ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
107-185 |
0-190 |
0.6% |
106-028 |
| High |
107-198 |
107-188 |
-0-010 |
0.0% |
107-198 |
| Low |
106-270 |
107-018 |
0-068 |
0.2% |
105-298 |
| Close |
107-152 |
107-035 |
-0-118 |
-0.3% |
107-152 |
| Range |
0-248 |
0-170 |
-0-078 |
-31.3% |
1-220 |
| ATR |
0-164 |
0-165 |
0-000 |
0.2% |
0-000 |
| Volume |
1,846,670 |
1,205,347 |
-641,323 |
-34.7% |
14,144,225 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-270 |
108-162 |
107-128 |
|
| R3 |
108-100 |
107-312 |
107-082 |
|
| R2 |
107-250 |
107-250 |
107-066 |
|
| R1 |
107-142 |
107-142 |
107-051 |
107-111 |
| PP |
107-080 |
107-080 |
107-080 |
107-064 |
| S1 |
106-292 |
106-292 |
107-019 |
106-261 |
| S2 |
106-230 |
106-230 |
107-004 |
|
| S3 |
106-060 |
106-122 |
106-308 |
|
| S4 |
105-210 |
105-272 |
106-262 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-022 |
111-148 |
108-130 |
|
| R3 |
110-122 |
109-248 |
107-301 |
|
| R2 |
108-222 |
108-222 |
107-252 |
|
| R1 |
108-028 |
108-028 |
107-202 |
108-125 |
| PP |
107-002 |
107-002 |
107-002 |
107-051 |
| S1 |
106-128 |
106-128 |
107-103 |
106-225 |
| S2 |
105-102 |
105-102 |
107-054 |
|
| S3 |
103-202 |
104-228 |
107-004 |
|
| S4 |
101-302 |
103-008 |
106-176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-198 |
106-095 |
1-102 |
1.2% |
0-188 |
0.5% |
62% |
False |
False |
1,942,163 |
| 10 |
107-198 |
105-298 |
1-220 |
1.6% |
0-156 |
0.5% |
70% |
False |
False |
2,135,818 |
| 20 |
107-198 |
105-050 |
2-148 |
2.3% |
0-164 |
0.5% |
79% |
False |
False |
1,089,923 |
| 40 |
107-198 |
104-040 |
3-158 |
3.3% |
0-146 |
0.4% |
85% |
False |
False |
546,016 |
| 60 |
107-198 |
104-040 |
3-158 |
3.3% |
0-102 |
0.3% |
85% |
False |
False |
364,015 |
| 80 |
107-215 |
104-040 |
3-175 |
3.3% |
0-077 |
0.2% |
84% |
False |
False |
273,011 |
| 100 |
109-030 |
104-040 |
4-310 |
4.6% |
0-061 |
0.2% |
60% |
False |
False |
218,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-270 |
|
2.618 |
108-313 |
|
1.618 |
108-143 |
|
1.000 |
108-038 |
|
0.618 |
107-293 |
|
HIGH |
107-188 |
|
0.618 |
107-123 |
|
0.500 |
107-102 |
|
0.382 |
107-082 |
|
LOW |
107-018 |
|
0.618 |
106-232 |
|
1.000 |
106-168 |
|
1.618 |
106-062 |
|
2.618 |
105-212 |
|
4.250 |
104-255 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-102 |
107-062 |
| PP |
107-080 |
107-053 |
| S1 |
107-058 |
107-044 |
|