ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-202 |
107-160 |
-0-042 |
-0.1% |
107-185 |
| High |
107-225 |
107-172 |
-0-052 |
-0.2% |
107-225 |
| Low |
107-105 |
106-265 |
-0-160 |
-0.5% |
106-265 |
| Close |
107-198 |
106-308 |
-0-210 |
-0.6% |
106-308 |
| Range |
0-120 |
0-228 |
0-108 |
89.6% |
0-280 |
| ATR |
0-157 |
0-164 |
0-007 |
4.4% |
0-000 |
| Volume |
1,178,378 |
1,571,374 |
392,996 |
33.4% |
6,629,172 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-078 |
108-260 |
107-113 |
|
| R3 |
108-170 |
108-032 |
107-050 |
|
| R2 |
107-262 |
107-262 |
107-029 |
|
| R1 |
107-125 |
107-125 |
107-008 |
107-080 |
| PP |
107-035 |
107-035 |
107-035 |
107-012 |
| S1 |
106-218 |
106-218 |
106-287 |
106-172 |
| S2 |
106-128 |
106-128 |
106-266 |
|
| S3 |
105-220 |
105-310 |
106-245 |
|
| S4 |
104-312 |
105-082 |
106-182 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-252 |
109-080 |
107-142 |
|
| R3 |
108-292 |
108-120 |
107-064 |
|
| R2 |
108-012 |
108-012 |
107-039 |
|
| R1 |
107-160 |
107-160 |
107-013 |
107-106 |
| PP |
107-052 |
107-052 |
107-052 |
107-026 |
| S1 |
106-200 |
106-200 |
106-282 |
106-146 |
| S2 |
106-092 |
106-092 |
106-256 |
|
| S3 |
105-132 |
105-240 |
106-230 |
|
| S4 |
104-172 |
104-280 |
106-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-225 |
106-265 |
0-280 |
0.8% |
0-151 |
0.4% |
15% |
False |
True |
1,325,834 |
| 10 |
107-225 |
105-298 |
1-248 |
1.7% |
0-170 |
0.5% |
58% |
False |
False |
2,077,339 |
| 20 |
107-225 |
105-050 |
2-175 |
2.4% |
0-163 |
0.5% |
71% |
False |
False |
1,357,078 |
| 40 |
107-225 |
104-040 |
3-185 |
3.3% |
0-150 |
0.4% |
79% |
False |
False |
681,609 |
| 60 |
107-225 |
104-040 |
3-185 |
3.3% |
0-112 |
0.3% |
79% |
False |
False |
454,411 |
| 80 |
107-225 |
104-040 |
3-185 |
3.3% |
0-084 |
0.2% |
79% |
False |
False |
340,809 |
| 100 |
108-170 |
104-040 |
4-130 |
4.1% |
0-067 |
0.2% |
64% |
False |
False |
272,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-179 |
|
2.618 |
109-128 |
|
1.618 |
108-221 |
|
1.000 |
108-080 |
|
0.618 |
107-313 |
|
HIGH |
107-172 |
|
0.618 |
107-086 |
|
0.500 |
107-059 |
|
0.382 |
107-032 |
|
LOW |
106-265 |
|
0.618 |
106-124 |
|
1.000 |
106-038 |
|
1.618 |
105-217 |
|
2.618 |
104-309 |
|
4.250 |
103-258 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-059 |
107-085 |
| PP |
107-035 |
107-052 |
| S1 |
107-011 |
107-020 |
|