ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-000 |
107-035 |
0-035 |
0.1% |
107-185 |
| High |
107-130 |
108-085 |
0-275 |
0.8% |
107-225 |
| Low |
106-292 |
107-018 |
0-045 |
0.1% |
106-265 |
| Close |
107-025 |
108-020 |
0-315 |
0.9% |
106-308 |
| Range |
0-158 |
1-068 |
0-230 |
146.0% |
0-280 |
| ATR |
0-158 |
0-174 |
0-016 |
10.4% |
0-000 |
| Volume |
1,355,998 |
1,900,133 |
544,135 |
40.1% |
6,629,172 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-137 |
110-306 |
108-233 |
|
| R3 |
110-069 |
109-238 |
108-127 |
|
| R2 |
109-002 |
109-002 |
108-091 |
|
| R1 |
108-171 |
108-171 |
108-056 |
108-246 |
| PP |
107-254 |
107-254 |
107-254 |
107-292 |
| S1 |
107-103 |
107-103 |
107-304 |
107-179 |
| S2 |
106-187 |
106-187 |
107-269 |
|
| S3 |
105-119 |
106-036 |
107-233 |
|
| S4 |
104-052 |
104-288 |
107-127 |
|
|
| 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 |
108-085 |
106-242 |
1-162 |
1.4% |
0-195 |
0.6% |
87% |
True |
False |
1,390,461 |
| 10 |
108-085 |
106-242 |
1-162 |
1.4% |
0-180 |
0.5% |
87% |
True |
False |
1,466,175 |
| 20 |
108-085 |
105-290 |
2-115 |
2.2% |
0-164 |
0.5% |
91% |
True |
False |
1,560,554 |
| 40 |
108-085 |
104-040 |
4-045 |
3.8% |
0-164 |
0.5% |
95% |
True |
False |
786,670 |
| 60 |
108-085 |
104-040 |
4-045 |
3.8% |
0-123 |
0.4% |
95% |
True |
False |
524,454 |
| 80 |
108-085 |
104-040 |
4-045 |
3.8% |
0-092 |
0.3% |
95% |
True |
False |
393,341 |
| 100 |
108-155 |
104-040 |
4-115 |
4.0% |
0-074 |
0.2% |
90% |
False |
False |
314,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-132 |
|
2.618 |
111-139 |
|
1.618 |
110-072 |
|
1.000 |
109-152 |
|
0.618 |
109-004 |
|
HIGH |
108-085 |
|
0.618 |
107-257 |
|
0.500 |
107-211 |
|
0.382 |
107-166 |
|
LOW |
107-018 |
|
0.618 |
106-098 |
|
1.000 |
105-270 |
|
1.618 |
105-031 |
|
2.618 |
103-283 |
|
4.250 |
101-291 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-297 |
107-281 |
| PP |
107-254 |
107-222 |
| S1 |
107-211 |
107-164 |
|