ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
107-000 |
0-005 |
0.0% |
107-185 |
| High |
107-005 |
107-130 |
0-125 |
0.4% |
107-225 |
| Low |
106-242 |
106-292 |
0-050 |
0.1% |
106-265 |
| Close |
106-310 |
107-025 |
0-035 |
0.1% |
106-308 |
| Range |
0-082 |
0-158 |
0-075 |
90.9% |
0-280 |
| ATR |
0-158 |
0-158 |
0-000 |
0.0% |
0-000 |
| Volume |
946,424 |
1,355,998 |
409,574 |
43.3% |
6,629,172 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-195 |
108-108 |
107-112 |
|
| R3 |
108-038 |
107-270 |
107-068 |
|
| R2 |
107-200 |
107-200 |
107-054 |
|
| R1 |
107-112 |
107-112 |
107-039 |
107-156 |
| PP |
107-042 |
107-042 |
107-042 |
107-064 |
| S1 |
106-275 |
106-275 |
107-011 |
106-319 |
| S2 |
106-205 |
106-205 |
106-316 |
|
| S3 |
106-048 |
106-118 |
106-302 |
|
| S4 |
105-210 |
105-280 |
106-258 |
|
|
| 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% |
0-138 |
0.4% |
34% |
False |
False |
1,250,816 |
| 10 |
107-225 |
106-242 |
0-302 |
0.9% |
0-155 |
0.5% |
34% |
False |
False |
1,483,067 |
| 20 |
107-225 |
105-112 |
2-112 |
2.2% |
0-163 |
0.5% |
73% |
False |
False |
1,469,213 |
| 40 |
107-225 |
104-040 |
3-185 |
3.3% |
0-154 |
0.5% |
83% |
False |
False |
739,169 |
| 60 |
107-225 |
104-040 |
3-185 |
3.3% |
0-116 |
0.3% |
83% |
False |
False |
492,785 |
| 80 |
107-225 |
104-040 |
3-185 |
3.3% |
0-087 |
0.3% |
83% |
False |
False |
369,589 |
| 100 |
108-155 |
104-040 |
4-115 |
4.1% |
0-070 |
0.2% |
68% |
False |
False |
295,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-159 |
|
2.618 |
108-222 |
|
1.618 |
108-065 |
|
1.000 |
107-288 |
|
0.618 |
107-227 |
|
HIGH |
107-130 |
|
0.618 |
107-070 |
|
0.500 |
107-051 |
|
0.382 |
107-033 |
|
LOW |
106-292 |
|
0.618 |
106-195 |
|
1.000 |
106-135 |
|
1.618 |
106-038 |
|
2.618 |
105-200 |
|
4.250 |
104-263 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-051 |
107-048 |
| PP |
107-042 |
107-040 |
| S1 |
107-034 |
107-032 |
|