ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	108-150	108-135	-0-015	0.0%	106-315
High	108-200	108-178	-0-022	-0.1%	108-245
Low	108-050	108-078	0-028	0.1%	106-242
Close	108-115	108-082	-0-032	-0.1%	108-115
Range	0-150	0-100	-0-050	-33.3%	2-002
ATR	0-176	0-171	-0-005	-3.1%	0-000
Volume	1,448,446	818,292	-630,154	-43.5%	7,825,602

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-092	109-028	108-138
R3	108-312	108-248	108-110
R2	108-212	108-212	108-101
R1	108-148	108-148	108-092	108-130
PP	108-112	108-112	108-112	108-104
S1	108-048	108-048	108-073	108-030
S2	108-012	108-012	108-064
S3	107-232	107-268	108-055
S4	107-132	107-168	108-028

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	106-292	1-272	1.7%	0-195	0.6%	73%	False	False	1,539,494
10	108-245	106-242	2-002	1.9%	0-164	0.5%	75%	False	False	1,406,771
20	108-245	105-298	2-268	2.6%	0-160	0.5%	82%	False	False	1,771,295
40	108-245	104-105	4-140	4.1%	0-166	0.5%	89%	False	False	897,645
60	108-245	104-040	4-205	4.3%	0-130	0.4%	89%	False	False	598,476
80	108-245	104-040	4-205	4.3%	0-097	0.3%	89%	False	False	448,857
100	108-245	104-040	4-205	4.3%	0-078	0.2%	89%	False	False	359,086

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	109-282
2.618	109-119
1.618	109-019
1.000	108-278
0.618	108-239
HIGH	108-178
0.618	108-139
0.500	108-128
0.382	108-116
LOW	108-078
0.618	108-016
1.000	107-298
1.618	107-236
2.618	107-136
4.250	106-292

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	108-128	108-148
PP	108-112	108-126
S1	108-098	108-104

Download as Excel Spreadsheet

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

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