ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-098 |
108-230 |
0-132 |
0.4% |
106-315 |
| High |
108-232 |
108-280 |
0-048 |
0.1% |
108-245 |
| Low |
108-090 |
108-160 |
0-070 |
0.2% |
106-242 |
| Close |
108-188 |
108-182 |
-0-005 |
0.0% |
108-115 |
| Range |
0-142 |
0-120 |
-0-022 |
-15.8% |
2-002 |
| ATR |
0-163 |
0-159 |
-0-003 |
-1.9% |
0-000 |
| Volume |
861,558 |
975,593 |
114,035 |
13.2% |
7,825,602 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-248 |
109-175 |
108-248 |
|
| R3 |
109-128 |
109-055 |
108-216 |
|
| R2 |
109-008 |
109-008 |
108-204 |
|
| R1 |
108-255 |
108-255 |
108-194 |
108-231 |
| PP |
108-208 |
108-208 |
108-208 |
108-196 |
| S1 |
108-135 |
108-135 |
108-172 |
108-111 |
| S2 |
108-088 |
108-088 |
108-160 |
|
| S3 |
107-288 |
108-015 |
108-150 |
|
| S4 |
107-168 |
107-215 |
108-116 |
|
|
| 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 |
108-280 |
108-050 |
0-230 |
0.7% |
0-118 |
0.3% |
58% |
True |
False |
963,063 |
| 10 |
108-280 |
106-242 |
2-038 |
2.0% |
0-163 |
0.5% |
86% |
True |
False |
1,276,384 |
| 20 |
108-280 |
105-298 |
2-302 |
2.7% |
0-161 |
0.5% |
90% |
True |
False |
1,672,271 |
| 40 |
108-280 |
104-105 |
4-175 |
4.2% |
0-162 |
0.5% |
93% |
True |
False |
960,932 |
| 60 |
108-280 |
104-040 |
4-240 |
4.4% |
0-135 |
0.4% |
94% |
True |
False |
640,952 |
| 80 |
108-280 |
104-040 |
4-240 |
4.4% |
0-102 |
0.3% |
94% |
True |
False |
480,715 |
| 100 |
108-280 |
104-040 |
4-240 |
4.4% |
0-081 |
0.2% |
94% |
True |
False |
384,572 |
| 120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-068 |
0.2% |
87% |
False |
False |
320,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-150 |
|
2.618 |
109-274 |
|
1.618 |
109-154 |
|
1.000 |
109-080 |
|
0.618 |
109-034 |
|
HIGH |
108-280 |
|
0.618 |
108-234 |
|
0.500 |
108-220 |
|
0.382 |
108-206 |
|
LOW |
108-160 |
|
0.618 |
108-086 |
|
1.000 |
108-040 |
|
1.618 |
107-286 |
|
2.618 |
107-166 |
|
4.250 |
106-290 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-220 |
108-181 |
| PP |
108-208 |
108-179 |
| S1 |
108-195 |
108-178 |
|