ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
107-312 |
107-280 |
-0-032 |
-0.1% |
106-180 |
| High |
108-002 |
108-005 |
0-002 |
0.0% |
108-075 |
| Low |
107-235 |
107-245 |
0-010 |
0.0% |
106-118 |
| Close |
107-235 |
107-265 |
0-030 |
0.1% |
107-268 |
| Range |
0-088 |
0-080 |
-0-008 |
-8.6% |
1-278 |
| ATR |
0-159 |
0-154 |
-0-005 |
-3.1% |
0-000 |
| Volume |
1 |
117 |
116 |
11,600.0% |
1,629 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-198 |
108-152 |
107-309 |
|
| R3 |
108-118 |
108-072 |
107-287 |
|
| R2 |
108-038 |
108-038 |
107-280 |
|
| R1 |
107-312 |
107-312 |
107-272 |
107-295 |
| PP |
107-278 |
107-278 |
107-278 |
107-270 |
| S1 |
107-232 |
107-232 |
107-258 |
107-215 |
| S2 |
107-198 |
107-198 |
107-250 |
|
| S3 |
107-118 |
107-152 |
107-243 |
|
| S4 |
107-038 |
107-072 |
107-221 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-026 |
112-104 |
108-276 |
|
| R3 |
111-068 |
110-147 |
108-112 |
|
| R2 |
109-111 |
109-111 |
108-057 |
|
| R1 |
108-189 |
108-189 |
108-002 |
108-310 |
| PP |
107-153 |
107-153 |
107-153 |
107-214 |
| S1 |
106-232 |
106-232 |
107-213 |
107-032 |
| S2 |
105-196 |
105-196 |
107-158 |
|
| S3 |
103-238 |
104-274 |
107-103 |
|
| S4 |
101-281 |
102-317 |
106-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-075 |
106-202 |
1-192 |
1.5% |
0-150 |
0.4% |
75% |
False |
False |
148 |
| 10 |
108-075 |
106-118 |
1-278 |
1.7% |
0-130 |
0.4% |
78% |
False |
False |
1,696 |
| 20 |
108-075 |
105-150 |
2-245 |
2.6% |
0-139 |
0.4% |
85% |
False |
False |
882,036 |
| 40 |
108-075 |
104-002 |
4-072 |
3.9% |
0-152 |
0.4% |
90% |
False |
False |
1,169,933 |
| 60 |
108-075 |
103-235 |
4-160 |
4.2% |
0-155 |
0.4% |
91% |
False |
False |
1,230,954 |
| 80 |
108-075 |
103-235 |
4-160 |
4.2% |
0-147 |
0.4% |
91% |
False |
False |
1,223,783 |
| 100 |
108-075 |
103-235 |
4-160 |
4.2% |
0-146 |
0.4% |
91% |
False |
False |
1,049,702 |
| 120 |
108-222 |
103-235 |
4-308 |
4.6% |
0-139 |
0.4% |
83% |
False |
False |
874,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-025 |
|
2.618 |
108-214 |
|
1.618 |
108-134 |
|
1.000 |
108-085 |
|
0.618 |
108-054 |
|
HIGH |
108-005 |
|
0.618 |
107-294 |
|
0.500 |
107-285 |
|
0.382 |
107-276 |
|
LOW |
107-245 |
|
0.618 |
107-196 |
|
1.000 |
107-165 |
|
1.618 |
107-116 |
|
2.618 |
107-036 |
|
4.250 |
106-225 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-285 |
107-288 |
| PP |
107-278 |
107-280 |
| S1 |
107-272 |
107-272 |
|