ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-290 |
106-250 |
-0-040 |
-0.1% |
105-198 |
| High |
107-010 |
107-018 |
0-008 |
0.0% |
107-025 |
| Low |
106-182 |
106-238 |
0-055 |
0.2% |
105-150 |
| Close |
106-200 |
107-008 |
0-128 |
0.4% |
106-310 |
| Range |
0-148 |
0-100 |
-0-048 |
-32.2% |
1-195 |
| ATR |
0-162 |
0-160 |
-0-002 |
-1.1% |
0-000 |
| Volume |
5,827 |
4,070 |
-1,757 |
-30.2% |
9,329,319 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-281 |
107-244 |
107-062 |
|
| R3 |
107-181 |
107-144 |
107-035 |
|
| R2 |
107-081 |
107-081 |
107-026 |
|
| R1 |
107-044 |
107-044 |
107-017 |
107-062 |
| PP |
106-301 |
106-301 |
106-301 |
106-310 |
| S1 |
106-264 |
106-264 |
106-318 |
106-282 |
| S2 |
106-201 |
106-201 |
106-309 |
|
| S3 |
106-101 |
106-164 |
106-300 |
|
| S4 |
106-001 |
106-064 |
106-272 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-107 |
110-243 |
107-273 |
|
| R3 |
109-232 |
109-048 |
107-132 |
|
| R2 |
108-037 |
108-037 |
107-084 |
|
| R1 |
107-173 |
107-173 |
107-037 |
107-265 |
| PP |
106-162 |
106-162 |
106-162 |
106-208 |
| S1 |
105-298 |
105-298 |
106-263 |
106-070 |
| S2 |
104-287 |
104-287 |
106-216 |
|
| S3 |
103-092 |
104-103 |
106-168 |
|
| S4 |
101-217 |
102-228 |
106-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-025 |
106-098 |
0-248 |
0.7% |
0-154 |
0.4% |
93% |
False |
False |
120,312 |
| 10 |
107-025 |
105-150 |
1-195 |
1.5% |
0-148 |
0.4% |
97% |
False |
False |
1,762,376 |
| 20 |
107-025 |
104-240 |
2-105 |
2.2% |
0-155 |
0.5% |
98% |
False |
False |
1,576,052 |
| 40 |
107-025 |
103-235 |
3-110 |
3.1% |
0-160 |
0.5% |
98% |
False |
False |
1,514,088 |
| 60 |
107-025 |
103-235 |
3-110 |
3.1% |
0-153 |
0.4% |
98% |
False |
False |
1,402,003 |
| 80 |
107-092 |
103-235 |
3-178 |
3.3% |
0-148 |
0.4% |
93% |
False |
False |
1,310,138 |
| 100 |
108-222 |
103-235 |
4-308 |
4.6% |
0-147 |
0.4% |
66% |
False |
False |
1,049,634 |
| 120 |
108-255 |
103-235 |
5-020 |
4.7% |
0-128 |
0.4% |
65% |
False |
False |
874,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-122 |
|
2.618 |
107-279 |
|
1.618 |
107-179 |
|
1.000 |
107-118 |
|
0.618 |
107-079 |
|
HIGH |
107-018 |
|
0.618 |
106-299 |
|
0.500 |
106-288 |
|
0.382 |
106-276 |
|
LOW |
106-238 |
|
0.618 |
106-176 |
|
1.000 |
106-138 |
|
1.618 |
106-076 |
|
2.618 |
105-296 |
|
4.250 |
105-132 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-314 |
106-296 |
| PP |
106-301 |
106-264 |
| S1 |
106-288 |
106-232 |
|