ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-072 |
106-315 |
-0-078 |
-0.2% |
106-028 |
| High |
107-100 |
107-198 |
0-098 |
0.3% |
107-198 |
| Low |
106-248 |
106-270 |
0-022 |
0.1% |
105-298 |
| Close |
106-272 |
107-152 |
0-200 |
0.6% |
107-152 |
| Range |
0-172 |
0-248 |
0-075 |
43.5% |
1-220 |
| ATR |
0-158 |
0-164 |
0-006 |
4.1% |
0-000 |
| Volume |
1,983,358 |
1,846,670 |
-136,688 |
-6.9% |
14,144,225 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-202 |
109-105 |
107-289 |
|
| R3 |
108-275 |
108-178 |
107-221 |
|
| R2 |
108-028 |
108-028 |
107-198 |
|
| R1 |
107-250 |
107-250 |
107-175 |
107-299 |
| PP |
107-100 |
107-100 |
107-100 |
107-124 |
| S1 |
107-002 |
107-002 |
107-130 |
107-051 |
| S2 |
106-172 |
106-172 |
107-107 |
|
| S3 |
105-245 |
106-075 |
107-084 |
|
| S4 |
104-318 |
105-148 |
107-016 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-022 |
111-148 |
108-130 |
|
| R3 |
110-122 |
109-248 |
107-301 |
|
| R2 |
108-222 |
108-222 |
107-252 |
|
| R1 |
108-028 |
108-028 |
107-202 |
108-125 |
| PP |
107-002 |
107-002 |
107-002 |
107-051 |
| S1 |
106-128 |
106-128 |
107-103 |
106-225 |
| S2 |
105-102 |
105-102 |
107-054 |
|
| S3 |
103-202 |
104-228 |
107-004 |
|
| S4 |
101-302 |
103-008 |
106-176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-198 |
105-298 |
1-220 |
1.6% |
0-188 |
0.5% |
92% |
True |
False |
2,828,845 |
| 10 |
107-198 |
105-298 |
1-220 |
1.6% |
0-154 |
0.4% |
92% |
True |
False |
2,026,744 |
| 20 |
107-198 |
105-050 |
2-148 |
2.3% |
0-171 |
0.5% |
94% |
True |
False |
1,030,263 |
| 40 |
107-198 |
104-040 |
3-158 |
3.2% |
0-145 |
0.4% |
96% |
True |
False |
515,883 |
| 60 |
107-198 |
104-040 |
3-158 |
3.2% |
0-100 |
0.3% |
96% |
True |
False |
343,925 |
| 80 |
107-298 |
104-040 |
3-258 |
3.5% |
0-075 |
0.2% |
88% |
False |
False |
257,944 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-060 |
0.2% |
65% |
False |
False |
206,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-289 |
|
2.618 |
109-205 |
|
1.618 |
108-278 |
|
1.000 |
108-125 |
|
0.618 |
108-030 |
|
HIGH |
107-198 |
|
0.618 |
107-103 |
|
0.500 |
107-074 |
|
0.382 |
107-045 |
|
LOW |
106-270 |
|
0.618 |
106-117 |
|
1.000 |
106-022 |
|
1.618 |
105-190 |
|
2.618 |
104-262 |
|
4.250 |
103-178 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-126 |
107-122 |
| PP |
107-100 |
107-092 |
| S1 |
107-074 |
107-062 |
|