ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	108-000	107-282	-0-038	-0.1%	106-180
High	108-075	108-035	-0-040	-0.1%	108-075
Low	107-308	107-220	-0-088	-0.3%	106-118
Close	107-308	107-268	-0-040	-0.1%	107-268
Range	0-088	0-135	0-048	54.3%	1-278
ATR	0-167	0-165	-0-002	-1.4%	0-000
Volume	22	67	45	204.5%	1,629

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-046	108-292	108-022
R3	108-231	108-157	107-305
R2	108-096	108-096	107-292
R1	108-022	108-022	107-280	107-311
PP	107-281	107-281	107-281	107-266
S1	107-207	107-207	107-255	107-176
S2	107-146	107-146	107-243
S3	107-011	107-072	107-230
S4	106-196	106-257	107-193

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	106-118	1-278	1.7%	0-156	0.5%	79%	False	False	325
10	108-075	106-118	1-278	1.7%	0-138	0.4%	79%	False	False	2,674
20	108-075	105-150	2-245	2.6%	0-142	0.4%	86%	False	False	1,015,064
40	108-075	103-295	4-100	4.0%	0-157	0.5%	91%	False	False	1,238,030
60	108-075	103-235	4-160	4.2%	0-156	0.5%	91%	False	False	1,263,125
80	108-075	103-235	4-160	4.2%	0-148	0.4%	91%	False	False	1,286,764
100	108-075	103-235	4-160	4.2%	0-149	0.4%	91%	False	False	1,049,730
120	108-222	103-235	4-308	4.6%	0-138	0.4%	83%	False	False	874,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109-289
2.618	109-068
1.618	108-253
1.000	108-170
0.618	108-118
HIGH	108-035
0.618	107-303
0.500	107-288
0.382	107-272
LOW	107-220
0.618	107-137
1.000	107-085
1.618	107-002
2.618	106-187
4.250	105-286

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	107-288	107-225
PP	107-281	107-182
S1	107-274	107-139

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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