ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
108-185 |
108-175 |
-0-010 |
0.0% |
108-135 |
| High |
108-202 |
108-315 |
0-112 |
0.3% |
108-280 |
| Low |
108-152 |
108-160 |
0-008 |
0.0% |
108-075 |
| Close |
108-192 |
108-300 |
0-108 |
0.3% |
108-172 |
| Range |
0-050 |
0-155 |
0-105 |
210.0% |
0-205 |
| ATR |
0-147 |
0-147 |
0-001 |
0.4% |
0-000 |
| Volume |
346,327 |
675,703 |
329,376 |
95.1% |
4,024,392 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-083 |
110-027 |
109-065 |
|
| R3 |
109-248 |
109-192 |
109-023 |
|
| R2 |
109-093 |
109-093 |
109-008 |
|
| R1 |
109-037 |
109-037 |
108-314 |
109-065 |
| PP |
108-258 |
108-258 |
108-258 |
108-272 |
| S1 |
108-202 |
108-202 |
108-286 |
108-230 |
| S2 |
108-103 |
108-103 |
108-272 |
|
| S3 |
107-268 |
108-047 |
108-257 |
|
| S4 |
107-113 |
107-212 |
108-215 |
|
|
| 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 |
108-315 |
108-090 |
0-225 |
0.6% |
0-110 |
0.3% |
93% |
True |
False |
703,340 |
| 10 |
108-315 |
107-018 |
1-298 |
1.8% |
0-145 |
0.4% |
98% |
True |
False |
1,056,960 |
| 20 |
108-315 |
106-242 |
2-072 |
2.0% |
0-150 |
0.4% |
98% |
True |
False |
1,270,013 |
| 40 |
108-315 |
104-212 |
4-102 |
4.0% |
0-160 |
0.5% |
99% |
True |
False |
1,002,887 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-138 |
0.4% |
99% |
True |
False |
668,945 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-105 |
0.3% |
99% |
True |
False |
501,709 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-084 |
0.2% |
99% |
True |
False |
401,367 |
| 120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-070 |
0.2% |
94% |
False |
False |
334,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-014 |
|
2.618 |
110-081 |
|
1.618 |
109-246 |
|
1.000 |
109-150 |
|
0.618 |
109-091 |
|
HIGH |
108-315 |
|
0.618 |
108-256 |
|
0.500 |
108-238 |
|
0.382 |
108-219 |
|
LOW |
108-160 |
|
0.618 |
108-064 |
|
1.000 |
108-005 |
|
1.618 |
107-229 |
|
2.618 |
107-074 |
|
4.250 |
106-141 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-279 |
108-278 |
| PP |
108-258 |
108-255 |
| S1 |
108-238 |
108-232 |
|