ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-160 |
106-315 |
-0-165 |
-0.5% |
107-185 |
| High |
107-172 |
107-005 |
-0-168 |
-0.5% |
107-225 |
| Low |
106-265 |
106-242 |
-0-022 |
-0.1% |
106-265 |
| Close |
106-308 |
106-310 |
0-002 |
0.0% |
106-308 |
| Range |
0-228 |
0-082 |
-0-145 |
-63.7% |
0-280 |
| ATR |
0-164 |
0-158 |
-0-006 |
-3.5% |
0-000 |
| Volume |
1,571,374 |
946,424 |
-624,950 |
-39.8% |
6,629,172 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-220 |
107-188 |
107-035 |
|
| R3 |
107-138 |
107-105 |
107-013 |
|
| R2 |
107-055 |
107-055 |
107-005 |
|
| R1 |
107-022 |
107-022 |
106-318 |
106-318 |
| PP |
106-292 |
106-292 |
106-292 |
106-280 |
| S1 |
106-260 |
106-260 |
106-302 |
106-235 |
| S2 |
106-210 |
106-210 |
106-295 |
|
| S3 |
106-128 |
106-178 |
106-287 |
|
| S4 |
106-045 |
106-095 |
106-265 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-252 |
109-080 |
107-142 |
|
| R3 |
108-292 |
108-120 |
107-064 |
|
| R2 |
108-012 |
108-012 |
107-039 |
|
| R1 |
107-160 |
107-160 |
107-013 |
107-106 |
| PP |
107-052 |
107-052 |
107-052 |
107-026 |
| S1 |
106-200 |
106-200 |
106-282 |
106-146 |
| S2 |
106-092 |
106-092 |
106-256 |
|
| S3 |
105-132 |
105-240 |
106-230 |
|
| S4 |
104-172 |
104-280 |
106-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-225 |
106-242 |
0-302 |
0.9% |
0-134 |
0.4% |
22% |
False |
True |
1,274,049 |
| 10 |
107-225 |
106-095 |
1-130 |
1.3% |
0-160 |
0.5% |
48% |
False |
False |
1,608,106 |
| 20 |
107-225 |
105-050 |
2-175 |
2.4% |
0-160 |
0.5% |
71% |
False |
False |
1,403,427 |
| 40 |
107-225 |
104-040 |
3-185 |
3.3% |
0-151 |
0.4% |
79% |
False |
False |
705,269 |
| 60 |
107-225 |
104-040 |
3-185 |
3.3% |
0-114 |
0.3% |
79% |
False |
False |
470,185 |
| 80 |
107-225 |
104-040 |
3-185 |
3.3% |
0-085 |
0.2% |
79% |
False |
False |
352,639 |
| 100 |
108-170 |
104-040 |
4-130 |
4.1% |
0-068 |
0.2% |
65% |
False |
False |
282,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-036 |
|
2.618 |
107-221 |
|
1.618 |
107-138 |
|
1.000 |
107-088 |
|
0.618 |
107-056 |
|
HIGH |
107-005 |
|
0.618 |
106-293 |
|
0.500 |
106-284 |
|
0.382 |
106-274 |
|
LOW |
106-242 |
|
0.618 |
106-192 |
|
1.000 |
106-160 |
|
1.618 |
106-109 |
|
2.618 |
106-027 |
|
4.250 |
105-212 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-301 |
107-074 |
| PP |
106-292 |
107-046 |
| S1 |
106-284 |
107-018 |
|