ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	108-040	108-088	0-048	0.1%	107-312
High	108-102	108-132	0-030	0.1%	108-132
Low	108-040	108-078	0-038	0.1%	107-235
Close	108-040	108-078	0-038	0.1%	108-078
Range	0-062	0-055	-0-008	-12.0%	0-218
ATR	0-147	0-143	-0-004	-2.7%	0-000
Volume	0	128	128		269

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-261	108-224	108-108
R3	108-206	108-169	108-093
R2	108-151	108-151	108-088
R1	108-114	108-114	108-083	108-105
PP	108-096	108-096	108-096	108-091
S1	108-059	108-059	108-072	108-050
S2	108-041	108-041	108-067
S3	107-306	108-004	108-062
S4	107-251	107-269	108-047

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-054	109-283	108-197
R3	109-157	109-066	108-137
R2	108-259	108-259	108-117
R1	108-168	108-168	108-097	108-214
PP	108-042	108-042	108-042	108-064
S1	107-271	107-271	108-058	107-316
S2	107-144	107-144	108-038
S3	106-247	107-053	108-018
S4	106-029	106-156	107-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-132	107-235	0-218	0.6%	0-080	0.2%	75%	True	False	53
10	108-132	106-118	2-015	1.9%	0-118	0.3%	92%	True	False	189
20	108-132	105-150	2-302	2.7%	0-134	0.4%	94%	True	False	467,816
40	108-132	104-110	4-022	3.8%	0-145	0.4%	96%	True	False	1,065,451
60	108-132	103-235	4-218	4.3%	0-151	0.4%	96%	True	False	1,165,283
80	108-132	103-235	4-218	4.3%	0-144	0.4%	96%	True	False	1,143,765
100	108-132	103-235	4-218	4.3%	0-145	0.4%	96%	True	False	1,049,580
120	108-222	103-235	4-308	4.6%	0-140	0.4%	91%	False	False	874,839

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 72 trading days

Fibonacci Retracements and Extensions
4.250	109-046
2.618	108-276
1.618	108-221
1.000	108-188
0.618	108-166
HIGH	108-132
0.618	108-111
0.500	108-105
0.382	108-099
LOW	108-078
0.618	108-044
1.000	108-022
1.618	107-309
2.618	107-254
4.250	107-164

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	108-105	108-062
PP	108-096	108-048
S1	108-087	108-032

Download as Excel Spreadsheet

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

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