ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 26-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
108-182 |
108-185 |
0-002 |
0.0% |
108-135 |
High |
108-232 |
108-202 |
-0-030 |
-0.1% |
108-280 |
Low |
108-150 |
108-152 |
0-002 |
0.0% |
108-075 |
Close |
108-172 |
108-192 |
0-020 |
0.1% |
108-172 |
Range |
0-082 |
0-050 |
-0-032 |
-39.4% |
0-205 |
ATR |
0-154 |
0-147 |
-0-007 |
-4.8% |
0-000 |
Volume |
657,522 |
346,327 |
-311,195 |
-47.3% |
4,024,392 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-012 |
108-312 |
108-220 |
|
R3 |
108-282 |
108-262 |
108-206 |
|
R2 |
108-232 |
108-232 |
108-202 |
|
R1 |
108-212 |
108-212 |
108-197 |
108-222 |
PP |
108-182 |
108-182 |
108-182 |
108-188 |
S1 |
108-162 |
108-162 |
108-188 |
108-172 |
S2 |
108-132 |
108-132 |
108-183 |
|
S3 |
108-082 |
108-112 |
108-179 |
|
S4 |
108-032 |
108-062 |
108-165 |
|
|
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% |
0-095 |
0.3% |
57% |
False |
False |
710,485 |
10 |
108-280 |
106-292 |
1-308 |
1.8% |
0-145 |
0.4% |
86% |
False |
False |
1,124,989 |
20 |
108-280 |
106-095 |
2-185 |
2.4% |
0-153 |
0.4% |
89% |
False |
False |
1,366,548 |
40 |
108-280 |
104-212 |
4-068 |
3.9% |
0-158 |
0.5% |
94% |
False |
False |
985,997 |
60 |
108-280 |
104-040 |
4-240 |
4.4% |
0-136 |
0.4% |
94% |
False |
False |
657,683 |
80 |
108-280 |
104-040 |
4-240 |
4.4% |
0-103 |
0.3% |
94% |
False |
False |
493,263 |
100 |
108-280 |
104-040 |
4-240 |
4.4% |
0-083 |
0.2% |
94% |
False |
False |
394,610 |
120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-069 |
0.2% |
87% |
False |
False |
328,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-095 |
2.618 |
109-013 |
1.618 |
108-283 |
1.000 |
108-252 |
0.618 |
108-233 |
HIGH |
108-202 |
0.618 |
108-183 |
0.500 |
108-178 |
0.382 |
108-172 |
LOW |
108-152 |
0.618 |
108-122 |
1.000 |
108-102 |
1.618 |
108-072 |
2.618 |
108-022 |
4.250 |
107-260 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
108-188 |
108-215 |
PP |
108-182 |
108-208 |
S1 |
108-178 |
108-200 |
|