ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-068 |
107-165 |
0-098 |
0.3% |
106-028 |
| High |
107-192 |
107-208 |
0-015 |
0.0% |
107-198 |
| Low |
107-058 |
107-105 |
0-048 |
0.1% |
105-298 |
| Close |
107-170 |
107-182 |
0-012 |
0.0% |
107-152 |
| Range |
0-135 |
0-102 |
-0-032 |
-24.1% |
1-220 |
| ATR |
0-164 |
0-160 |
-0-004 |
-2.7% |
0-000 |
| Volume |
1,472,166 |
1,201,907 |
-270,259 |
-18.4% |
14,144,225 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-152 |
108-110 |
107-239 |
|
| R3 |
108-050 |
108-008 |
107-211 |
|
| R2 |
107-268 |
107-268 |
107-201 |
|
| R1 |
107-225 |
107-225 |
107-192 |
107-246 |
| PP |
107-165 |
107-165 |
107-165 |
107-176 |
| S1 |
107-122 |
107-122 |
107-173 |
107-144 |
| S2 |
107-062 |
107-062 |
107-164 |
|
| S3 |
106-280 |
107-020 |
107-154 |
|
| S4 |
106-178 |
106-238 |
107-126 |
|
|
| 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 |
107-208 |
106-248 |
0-280 |
0.8% |
0-166 |
0.5% |
91% |
True |
False |
1,541,889 |
| 10 |
107-208 |
105-298 |
1-230 |
1.6% |
0-162 |
0.5% |
95% |
True |
False |
2,201,881 |
| 20 |
107-208 |
105-050 |
2-158 |
2.3% |
0-162 |
0.5% |
97% |
True |
False |
1,222,200 |
| 40 |
107-208 |
104-040 |
3-168 |
3.3% |
0-149 |
0.4% |
98% |
True |
False |
612,867 |
| 60 |
107-208 |
104-040 |
3-168 |
3.3% |
0-106 |
0.3% |
98% |
True |
False |
408,582 |
| 80 |
107-215 |
104-040 |
3-175 |
3.3% |
0-080 |
0.2% |
97% |
False |
False |
306,437 |
| 100 |
109-030 |
104-040 |
4-310 |
4.6% |
0-064 |
0.2% |
69% |
False |
False |
245,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-003 |
|
2.618 |
108-156 |
|
1.618 |
108-053 |
|
1.000 |
107-310 |
|
0.618 |
107-271 |
|
HIGH |
107-208 |
|
0.618 |
107-168 |
|
0.500 |
107-156 |
|
0.382 |
107-144 |
|
LOW |
107-105 |
|
0.618 |
107-042 |
|
1.000 |
107-002 |
|
1.618 |
106-259 |
|
2.618 |
106-157 |
|
4.250 |
105-309 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-174 |
107-159 |
| PP |
107-165 |
107-136 |
| S1 |
107-156 |
107-112 |
|