ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	108-105	108-098	-0-008	0.0%	106-315
High	108-155	108-232	0-078	0.2%	108-245
Low	108-075	108-090	0-015	0.0%	106-242
Close	108-108	108-188	0-080	0.2%	108-115
Range	0-080	0-142	0-062	78.1%	2-002
ATR	0-164	0-163	-0-002	-0.9%	0-000
Volume	711,427	861,558	150,131	21.1%	7,825,602

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-278	109-215	108-266
R3	109-135	109-072	108-227
R2	108-312	108-312	108-214
R1	108-250	108-250	108-201	108-281
PP	108-170	108-170	108-170	108-186
S1	108-108	108-108	108-174	108-139
S2	108-028	108-028	108-161
S3	107-205	107-285	108-148
S4	107-062	107-142	108-109

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	108-050	0-195	0.6%	0-130	0.4%	71%	False	False	1,202,864
10	108-245	106-242	2-002	1.8%	0-163	0.5%	91%	False	False	1,296,663
20	108-245	105-298	2-268	2.6%	0-162	0.5%	94%	False	False	1,749,272
40	108-245	104-105	4-140	4.1%	0-163	0.5%	96%	False	False	936,755
60	108-245	104-040	4-205	4.3%	0-133	0.4%	96%	False	False	624,692
80	108-245	104-040	4-205	4.3%	0-100	0.3%	96%	False	False	468,520
100	108-245	104-040	4-205	4.3%	0-080	0.2%	96%	False	False	374,816
120	109-080	104-040	5-040	4.7%	0-067	0.2%	87%	False	False	312,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-198
2.618	109-286
1.618	109-143
1.000	109-055
0.618	109-001
HIGH	108-232
0.618	108-178
0.500	108-161
0.382	108-144
LOW	108-090
0.618	108-002
1.000	107-268
1.618	107-179
2.618	107-037
4.250	106-124

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	108-179	108-176
PP	108-170	108-165
S1	108-161	108-154

Download as Excel Spreadsheet

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

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