ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 29-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
108-290 |
108-230 |
-0-060 |
-0.2% |
108-185 |
High |
108-298 |
108-258 |
-0-040 |
-0.1% |
108-315 |
Low |
108-202 |
108-162 |
-0-040 |
-0.1% |
108-152 |
Close |
108-220 |
108-248 |
0-028 |
0.1% |
108-248 |
Range |
0-095 |
0-095 |
0-000 |
0.0% |
0-162 |
ATR |
0-144 |
0-140 |
-0-003 |
-2.4% |
0-000 |
Volume |
694,602 |
796,493 |
101,891 |
14.7% |
2,513,125 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-188 |
109-152 |
108-300 |
|
R3 |
109-092 |
109-058 |
108-274 |
|
R2 |
108-318 |
108-318 |
108-265 |
|
R1 |
108-282 |
108-282 |
108-256 |
108-300 |
PP |
108-222 |
108-222 |
108-222 |
108-231 |
S1 |
108-188 |
108-188 |
108-239 |
108-205 |
S2 |
108-128 |
108-128 |
108-230 |
|
S3 |
108-032 |
108-092 |
108-221 |
|
S4 |
107-258 |
107-318 |
108-195 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-086 |
110-009 |
109-017 |
|
R3 |
109-243 |
109-167 |
108-292 |
|
R2 |
109-081 |
109-081 |
108-277 |
|
R1 |
109-004 |
109-004 |
108-262 |
109-042 |
PP |
108-238 |
108-238 |
108-238 |
108-258 |
S1 |
108-162 |
108-162 |
108-233 |
108-200 |
S2 |
108-076 |
108-076 |
108-218 |
|
S3 |
107-233 |
107-319 |
108-203 |
|
S4 |
107-071 |
107-157 |
108-158 |
|
|
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% |
0-096 |
0.3% |
59% |
False |
False |
634,129 |
10 |
108-315 |
108-050 |
0-265 |
0.8% |
0-107 |
0.3% |
75% |
False |
False |
798,596 |
20 |
108-315 |
106-242 |
2-072 |
2.0% |
0-144 |
0.4% |
91% |
False |
False |
1,141,948 |
40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-154 |
0.4% |
94% |
False |
False |
1,039,995 |
60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-142 |
0.4% |
96% |
False |
False |
693,795 |
80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-108 |
0.3% |
96% |
False |
False |
520,348 |
100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-086 |
0.2% |
96% |
False |
False |
416,278 |
120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-072 |
0.2% |
91% |
False |
False |
346,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-021 |
2.618 |
109-186 |
1.618 |
109-091 |
1.000 |
109-032 |
0.618 |
108-316 |
HIGH |
108-258 |
0.618 |
108-221 |
0.500 |
108-210 |
0.382 |
108-199 |
LOW |
108-162 |
0.618 |
108-104 |
1.000 |
108-068 |
1.618 |
108-009 |
2.618 |
107-234 |
4.250 |
107-079 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
108-235 |
108-244 |
PP |
108-222 |
108-241 |
S1 |
108-210 |
108-238 |
|