ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	107-035	108-075	1-040	1.1%	107-185
High	108-085	108-245	0-160	0.5%	107-225
Low	107-018	108-065	1-048	1.1%	106-265
Close	108-020	108-148	0-128	0.4%	106-308
Range	1-068	0-180	-0-208	-53.5%	0-280
ATR	0-174	0-178	0-004	2.1%	0-000
Volume	1,900,133	2,174,601	274,468	14.4%	6,629,172

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-052	109-280	108-246
R3	109-192	109-100	108-197
R2	109-012	109-012	108-180
R1	108-240	108-240	108-164	108-286
PP	108-152	108-152	108-152	108-176
S1	108-060	108-060	108-131	108-106
S2	107-292	107-292	108-114
S3	107-112	107-200	108-098
S4	106-252	107-020	108-048

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	108-245	106-242	2-002	1.9%	0-207	0.6%	85%	True	False	1,589,706
10	108-245	106-242	2-002	1.9%	0-181	0.5%	85%	True	False	1,485,299
20	108-245	105-298	2-268	2.6%	0-163	0.5%	89%	True	False	1,666,739
40	108-245	104-040	4-205	4.3%	0-165	0.5%	93%	True	False	841,034
60	108-245	104-040	4-205	4.3%	0-126	0.4%	93%	True	False	560,697
80	108-245	104-040	4-205	4.3%	0-094	0.3%	93%	True	False	420,523
100	108-245	104-040	4-205	4.3%	0-075	0.2%	93%	True	False	336,418

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-050
2.618	110-076
1.618	109-216
1.000	109-105
0.618	109-036
HIGH	108-245
0.618	108-176
0.500	108-155
0.382	108-134
LOW	108-065
0.618	107-274
1.000	107-205
1.618	107-094
2.618	106-234
4.250	105-260

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	108-155	108-081
PP	108-152	108-015
S1	108-150	107-269

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols