ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	108-075	108-150	0-075	0.2%	106-315
High	108-245	108-200	-0-045	-0.1%	108-245
Low	108-065	108-050	-0-015	0.0%	106-242
Close	108-148	108-115	-0-032	-0.1%	108-115
Range	0-180	0-150	-0-030	-16.7%	2-002
ATR	0-178	0-176	-0-002	-1.1%	0-000
Volume	2,174,601	1,448,446	-726,155	-33.4%	7,825,602

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-252	109-173	108-198
R3	109-102	109-023	108-156
R2	108-272	108-272	108-142
R1	108-193	108-193	108-129	108-158
PP	108-122	108-122	108-122	108-104
S1	108-043	108-043	108-101	108-008
S2	107-292	107-292	108-088
S3	107-142	107-213	108-074
S4	106-312	107-063	108-032

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-315	113-058	109-148
R3	111-312	111-055	108-292
R2	109-310	109-310	108-233
R1	109-052	109-052	108-174	109-181
PP	107-308	107-308	107-308	108-052
S1	107-050	107-050	108-056	107-179
S2	105-305	105-305	107-317
S3	103-302	105-048	107-258
S4	101-300	103-045	107-082

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%	0-192	0.6%	80%	False	False	1,565,120
10	108-245	106-242	2-002	1.9%	0-171	0.5%	80%	False	False	1,445,477
20	108-245	105-298	2-268	2.6%	0-163	0.5%	86%	False	False	1,736,110
40	108-245	104-105	4-140	4.1%	0-166	0.5%	91%	False	False	877,210
60	108-245	104-040	4-205	4.3%	0-128	0.4%	91%	False	False	584,838
80	108-245	104-040	4-205	4.3%	0-096	0.3%	91%	False	False	438,629
100	108-245	104-040	4-205	4.3%	0-077	0.2%	91%	False	False	350,903

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	110-198
2.618	109-273
1.618	109-123
1.000	109-030
0.618	108-293
HIGH	108-200
0.618	108-143
0.500	108-125
0.382	108-107
LOW	108-050
0.618	107-277
1.000	107-220
1.618	107-127
2.618	106-297
4.250	106-052

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	108-125	108-067
PP	108-122	108-019
S1	108-118	107-291

Download as Excel Spreadsheet

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

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