ECBOT 5 Year T-Note Future March 2024
| 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 |
107-185 |
107-068 |
-0-118 |
-0.3% |
106-028 |
| High |
107-188 |
107-192 |
0-005 |
0.0% |
107-198 |
| Low |
107-018 |
107-058 |
0-040 |
0.1% |
105-298 |
| Close |
107-035 |
107-170 |
0-135 |
0.4% |
107-152 |
| Range |
0-170 |
0-135 |
-0-035 |
-20.6% |
1-220 |
| ATR |
0-165 |
0-164 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,205,347 |
1,472,166 |
266,819 |
22.1% |
14,144,225 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-225 |
108-172 |
107-244 |
|
| R3 |
108-090 |
108-038 |
107-207 |
|
| R2 |
107-275 |
107-275 |
107-195 |
|
| R1 |
107-222 |
107-222 |
107-182 |
107-249 |
| PP |
107-140 |
107-140 |
107-140 |
107-153 |
| S1 |
107-088 |
107-088 |
107-158 |
107-114 |
| S2 |
107-005 |
107-005 |
107-145 |
|
| S3 |
106-190 |
106-272 |
107-133 |
|
| S4 |
106-055 |
106-138 |
107-096 |
|
|
| 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 |
106-248 |
0-270 |
0.8% |
0-172 |
0.5% |
90% |
False |
False |
1,715,318 |
| 10 |
107-198 |
105-298 |
1-220 |
1.6% |
0-161 |
0.5% |
95% |
False |
False |
2,240,708 |
| 20 |
107-198 |
105-050 |
2-148 |
2.3% |
0-163 |
0.5% |
97% |
False |
False |
1,163,028 |
| 40 |
107-198 |
104-040 |
3-158 |
3.2% |
0-149 |
0.4% |
98% |
False |
False |
582,820 |
| 60 |
107-198 |
104-040 |
3-158 |
3.2% |
0-105 |
0.3% |
98% |
False |
False |
388,551 |
| 80 |
107-215 |
104-040 |
3-175 |
3.3% |
0-078 |
0.2% |
96% |
False |
False |
291,413 |
| 100 |
109-030 |
104-040 |
4-310 |
4.6% |
0-063 |
0.2% |
69% |
False |
False |
233,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-126 |
|
2.618 |
108-226 |
|
1.618 |
108-091 |
|
1.000 |
108-008 |
|
0.618 |
107-276 |
|
HIGH |
107-192 |
|
0.618 |
107-141 |
|
0.500 |
107-125 |
|
0.382 |
107-109 |
|
LOW |
107-058 |
|
0.618 |
106-294 |
|
1.000 |
106-242 |
|
1.618 |
106-159 |
|
2.618 |
106-024 |
|
4.250 |
105-124 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-155 |
107-138 |
| PP |
107-140 |
107-106 |
| S1 |
107-125 |
107-074 |
|