ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-150 |
108-135 |
-0-015 |
0.0% |
106-315 |
| High |
108-200 |
108-178 |
-0-022 |
-0.1% |
108-245 |
| Low |
108-050 |
108-078 |
0-028 |
0.1% |
106-242 |
| Close |
108-115 |
108-082 |
-0-032 |
-0.1% |
108-115 |
| Range |
0-150 |
0-100 |
-0-050 |
-33.3% |
2-002 |
| ATR |
0-176 |
0-171 |
-0-005 |
-3.1% |
0-000 |
| Volume |
1,448,446 |
818,292 |
-630,154 |
-43.5% |
7,825,602 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-092 |
109-028 |
108-138 |
|
| R3 |
108-312 |
108-248 |
108-110 |
|
| R2 |
108-212 |
108-212 |
108-101 |
|
| R1 |
108-148 |
108-148 |
108-092 |
108-130 |
| PP |
108-112 |
108-112 |
108-112 |
108-104 |
| S1 |
108-048 |
108-048 |
108-073 |
108-030 |
| S2 |
108-012 |
108-012 |
108-064 |
|
| S3 |
107-232 |
107-268 |
108-055 |
|
| S4 |
107-132 |
107-168 |
108-028 |
|
|
| 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 |
106-292 |
1-272 |
1.7% |
0-195 |
0.6% |
73% |
False |
False |
1,539,494 |
| 10 |
108-245 |
106-242 |
2-002 |
1.9% |
0-164 |
0.5% |
75% |
False |
False |
1,406,771 |
| 20 |
108-245 |
105-298 |
2-268 |
2.6% |
0-160 |
0.5% |
82% |
False |
False |
1,771,295 |
| 40 |
108-245 |
104-105 |
4-140 |
4.1% |
0-166 |
0.5% |
89% |
False |
False |
897,645 |
| 60 |
108-245 |
104-040 |
4-205 |
4.3% |
0-130 |
0.4% |
89% |
False |
False |
598,476 |
| 80 |
108-245 |
104-040 |
4-205 |
4.3% |
0-097 |
0.3% |
89% |
False |
False |
448,857 |
| 100 |
108-245 |
104-040 |
4-205 |
4.3% |
0-078 |
0.2% |
89% |
False |
False |
359,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-282 |
|
2.618 |
109-119 |
|
1.618 |
109-019 |
|
1.000 |
108-278 |
|
0.618 |
108-239 |
|
HIGH |
108-178 |
|
0.618 |
108-139 |
|
0.500 |
108-128 |
|
0.382 |
108-116 |
|
LOW |
108-078 |
|
0.618 |
108-016 |
|
1.000 |
107-298 |
|
1.618 |
107-236 |
|
2.618 |
107-136 |
|
4.250 |
106-292 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-128 |
108-148 |
| PP |
108-112 |
108-126 |
| S1 |
108-098 |
108-104 |
|