ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 20-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
108-105 |
108-098 |
-0-008 |
0.0% |
106-315 |
High |
108-155 |
108-232 |
0-078 |
0.2% |
108-245 |
Low |
108-075 |
108-090 |
0-015 |
0.0% |
106-242 |
Close |
108-108 |
108-188 |
0-080 |
0.2% |
108-115 |
Range |
0-080 |
0-142 |
0-062 |
78.1% |
2-002 |
ATR |
0-164 |
0-163 |
-0-002 |
-0.9% |
0-000 |
Volume |
711,427 |
861,558 |
150,131 |
21.1% |
7,825,602 |
|
Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-278 |
109-215 |
108-266 |
|
R3 |
109-135 |
109-072 |
108-227 |
|
R2 |
108-312 |
108-312 |
108-214 |
|
R1 |
108-250 |
108-250 |
108-201 |
108-281 |
PP |
108-170 |
108-170 |
108-170 |
108-186 |
S1 |
108-108 |
108-108 |
108-174 |
108-139 |
S2 |
108-028 |
108-028 |
108-161 |
|
S3 |
107-205 |
107-285 |
108-148 |
|
S4 |
107-062 |
107-142 |
108-109 |
|
|
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 |
108-050 |
0-195 |
0.6% |
0-130 |
0.4% |
71% |
False |
False |
1,202,864 |
10 |
108-245 |
106-242 |
2-002 |
1.8% |
0-163 |
0.5% |
91% |
False |
False |
1,296,663 |
20 |
108-245 |
105-298 |
2-268 |
2.6% |
0-162 |
0.5% |
94% |
False |
False |
1,749,272 |
40 |
108-245 |
104-105 |
4-140 |
4.1% |
0-163 |
0.5% |
96% |
False |
False |
936,755 |
60 |
108-245 |
104-040 |
4-205 |
4.3% |
0-133 |
0.4% |
96% |
False |
False |
624,692 |
80 |
108-245 |
104-040 |
4-205 |
4.3% |
0-100 |
0.3% |
96% |
False |
False |
468,520 |
100 |
108-245 |
104-040 |
4-205 |
4.3% |
0-080 |
0.2% |
96% |
False |
False |
374,816 |
120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-067 |
0.2% |
87% |
False |
False |
312,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-198 |
2.618 |
109-286 |
1.618 |
109-143 |
1.000 |
109-055 |
0.618 |
109-001 |
HIGH |
108-232 |
0.618 |
108-178 |
0.500 |
108-161 |
0.382 |
108-144 |
LOW |
108-090 |
0.618 |
108-002 |
1.000 |
107-268 |
1.618 |
107-179 |
2.618 |
107-037 |
4.250 |
106-124 |
|
|
Fisher Pivots for day following 20-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
108-179 |
108-176 |
PP |
108-170 |
108-165 |
S1 |
108-161 |
108-154 |
|