ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-075 |
108-150 |
0-075 |
0.2% |
106-315 |
| High |
108-245 |
108-200 |
-0-045 |
-0.1% |
108-245 |
| Low |
108-065 |
108-050 |
-0-015 |
0.0% |
106-242 |
| Close |
108-148 |
108-115 |
-0-032 |
-0.1% |
108-115 |
| Range |
0-180 |
0-150 |
-0-030 |
-16.7% |
2-002 |
| ATR |
0-178 |
0-176 |
-0-002 |
-1.1% |
0-000 |
| Volume |
2,174,601 |
1,448,446 |
-726,155 |
-33.4% |
7,825,602 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-252 |
109-173 |
108-198 |
|
| R3 |
109-102 |
109-023 |
108-156 |
|
| R2 |
108-272 |
108-272 |
108-142 |
|
| R1 |
108-193 |
108-193 |
108-129 |
108-158 |
| PP |
108-122 |
108-122 |
108-122 |
108-104 |
| S1 |
108-043 |
108-043 |
108-101 |
108-008 |
| S2 |
107-292 |
107-292 |
108-088 |
|
| S3 |
107-142 |
107-213 |
108-074 |
|
| S4 |
106-312 |
107-063 |
108-032 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-315 |
113-058 |
109-148 |
|
| R3 |
111-312 |
111-055 |
108-292 |
|
| R2 |
109-310 |
109-310 |
108-233 |
|
| R1 |
109-052 |
109-052 |
108-174 |
109-181 |
| PP |
107-308 |
107-308 |
107-308 |
108-052 |
| S1 |
107-050 |
107-050 |
108-056 |
107-179 |
| S2 |
105-305 |
105-305 |
107-317 |
|
| S3 |
103-302 |
105-048 |
107-258 |
|
| S4 |
101-300 |
103-045 |
107-082 |
|
|
| 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% |
0-192 |
0.6% |
80% |
False |
False |
1,565,120 |
| 10 |
108-245 |
106-242 |
2-002 |
1.9% |
0-171 |
0.5% |
80% |
False |
False |
1,445,477 |
| 20 |
108-245 |
105-298 |
2-268 |
2.6% |
0-163 |
0.5% |
86% |
False |
False |
1,736,110 |
| 40 |
108-245 |
104-105 |
4-140 |
4.1% |
0-166 |
0.5% |
91% |
False |
False |
877,210 |
| 60 |
108-245 |
104-040 |
4-205 |
4.3% |
0-128 |
0.4% |
91% |
False |
False |
584,838 |
| 80 |
108-245 |
104-040 |
4-205 |
4.3% |
0-096 |
0.3% |
91% |
False |
False |
438,629 |
| 100 |
108-245 |
104-040 |
4-205 |
4.3% |
0-077 |
0.2% |
91% |
False |
False |
350,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-198 |
|
2.618 |
109-273 |
|
1.618 |
109-123 |
|
1.000 |
109-030 |
|
0.618 |
108-293 |
|
HIGH |
108-200 |
|
0.618 |
108-143 |
|
0.500 |
108-125 |
|
0.382 |
108-107 |
|
LOW |
108-050 |
|
0.618 |
107-277 |
|
1.000 |
107-220 |
|
1.618 |
107-127 |
|
2.618 |
106-297 |
|
4.250 |
106-052 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-125 |
108-067 |
| PP |
108-122 |
108-019 |
| S1 |
108-118 |
107-291 |
|