ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-220 |
106-172 |
-0-048 |
-0.1% |
105-198 |
| High |
106-262 |
107-025 |
0-082 |
0.2% |
107-025 |
| Low |
106-098 |
106-120 |
0-022 |
0.1% |
105-150 |
| Close |
106-118 |
106-310 |
0-192 |
0.6% |
106-310 |
| Range |
0-165 |
0-225 |
0-060 |
36.4% |
1-195 |
| ATR |
0-158 |
0-163 |
0-005 |
3.1% |
0-000 |
| Volume |
49,293 |
10,832 |
-38,461 |
-78.0% |
9,329,319 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-293 |
108-207 |
107-114 |
|
| R3 |
108-068 |
107-302 |
107-052 |
|
| R2 |
107-163 |
107-163 |
107-031 |
|
| R1 |
107-077 |
107-077 |
107-011 |
107-120 |
| PP |
106-258 |
106-258 |
106-258 |
106-280 |
| S1 |
106-172 |
106-172 |
106-289 |
106-215 |
| S2 |
106-033 |
106-033 |
106-269 |
|
| S3 |
105-128 |
105-267 |
106-248 |
|
| S4 |
104-223 |
105-042 |
106-186 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-107 |
110-243 |
107-273 |
|
| R3 |
109-232 |
109-048 |
107-132 |
|
| R2 |
108-037 |
108-037 |
107-084 |
|
| R1 |
107-173 |
107-173 |
107-037 |
107-265 |
| PP |
106-162 |
106-162 |
106-162 |
106-208 |
| S1 |
105-298 |
105-298 |
106-263 |
106-070 |
| S2 |
104-287 |
104-287 |
106-216 |
|
| S3 |
103-092 |
104-103 |
106-168 |
|
| S4 |
101-217 |
102-228 |
106-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-025 |
105-150 |
1-195 |
1.5% |
0-178 |
0.5% |
93% |
True |
False |
1,865,863 |
| 10 |
107-025 |
105-150 |
1-195 |
1.5% |
0-147 |
0.4% |
93% |
True |
False |
2,027,453 |
| 20 |
107-025 |
104-240 |
2-105 |
2.2% |
0-165 |
0.5% |
95% |
True |
False |
1,747,438 |
| 40 |
107-025 |
103-235 |
3-110 |
3.1% |
0-164 |
0.5% |
97% |
True |
False |
1,566,905 |
| 60 |
107-025 |
103-235 |
3-110 |
3.1% |
0-151 |
0.4% |
97% |
True |
False |
1,424,692 |
| 80 |
107-300 |
103-235 |
4-065 |
3.9% |
0-150 |
0.4% |
77% |
False |
False |
1,310,813 |
| 100 |
108-222 |
103-235 |
4-308 |
4.6% |
0-147 |
0.4% |
65% |
False |
False |
1,049,537 |
| 120 |
108-255 |
103-235 |
5-020 |
4.7% |
0-126 |
0.4% |
64% |
False |
False |
874,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-021 |
|
2.618 |
108-294 |
|
1.618 |
108-069 |
|
1.000 |
107-250 |
|
0.618 |
107-164 |
|
HIGH |
107-025 |
|
0.618 |
106-259 |
|
0.500 |
106-232 |
|
0.382 |
106-206 |
|
LOW |
106-120 |
|
0.618 |
105-301 |
|
1.000 |
105-215 |
|
1.618 |
105-076 |
|
2.618 |
104-171 |
|
4.250 |
103-124 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-284 |
106-280 |
| PP |
106-258 |
106-251 |
| S1 |
106-232 |
106-221 |
|