ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-135 |
108-105 |
-0-030 |
-0.1% |
106-315 |
| High |
108-178 |
108-155 |
-0-022 |
-0.1% |
108-245 |
| Low |
108-078 |
108-075 |
-0-002 |
0.0% |
106-242 |
| Close |
108-082 |
108-108 |
0-025 |
0.1% |
108-115 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
2-002 |
| ATR |
0-171 |
0-164 |
-0-006 |
-3.8% |
0-000 |
| Volume |
818,292 |
711,427 |
-106,865 |
-13.1% |
7,825,602 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-032 |
108-310 |
108-152 |
|
| R3 |
108-272 |
108-230 |
108-130 |
|
| R2 |
108-192 |
108-192 |
108-122 |
|
| R1 |
108-150 |
108-150 |
108-115 |
108-171 |
| PP |
108-112 |
108-112 |
108-112 |
108-123 |
| S1 |
108-070 |
108-070 |
108-100 |
108-091 |
| S2 |
108-032 |
108-032 |
108-093 |
|
| S3 |
107-272 |
107-310 |
108-086 |
|
| S4 |
107-192 |
107-230 |
108-064 |
|
|
| 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 |
107-018 |
1-228 |
1.6% |
0-180 |
0.5% |
75% |
False |
False |
1,410,579 |
| 10 |
108-245 |
106-242 |
2-002 |
1.9% |
0-159 |
0.5% |
79% |
False |
False |
1,330,698 |
| 20 |
108-245 |
105-298 |
2-268 |
2.6% |
0-160 |
0.5% |
85% |
False |
False |
1,785,703 |
| 40 |
108-245 |
104-105 |
4-140 |
4.1% |
0-163 |
0.5% |
90% |
False |
False |
915,318 |
| 60 |
108-245 |
104-040 |
4-205 |
4.3% |
0-131 |
0.4% |
91% |
False |
False |
610,333 |
| 80 |
108-245 |
104-040 |
4-205 |
4.3% |
0-098 |
0.3% |
91% |
False |
False |
457,750 |
| 100 |
108-245 |
104-040 |
4-205 |
4.3% |
0-079 |
0.2% |
91% |
False |
False |
366,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-175 |
|
2.618 |
109-044 |
|
1.618 |
108-284 |
|
1.000 |
108-235 |
|
0.618 |
108-204 |
|
HIGH |
108-155 |
|
0.618 |
108-124 |
|
0.500 |
108-115 |
|
0.382 |
108-106 |
|
LOW |
108-075 |
|
0.618 |
108-026 |
|
1.000 |
107-315 |
|
1.618 |
107-266 |
|
2.618 |
107-186 |
|
4.250 |
107-055 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-115 |
108-125 |
| PP |
108-112 |
108-119 |
| S1 |
108-110 |
108-113 |
|