ECBOT 5 Year T-Note Future June 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 |
109-025 |
109-052 |
0-028 |
0.1% |
108-312 |
High |
109-025 |
109-052 |
0-028 |
0.1% |
109-128 |
Low |
109-025 |
109-052 |
0-028 |
0.1% |
108-312 |
Close |
109-025 |
109-052 |
0-028 |
0.1% |
109-052 |
Range |
|
|
|
|
|
ATR |
0-086 |
0-081 |
-0-004 |
-4.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-052 |
109-052 |
109-052 |
|
R3 |
109-052 |
109-052 |
109-052 |
|
R2 |
109-052 |
109-052 |
109-052 |
|
R1 |
109-052 |
109-052 |
109-052 |
109-052 |
PP |
109-052 |
109-052 |
109-052 |
109-052 |
S1 |
109-052 |
109-052 |
109-052 |
109-052 |
S2 |
109-052 |
109-052 |
109-052 |
|
S3 |
109-052 |
109-052 |
109-052 |
|
S4 |
109-052 |
109-052 |
109-052 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-142 |
110-072 |
109-127 |
|
R3 |
110-008 |
109-258 |
109-090 |
|
R2 |
109-192 |
109-192 |
109-077 |
|
R1 |
109-122 |
109-122 |
109-065 |
109-158 |
PP |
109-058 |
109-058 |
109-058 |
109-075 |
S1 |
108-308 |
108-308 |
109-040 |
109-022 |
S2 |
108-242 |
108-242 |
109-028 |
|
S3 |
108-108 |
108-172 |
109-015 |
|
S4 |
107-292 |
108-038 |
108-298 |
|
|
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% |
0-004 |
0.0% |
52% |
False |
False |
|
10 |
109-128 |
108-188 |
0-260 |
0.7% |
0-008 |
0.0% |
71% |
False |
False |
|
20 |
109-128 |
107-138 |
1-310 |
1.8% |
0-004 |
0.0% |
88% |
False |
False |
|
40 |
109-128 |
105-278 |
3-170 |
3.2% |
0-002 |
0.0% |
93% |
False |
False |
|
60 |
109-128 |
104-235 |
4-212 |
4.3% |
0-001 |
0.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-052 |
2.618 |
109-052 |
1.618 |
109-052 |
1.000 |
109-052 |
0.618 |
109-052 |
HIGH |
109-052 |
0.618 |
109-052 |
0.500 |
109-052 |
0.382 |
109-052 |
LOW |
109-052 |
0.618 |
109-052 |
1.000 |
109-052 |
1.618 |
109-052 |
2.618 |
109-052 |
4.250 |
109-052 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
109-052 |
109-076 |
PP |
109-052 |
109-068 |
S1 |
109-052 |
109-060 |
|