ECBOT 5 Year T-Note Future June 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 |
108-292 |
108-312 |
0-020 |
0.1% |
108-188 |
High |
108-292 |
108-312 |
0-020 |
0.1% |
109-035 |
Low |
108-292 |
108-312 |
0-020 |
0.1% |
108-188 |
Close |
108-292 |
108-312 |
0-020 |
0.1% |
108-292 |
Range |
|
|
|
|
|
ATR |
0-087 |
0-082 |
-0-005 |
-5.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-312 |
108-312 |
108-312 |
|
R3 |
108-312 |
108-312 |
108-312 |
|
R2 |
108-312 |
108-312 |
108-312 |
|
R1 |
108-312 |
108-312 |
108-312 |
108-312 |
PP |
108-312 |
108-312 |
108-312 |
108-312 |
S1 |
108-312 |
108-312 |
108-312 |
108-312 |
S2 |
108-312 |
108-312 |
108-312 |
|
S3 |
108-312 |
108-312 |
108-312 |
|
S4 |
108-312 |
108-312 |
108-312 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-141 |
110-064 |
109-065 |
|
R3 |
109-293 |
109-217 |
109-019 |
|
R2 |
109-126 |
109-126 |
109-003 |
|
R1 |
109-049 |
109-049 |
108-308 |
109-088 |
PP |
108-278 |
108-278 |
108-278 |
108-298 |
S1 |
108-202 |
108-202 |
108-277 |
108-240 |
S2 |
108-111 |
108-111 |
108-262 |
|
S3 |
107-263 |
108-034 |
108-246 |
|
S4 |
107-096 |
107-187 |
108-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-035 |
108-212 |
0-142 |
0.4% |
0-010 |
0.0% |
70% |
False |
False |
|
10 |
109-035 |
107-175 |
1-180 |
1.4% |
0-005 |
0.0% |
92% |
False |
False |
|
20 |
109-035 |
107-102 |
1-252 |
1.6% |
0-003 |
0.0% |
93% |
False |
False |
|
40 |
109-035 |
105-088 |
3-268 |
3.5% |
0-001 |
0.0% |
97% |
False |
False |
|
60 |
109-035 |
104-235 |
4-120 |
4.0% |
0-001 |
0.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-312 |
2.618 |
108-312 |
1.618 |
108-312 |
1.000 |
108-312 |
0.618 |
108-312 |
HIGH |
108-312 |
0.618 |
108-312 |
0.500 |
108-312 |
0.382 |
108-312 |
LOW |
108-312 |
0.618 |
108-312 |
1.000 |
108-312 |
1.618 |
108-312 |
2.618 |
108-312 |
4.250 |
108-312 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
108-312 |
109-004 |
PP |
108-312 |
109-000 |
S1 |
108-312 |
108-316 |
|