ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	108-098	108-230	0-132	0.4%	106-315
High	108-232	108-280	0-048	0.1%	108-245
Low	108-090	108-160	0-070	0.2%	106-242
Close	108-188	108-182	-0-005	0.0%	108-115
Range	0-142	0-120	-0-022	-15.8%	2-002
ATR	0-163	0-159	-0-003	-1.9%	0-000
Volume	861,558	975,593	114,035	13.2%	7,825,602

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-248	109-175	108-248
R3	109-128	109-055	108-216
R2	109-008	109-008	108-204
R1	108-255	108-255	108-194	108-231
PP	108-208	108-208	108-208	108-196
S1	108-135	108-135	108-172	108-111
S2	108-088	108-088	108-160
S3	107-288	108-015	108-150
S4	107-168	107-215	108-116

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	108-280	108-050	0-230	0.7%	0-118	0.3%	58%	True	False	963,063
10	108-280	106-242	2-038	2.0%	0-163	0.5%	86%	True	False	1,276,384
20	108-280	105-298	2-302	2.7%	0-161	0.5%	90%	True	False	1,672,271
40	108-280	104-105	4-175	4.2%	0-162	0.5%	93%	True	False	960,932
60	108-280	104-040	4-240	4.4%	0-135	0.4%	94%	True	False	640,952
80	108-280	104-040	4-240	4.4%	0-102	0.3%	94%	True	False	480,715
100	108-280	104-040	4-240	4.4%	0-081	0.2%	94%	True	False	384,572
120	109-080	104-040	5-040	4.7%	0-068	0.2%	87%	False	False	320,476

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-150
2.618	109-274
1.618	109-154
1.000	109-080
0.618	109-034
HIGH	108-280
0.618	108-234
0.500	108-220
0.382	108-206
LOW	108-160
0.618	108-086
1.000	108-040
1.618	107-286
2.618	107-166
4.250	106-290

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	108-220	108-181
PP	108-208	108-179
S1	108-195	108-178

Download as Excel Spreadsheet

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

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