ECBOT 5 Year T-Note Future June 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 |
108-312 |
109-128 |
0-135 |
0.4% |
108-188 |
High |
108-312 |
109-128 |
0-135 |
0.4% |
109-035 |
Low |
108-312 |
109-105 |
0-112 |
0.3% |
108-188 |
Close |
108-312 |
109-105 |
0-112 |
0.3% |
108-292 |
Range |
0-000 |
0-022 |
0-022 |
|
0-168 |
ATR |
0-082 |
0-086 |
0-004 |
4.6% |
0-000 |
Volume |
0 |
1 |
1 |
|
2 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-180 |
109-165 |
109-117 |
|
R3 |
109-158 |
109-142 |
109-111 |
|
R2 |
109-135 |
109-135 |
109-109 |
|
R1 |
109-120 |
109-120 |
109-107 |
109-116 |
PP |
109-112 |
109-112 |
109-112 |
109-111 |
S1 |
109-098 |
109-098 |
109-103 |
109-094 |
S2 |
109-090 |
109-090 |
109-101 |
|
S3 |
109-068 |
109-075 |
109-099 |
|
S4 |
109-045 |
109-052 |
109-093 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-223 |
2.618 |
109-186 |
1.618 |
109-164 |
1.000 |
109-150 |
0.618 |
109-141 |
HIGH |
109-128 |
0.618 |
109-119 |
0.500 |
109-116 |
0.382 |
109-114 |
LOW |
109-105 |
0.618 |
109-091 |
1.000 |
109-082 |
1.618 |
109-069 |
2.618 |
109-046 |
4.250 |
109-009 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
109-116 |
109-087 |
PP |
109-112 |
109-068 |
S1 |
109-109 |
109-050 |
|