ECBOT 5 Year T-Note Future March 2024
| 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 |
107-165 |
107-202 |
0-038 |
0.1% |
106-028 |
| High |
107-208 |
107-225 |
0-018 |
0.1% |
107-198 |
| Low |
107-105 |
107-105 |
0-000 |
0.0% |
105-298 |
| Close |
107-182 |
107-198 |
0-015 |
0.0% |
107-152 |
| Range |
0-102 |
0-120 |
0-018 |
17.1% |
1-220 |
| ATR |
0-160 |
0-157 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,201,907 |
1,178,378 |
-23,529 |
-2.0% |
14,144,225 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-216 |
108-167 |
107-264 |
|
| R3 |
108-096 |
108-047 |
107-230 |
|
| R2 |
107-296 |
107-296 |
107-220 |
|
| R1 |
107-247 |
107-247 |
107-208 |
107-211 |
| PP |
107-176 |
107-176 |
107-176 |
107-158 |
| S1 |
107-127 |
107-127 |
107-186 |
107-091 |
| S2 |
107-056 |
107-056 |
107-176 |
|
| S3 |
106-256 |
107-007 |
107-164 |
|
| S4 |
106-136 |
106-207 |
107-132 |
|
|
| 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 |
107-225 |
106-270 |
0-275 |
0.8% |
0-155 |
0.5% |
90% |
True |
False |
1,380,893 |
| 10 |
107-225 |
105-298 |
1-248 |
1.6% |
0-160 |
0.5% |
95% |
True |
False |
2,068,158 |
| 20 |
107-225 |
105-050 |
2-175 |
2.4% |
0-163 |
0.5% |
97% |
True |
False |
1,280,074 |
| 40 |
107-225 |
104-040 |
3-185 |
3.3% |
0-149 |
0.4% |
98% |
True |
False |
642,325 |
| 60 |
107-225 |
104-040 |
3-185 |
3.3% |
0-108 |
0.3% |
98% |
True |
False |
428,222 |
| 80 |
107-225 |
104-040 |
3-185 |
3.3% |
0-081 |
0.2% |
98% |
True |
False |
321,166 |
| 100 |
109-030 |
104-040 |
4-310 |
4.6% |
0-065 |
0.2% |
70% |
False |
False |
256,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-095 |
|
2.618 |
108-219 |
|
1.618 |
108-099 |
|
1.000 |
108-025 |
|
0.618 |
107-299 |
|
HIGH |
107-225 |
|
0.618 |
107-179 |
|
0.500 |
107-165 |
|
0.382 |
107-151 |
|
LOW |
107-105 |
|
0.618 |
107-031 |
|
1.000 |
106-305 |
|
1.618 |
106-231 |
|
2.618 |
106-111 |
|
4.250 |
105-235 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-187 |
107-179 |
| PP |
107-176 |
107-160 |
| S1 |
107-165 |
107-141 |
|