ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	107-255	108-040	0-105	0.3%	106-180
High	108-050	108-102	0-052	0.2%	108-075
Low	107-252	108-040	0-108	0.3%	106-118
Close	108-010	108-040	0-030	0.1%	107-268
Range	0-118	0-062	-0-055	-46.8%	1-278
ATR	0-152	0-147	-0-004	-2.8%	0-000
Volume	23	0	-23	-100.0%	1,629

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-248	108-207	108-074
R3	108-186	108-144	108-057
R2	108-123	108-123	108-051
R1	108-082	108-082	108-046	108-071
PP	108-061	108-061	108-061	108-056
S1	108-019	108-019	108-034	108-009
S2	107-318	107-318	108-029
S3	107-256	107-277	108-023
S4	107-193	107-214	108-006

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	108-102	107-220	0-202	0.6%	0-096	0.3%	69%	True	False	41
10	108-102	106-118	1-305	1.8%	0-128	0.4%	90%	True	False	997
20	108-102	105-150	2-272	2.6%	0-137	0.4%	93%	True	False	569,010
40	108-102	104-002	4-100	4.0%	0-149	0.4%	95%	True	False	1,103,780
60	108-102	103-235	4-188	4.2%	0-153	0.4%	96%	True	False	1,189,035
80	108-102	103-235	4-188	4.2%	0-145	0.4%	96%	True	False	1,160,114
100	108-102	103-235	4-188	4.2%	0-146	0.4%	96%	True	False	1,049,622
120	108-222	103-235	4-308	4.6%	0-140	0.4%	89%	False	False	874,838

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	109-048
2.618	108-266
1.618	108-204
1.000	108-165
0.618	108-141
HIGH	108-102
0.618	108-079
0.500	108-071
0.382	108-064
LOW	108-040
0.618	108-001
1.000	107-298
1.618	107-259
2.618	107-196
4.250	107-094

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	108-071	108-031
PP	108-061	108-022
S1	108-050	108-014

Download as Excel Spreadsheet

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

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