ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	108-230	108-182	-0-048	-0.1%	108-135
High	108-280	108-232	-0-048	-0.1%	108-280
Low	108-160	108-150	-0-010	0.0%	108-075
Close	108-182	108-172	-0-010	0.0%	108-172
Range	0-120	0-082	-0-038	-31.3%	0-205
ATR	0-159	0-154	-0-005	-3.4%	0-000
Volume	975,593	657,522	-318,071	-32.6%	4,024,392

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-112	109-065	108-218
R3	109-030	108-302	108-195
R2	108-268	108-268	108-188
R1	108-220	108-220	108-180	108-202
PP	108-185	108-185	108-185	108-176
S1	108-138	108-138	108-165	108-120
S2	108-102	108-102	108-157
S3	108-020	108-055	108-150
S4	107-258	107-292	108-127

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-151	110-047	108-285
R3	109-266	109-162	108-229
R2	109-061	109-061	108-210
R1	108-277	108-277	108-191	109-009
PP	108-176	108-176	108-176	108-202
S1	108-072	108-072	108-154	108-124
S2	107-291	107-291	108-135
S3	107-086	107-187	108-116
S4	106-201	106-302	108-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-280	108-075	0-205	0.6%	0-105	0.3%	48%	False	False	804,878
10	108-280	106-242	2-038	2.0%	0-148	0.4%	84%	False	False	1,184,999
20	108-280	105-298	2-302	2.7%	0-159	0.5%	89%	False	False	1,631,169
40	108-280	104-212	4-068	3.9%	0-159	0.5%	92%	False	False	977,352
60	108-280	104-040	4-240	4.4%	0-135	0.4%	93%	False	False	651,911
80	108-280	104-040	4-240	4.4%	0-103	0.3%	93%	False	False	488,934
100	108-280	104-040	4-240	4.4%	0-082	0.2%	93%	False	False	391,147
120	109-080	104-040	5-040	4.7%	0-068	0.2%	86%	False	False	325,956

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109-263
2.618	109-128
1.618	109-046
1.000	108-315
0.618	108-283
HIGH	108-232
0.618	108-201
0.500	108-191
0.382	108-182
LOW	108-150
0.618	108-099
1.000	108-068
1.618	108-017
2.618	107-254
4.250	107-119

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	108-191	108-185
PP	108-185	108-181
S1	108-179	108-177

Download as Excel Spreadsheet

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

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