ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-230 |
108-182 |
-0-048 |
-0.1% |
108-135 |
| High |
108-280 |
108-232 |
-0-048 |
-0.1% |
108-280 |
| Low |
108-160 |
108-150 |
-0-010 |
0.0% |
108-075 |
| Close |
108-182 |
108-172 |
-0-010 |
0.0% |
108-172 |
| Range |
0-120 |
0-082 |
-0-038 |
-31.3% |
0-205 |
| ATR |
0-159 |
0-154 |
-0-005 |
-3.4% |
0-000 |
| Volume |
975,593 |
657,522 |
-318,071 |
-32.6% |
4,024,392 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-112 |
109-065 |
108-218 |
|
| R3 |
109-030 |
108-302 |
108-195 |
|
| R2 |
108-268 |
108-268 |
108-188 |
|
| R1 |
108-220 |
108-220 |
108-180 |
108-202 |
| PP |
108-185 |
108-185 |
108-185 |
108-176 |
| S1 |
108-138 |
108-138 |
108-165 |
108-120 |
| S2 |
108-102 |
108-102 |
108-157 |
|
| S3 |
108-020 |
108-055 |
108-150 |
|
| S4 |
107-258 |
107-292 |
108-127 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-151 |
110-047 |
108-285 |
|
| R3 |
109-266 |
109-162 |
108-229 |
|
| R2 |
109-061 |
109-061 |
108-210 |
|
| R1 |
108-277 |
108-277 |
108-191 |
109-009 |
| PP |
108-176 |
108-176 |
108-176 |
108-202 |
| S1 |
108-072 |
108-072 |
108-154 |
108-124 |
| S2 |
107-291 |
107-291 |
108-135 |
|
| S3 |
107-086 |
107-187 |
108-116 |
|
| S4 |
106-201 |
106-302 |
108-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-280 |
108-075 |
0-205 |
0.6% |
0-105 |
0.3% |
48% |
False |
False |
804,878 |
| 10 |
108-280 |
106-242 |
2-038 |
2.0% |
0-148 |
0.4% |
84% |
False |
False |
1,184,999 |
| 20 |
108-280 |
105-298 |
2-302 |
2.7% |
0-159 |
0.5% |
89% |
False |
False |
1,631,169 |
| 40 |
108-280 |
104-212 |
4-068 |
3.9% |
0-159 |
0.5% |
92% |
False |
False |
977,352 |
| 60 |
108-280 |
104-040 |
4-240 |
4.4% |
0-135 |
0.4% |
93% |
False |
False |
651,911 |
| 80 |
108-280 |
104-040 |
4-240 |
4.4% |
0-103 |
0.3% |
93% |
False |
False |
488,934 |
| 100 |
108-280 |
104-040 |
4-240 |
4.4% |
0-082 |
0.2% |
93% |
False |
False |
391,147 |
| 120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-068 |
0.2% |
86% |
False |
False |
325,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-263 |
|
2.618 |
109-128 |
|
1.618 |
109-046 |
|
1.000 |
108-315 |
|
0.618 |
108-283 |
|
HIGH |
108-232 |
|
0.618 |
108-201 |
|
0.500 |
108-191 |
|
0.382 |
108-182 |
|
LOW |
108-150 |
|
0.618 |
108-099 |
|
1.000 |
108-068 |
|
1.618 |
108-017 |
|
2.618 |
107-254 |
|
4.250 |
107-119 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-191 |
108-185 |
| PP |
108-185 |
108-181 |
| S1 |
108-179 |
108-177 |
|