ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-035 |
108-075 |
1-040 |
1.1% |
107-185 |
| High |
108-085 |
108-245 |
0-160 |
0.5% |
107-225 |
| Low |
107-018 |
108-065 |
1-048 |
1.1% |
106-265 |
| Close |
108-020 |
108-148 |
0-128 |
0.4% |
106-308 |
| Range |
1-068 |
0-180 |
-0-208 |
-53.5% |
0-280 |
| ATR |
0-174 |
0-178 |
0-004 |
2.1% |
0-000 |
| Volume |
1,900,133 |
2,174,601 |
274,468 |
14.4% |
6,629,172 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-052 |
109-280 |
108-246 |
|
| R3 |
109-192 |
109-100 |
108-197 |
|
| R2 |
109-012 |
109-012 |
108-180 |
|
| R1 |
108-240 |
108-240 |
108-164 |
108-286 |
| PP |
108-152 |
108-152 |
108-152 |
108-176 |
| S1 |
108-060 |
108-060 |
108-131 |
108-106 |
| S2 |
107-292 |
107-292 |
108-114 |
|
| S3 |
107-112 |
107-200 |
108-098 |
|
| S4 |
106-252 |
107-020 |
108-048 |
|
|
| 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 |
108-245 |
106-242 |
2-002 |
1.9% |
0-207 |
0.6% |
85% |
True |
False |
1,589,706 |
| 10 |
108-245 |
106-242 |
2-002 |
1.9% |
0-181 |
0.5% |
85% |
True |
False |
1,485,299 |
| 20 |
108-245 |
105-298 |
2-268 |
2.6% |
0-163 |
0.5% |
89% |
True |
False |
1,666,739 |
| 40 |
108-245 |
104-040 |
4-205 |
4.3% |
0-165 |
0.5% |
93% |
True |
False |
841,034 |
| 60 |
108-245 |
104-040 |
4-205 |
4.3% |
0-126 |
0.4% |
93% |
True |
False |
560,697 |
| 80 |
108-245 |
104-040 |
4-205 |
4.3% |
0-094 |
0.3% |
93% |
True |
False |
420,523 |
| 100 |
108-245 |
104-040 |
4-205 |
4.3% |
0-075 |
0.2% |
93% |
True |
False |
336,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-050 |
|
2.618 |
110-076 |
|
1.618 |
109-216 |
|
1.000 |
109-105 |
|
0.618 |
109-036 |
|
HIGH |
108-245 |
|
0.618 |
108-176 |
|
0.500 |
108-155 |
|
0.382 |
108-134 |
|
LOW |
108-065 |
|
0.618 |
107-274 |
|
1.000 |
107-205 |
|
1.618 |
107-094 |
|
2.618 |
106-234 |
|
4.250 |
105-260 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-155 |
108-081 |
| PP |
108-152 |
108-015 |
| S1 |
108-150 |
107-269 |
|