-030 |
0.1% |
108-132 |
Low |
108-040 |
108-078 |
0-038 |
0.1% |
107-235 |
Close |
108-040 |
108-078 |
0-038 |
0.1% |
108-078 |
Range |
0-062 |
0-055 |
-0-008 |
-12.0% |
0-218 |
ATR |
0-147 |
0-143 |
-0-004 |
-2.7% |
0-000 |
Volume |
0 |
128 |
128 |
|
269 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-261 |
108-224 |
108-108 |
|
R3 |
108-206 |
108-169 |
108-093 |
|
R2 |
108-151 |
108-151 |
108-088 |
|
R1 |
108-114 |
108-114 |
108-083 |
108-105 |
PP |
108-096 |
108-096 |
108-096 |
108-091 |
S1 |
108-059 |
108-059 |
108-072 |
108-050 |
S2 |
108-041 |
108-041 |
108-067 |
|
S3 |
107-306 |
108-004 |
108-062 |
|
S4 |
107-251 |
107-269 |
108-047 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-054 |
109-283 |
108-197 |
|
R3 |
109-157 |
109-066 |
108-137 |
|
R2 |
108-259 |
108-259 |
108-117 |
|
R1 |
108-168 |
108-168 |
108-097 |
108-214 |
PP |
108-042 |
108-042 |
108-042 |
108-064 |
S1 |
107-271 |
107-271 |
108-058 |
107-316 |
S2 |
107-144 |
107-144 |
108-038 |
|
S3 |
106-247 |
107-053 |
108-018 |
|
S4 |
106-029 |
106-156 |
107-278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-132 |
107-235 |
0-218 |
0.6% |
0-080 |
0.2% |
75% |
True |
False |
53 |
10 |
108-132 |
106-118 |
2-015 |
1.9% |
0-118 |
0.3% |
92% |
True |
False |
189 |
20 |
108-132 |
105-150 |
2-302 |
2.7% |
0-134 |
0.4% |
94% |
True |
False |
467,816 |
40 |
108-132 |
104-110 |
4-022 |
3.8% |
0-145 |
0.4% |
96% |
True |
False |
1,065,451 |
60 |
108-132 |
103-235 |
4-218 |
4.3% |
0-151 |
0.4% |
96% |
True |
False |
1,165,283 |
80 |
108-132 |
103-235 |
4-218 |
4.3% |
0-144 |
0.4% |
96% |
True |
False |
1,143,765 |
100 |
108-132 |
103-235 |
4-218 |
4.3% |
0-145 |
0.4% |
96% |
True |
False |
1,049,580 |
120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-140 |
0.4% |
91% |
False |
False |
874,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-046 |
2.618 |
108-276 |
1.618 |
108-221 |
1.000 |
108-188 |
0.618 |
108-166 |
HIGH |
108-132 |
0.618 |
108-111 |
0.500 |
108-105 |
0.382 |
108-099 |
LOW |
108-078 |
0.618 |
108-044 |
1.000 |
108-022 |
1.618 |
107-309 |
2.618 |
107-254 |
4.250 |
107-164 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
108-105 |
108-062 |
PP |
108-096 |
108-048 |
S1 |
108-087 |
108-032 |
|