ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	108-135	108-105	-0-030	-0.1%	106-315
High	108-178	108-155	-0-022	-0.1%	108-245
Low	108-078	108-075	-0-002	0.0%	106-242
Close	108-082	108-108	0-025	0.1%	108-115
Range	0-100	0-080	-0-020	-20.0%	2-002
ATR	0-171	0-164	-0-006	-3.8%	0-000
Volume	818,292	711,427	-106,865	-13.1%	7,825,602

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-032	108-310	108-152
R3	108-272	108-230	108-130
R2	108-192	108-192	108-122
R1	108-150	108-150	108-115	108-171
PP	108-112	108-112	108-112	108-123
S1	108-070	108-070	108-100	108-091
S2	108-032	108-032	108-093
S3	107-272	107-310	108-086
S4	107-192	107-230	108-064

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	107-018	1-228	1.6%	0-180	0.5%	75%	False	False	1,410,579
10	108-245	106-242	2-002	1.9%	0-159	0.5%	79%	False	False	1,330,698
20	108-245	105-298	2-268	2.6%	0-160	0.5%	85%	False	False	1,785,703
40	108-245	104-105	4-140	4.1%	0-163	0.5%	90%	False	False	915,318
60	108-245	104-040	4-205	4.3%	0-131	0.4%	91%	False	False	610,333
80	108-245	104-040	4-205	4.3%	0-098	0.3%	91%	False	False	457,750
100	108-245	104-040	4-205	4.3%	0-079	0.2%	91%	False	False	366,200

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	109-175
2.618	109-044
1.618	108-284
1.000	108-235
0.618	108-204
HIGH	108-155
0.618	108-124
0.500	108-115
0.382	108-106
LOW	108-075
0.618	108-026
1.000	107-315
1.618	107-266
2.618	107-186
4.250	107-055

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	108-115	108-125
PP	108-112	108-119
S1	108-110	108-113

Download as Excel Spreadsheet

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

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