ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	107-280	107-255	-0-025	-0.1%	106-180
High	108-005	108-050	0-045	0.1%	108-075
Low	107-245	107-252	0-008	0.0%	106-118
Close	107-265	108-010	0-065	0.2%	107-268
Range	0-080	0-118	0-038	46.9%	1-278
ATR	0-154	0-152	-0-003	-1.7%	0-000
Volume	117	23	-94	-80.3%	1,629

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-030	108-298	108-075
R3	108-232	108-180	108-042
R2	108-115	108-115	108-032
R1	108-062	108-062	108-021	108-089
PP	107-318	107-318	107-318	108-011
S1	107-265	107-265	107-319	107-291
S2	107-200	107-200	107-308
S3	107-082	107-148	107-298
S4	106-285	107-030	107-265

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	107-220	0-175	0.5%	0-102	0.3%	63%	False	False	46
10	108-075	106-118	1-278	1.7%	0-133	0.4%	89%	False	False	1,004
20	108-075	105-150	2-245	2.6%	0-141	0.4%	93%	False	False	746,800
40	108-075	104-002	4-072	3.9%	0-151	0.4%	95%	False	False	1,136,004
60	108-075	103-235	4-160	4.2%	0-155	0.4%	95%	False	False	1,213,538
80	108-075	103-235	4-160	4.2%	0-147	0.4%	95%	False	False	1,186,893
100	108-075	103-235	4-160	4.2%	0-147	0.4%	95%	False	False	1,049,669
120	108-222	103-235	4-308	4.6%	0-139	0.4%	87%	False	False	874,838

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109-229
2.618	109-038
1.618	108-240
1.000	108-168
0.618	108-123
HIGH	108-050
0.618	108-005
0.500	107-311
0.382	107-297
LOW	107-252
0.618	107-180
1.000	107-135
1.618	107-062
2.618	106-265
4.250	106-073

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	108-004	108-001
PP	107-318	107-312
S1	107-311	107-302

Download as Excel Spreadsheet

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

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