ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 28-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
108-175 |
108-290 |
0-115 |
0.3% |
108-135 |
High |
108-315 |
108-298 |
-0-018 |
-0.1% |
108-280 |
Low |
108-160 |
108-202 |
0-042 |
0.1% |
108-075 |
Close |
108-300 |
108-220 |
-0-080 |
-0.2% |
108-172 |
Range |
0-155 |
0-095 |
-0-060 |
-38.7% |
0-205 |
ATR |
0-147 |
0-144 |
-0-004 |
-2.4% |
0-000 |
Volume |
675,703 |
694,602 |
18,899 |
2.8% |
4,024,392 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-205 |
109-148 |
108-272 |
|
R3 |
109-110 |
109-052 |
108-246 |
|
R2 |
109-015 |
109-015 |
108-237 |
|
R1 |
108-278 |
108-278 |
108-229 |
108-259 |
PP |
108-240 |
108-240 |
108-240 |
108-231 |
S1 |
108-182 |
108-182 |
108-211 |
108-164 |
S2 |
108-145 |
108-145 |
108-203 |
|
S3 |
108-050 |
108-088 |
108-194 |
|
S4 |
107-275 |
107-312 |
108-168 |
|
|
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 |
108-150 |
0-165 |
0.5% |
0-100 |
0.3% |
42% |
False |
False |
669,949 |
10 |
108-315 |
108-050 |
0-265 |
0.8% |
0-116 |
0.3% |
64% |
False |
False |
936,407 |
20 |
108-315 |
106-242 |
2-072 |
2.0% |
0-148 |
0.4% |
87% |
False |
False |
1,201,291 |
40 |
108-315 |
104-212 |
4-102 |
4.0% |
0-159 |
0.5% |
93% |
False |
False |
1,020,204 |
60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-140 |
0.4% |
94% |
False |
False |
680,522 |
80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-106 |
0.3% |
94% |
False |
False |
510,391 |
100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-085 |
0.2% |
94% |
False |
False |
408,313 |
120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-071 |
0.2% |
89% |
False |
False |
340,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-061 |
2.618 |
109-226 |
1.618 |
109-131 |
1.000 |
109-072 |
0.618 |
109-036 |
HIGH |
108-298 |
0.618 |
108-261 |
0.500 |
108-250 |
0.382 |
108-239 |
LOW |
108-202 |
0.618 |
108-144 |
1.000 |
108-108 |
1.618 |
108-049 |
2.618 |
107-274 |
4.250 |
107-119 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
108-250 |
108-234 |
PP |
108-240 |
108-229 |
S1 |
108-230 |
108-225 |
|