ECBOT 5 Year T-Note Future June 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 |
109-128 |
109-025 |
-0-102 |
-0.3% |
108-188 |
High |
109-128 |
109-025 |
-0-102 |
-0.3% |
109-035 |
Low |
109-105 |
109-025 |
-0-080 |
-0.2% |
108-188 |
Close |
109-105 |
109-025 |
-0-080 |
-0.2% |
108-292 |
Range |
0-022 |
0-000 |
-0-022 |
-100.0% |
0-168 |
ATR |
0-086 |
0-086 |
0-000 |
-0.5% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
2 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-025 |
109-025 |
109-025 |
|
R3 |
109-025 |
109-025 |
109-025 |
|
R2 |
109-025 |
109-025 |
109-025 |
|
R1 |
109-025 |
109-025 |
109-025 |
109-025 |
PP |
109-025 |
109-025 |
109-025 |
109-025 |
S1 |
109-025 |
109-025 |
109-025 |
109-025 |
S2 |
109-025 |
109-025 |
109-025 |
|
S3 |
109-025 |
109-025 |
109-025 |
|
S4 |
109-025 |
109-025 |
109-025 |
|
|
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 |
109-128 |
108-292 |
0-155 |
0.4% |
0-015 |
0.0% |
34% |
False |
False |
|
10 |
109-128 |
108-188 |
0-260 |
0.7% |
0-008 |
0.0% |
61% |
False |
False |
|
20 |
109-128 |
107-102 |
2-025 |
1.9% |
0-004 |
0.0% |
85% |
False |
False |
|
40 |
109-128 |
105-248 |
3-200 |
3.3% |
0-002 |
0.0% |
91% |
False |
False |
|
60 |
109-128 |
104-235 |
4-212 |
4.3% |
0-001 |
0.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-025 |
2.618 |
109-025 |
1.618 |
109-025 |
1.000 |
109-025 |
0.618 |
109-025 |
HIGH |
109-025 |
0.618 |
109-025 |
0.500 |
109-025 |
0.382 |
109-025 |
LOW |
109-025 |
0.618 |
109-025 |
1.000 |
109-025 |
1.618 |
109-025 |
2.618 |
109-025 |
4.250 |
109-025 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
109-025 |
109-060 |
PP |
109-025 |
109-048 |
S1 |
109-025 |
109-037 |
|