ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-305 |
107-025 |
0-040 |
0.1% |
105-198 |
| High |
107-035 |
107-070 |
0-035 |
0.1% |
107-025 |
| Low |
106-272 |
106-280 |
0-008 |
0.0% |
105-150 |
| Close |
107-020 |
107-042 |
0-022 |
0.1% |
106-310 |
| Range |
0-082 |
0-110 |
0-028 |
33.3% |
1-195 |
| ATR |
0-155 |
0-152 |
-0-003 |
-2.1% |
0-000 |
| Volume |
6,946 |
70 |
-6,876 |
-99.0% |
9,329,319 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-034 |
107-308 |
107-103 |
|
| R3 |
107-244 |
107-198 |
107-073 |
|
| R2 |
107-134 |
107-134 |
107-063 |
|
| R1 |
107-088 |
107-088 |
107-053 |
107-111 |
| PP |
107-024 |
107-024 |
107-024 |
107-036 |
| S1 |
106-298 |
106-298 |
107-032 |
107-001 |
| S2 |
106-234 |
106-234 |
107-022 |
|
| S3 |
106-124 |
106-188 |
107-012 |
|
| S4 |
106-014 |
106-078 |
106-302 |
|
|
| 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 |
107-070 |
106-120 |
0-270 |
0.8% |
0-133 |
0.4% |
90% |
True |
False |
5,549 |
| 10 |
107-070 |
105-150 |
1-240 |
1.6% |
0-145 |
0.4% |
95% |
True |
False |
1,137,022 |
| 20 |
107-070 |
104-240 |
2-150 |
2.3% |
0-154 |
0.4% |
97% |
True |
False |
1,439,252 |
| 40 |
107-070 |
103-235 |
3-155 |
3.3% |
0-158 |
0.5% |
98% |
True |
False |
1,441,641 |
| 60 |
107-070 |
103-235 |
3-155 |
3.3% |
0-151 |
0.4% |
98% |
True |
False |
1,371,925 |
| 80 |
107-092 |
103-235 |
3-178 |
3.3% |
0-146 |
0.4% |
96% |
False |
False |
1,308,641 |
| 100 |
108-205 |
103-235 |
4-290 |
4.6% |
0-147 |
0.4% |
69% |
False |
False |
1,049,702 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-130 |
0.4% |
69% |
False |
False |
874,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-218 |
|
2.618 |
108-038 |
|
1.618 |
107-248 |
|
1.000 |
107-180 |
|
0.618 |
107-138 |
|
HIGH |
107-070 |
|
0.618 |
107-028 |
|
0.500 |
107-015 |
|
0.382 |
107-002 |
|
LOW |
106-280 |
|
0.618 |
106-212 |
|
1.000 |
106-170 |
|
1.618 |
106-102 |
|
2.618 |
105-312 |
|
4.250 |
105-132 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-033 |
107-026 |
| PP |
107-024 |
107-010 |
| S1 |
107-015 |
106-314 |
|