ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	107-202	107-160	-0-042	-0.1%	107-185
High	107-225	107-172	-0-052	-0.2%	107-225
Low	107-105	106-265	-0-160	-0.5%	106-265
Close	107-198	106-308	-0-210	-0.6%	106-308
Range	0-120	0-228	0-108	89.6%	0-280
ATR	0-157	0-164	0-007	4.4%	0-000
Volume	1,178,378	1,571,374	392,996	33.4%	6,629,172

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-078	108-260	107-113
R3	108-170	108-032	107-050
R2	107-262	107-262	107-029
R1	107-125	107-125	107-008	107-080
PP	107-035	107-035	107-035	107-012
S1	106-218	106-218	106-287	106-172
S2	106-128	106-128	106-266
S3	105-220	105-310	106-245
S4	104-312	105-082	106-182

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-252	109-080	107-142
R3	108-292	108-120	107-064
R2	108-012	108-012	107-039
R1	107-160	107-160	107-013	107-106
PP	107-052	107-052	107-052	107-026
S1	106-200	106-200	106-282	106-146
S2	106-092	106-092	106-256
S3	105-132	105-240	106-230
S4	104-172	104-280	106-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-225	106-265	0-280	0.8%	0-151	0.4%	15%	False	True	1,325,834
10	107-225	105-298	1-248	1.7%	0-170	0.5%	58%	False	False	2,077,339
20	107-225	105-050	2-175	2.4%	0-163	0.5%	71%	False	False	1,357,078
40	107-225	104-040	3-185	3.3%	0-150	0.4%	79%	False	False	681,609
60	107-225	104-040	3-185	3.3%	0-112	0.3%	79%	False	False	454,411
80	107-225	104-040	3-185	3.3%	0-084	0.2%	79%	False	False	340,809
100	108-170	104-040	4-130	4.1%	0-067	0.2%	64%	False	False	272,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110-179
2.618	109-128
1.618	108-221
1.000	108-080
0.618	107-313
HIGH	107-172
0.618	107-086
0.500	107-059
0.382	107-032
LOW	106-265
0.618	106-124
1.000	106-038
1.618	105-217
2.618	104-309
4.250	103-258

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	107-059	107-085
PP	107-035	107-052
S1	107-011	107-020

Download as Excel Spreadsheet

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

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