ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	108-182	108-185	0-002	0.0%	108-135
High	108-232	108-202	-0-030	-0.1%	108-280
Low	108-150	108-152	0-002	0.0%	108-075
Close	108-172	108-192	0-020	0.1%	108-172
Range	0-082	0-050	-0-032	-39.4%	0-205
ATR	0-154	0-147	-0-007	-4.8%	0-000
Volume	657,522	346,327	-311,195	-47.3%	4,024,392

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-012	108-312	108-220
R3	108-282	108-262	108-206
R2	108-232	108-232	108-202
R1	108-212	108-212	108-197	108-222
PP	108-182	108-182	108-182	108-188
S1	108-162	108-162	108-188	108-172
S2	108-132	108-132	108-183
S3	108-082	108-112	108-179
S4	108-032	108-062	108-165

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%	0-095	0.3%	57%	False	False	710,485
10	108-280	106-292	1-308	1.8%	0-145	0.4%	86%	False	False	1,124,989
20	108-280	106-095	2-185	2.4%	0-153	0.4%	89%	False	False	1,366,548
40	108-280	104-212	4-068	3.9%	0-158	0.5%	94%	False	False	985,997
60	108-280	104-040	4-240	4.4%	0-136	0.4%	94%	False	False	657,683
80	108-280	104-040	4-240	4.4%	0-103	0.3%	94%	False	False	493,263
100	108-280	104-040	4-240	4.4%	0-083	0.2%	94%	False	False	394,610
120	109-080	104-040	5-040	4.7%	0-069	0.2%	87%	False	False	328,842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	109-095
2.618	109-013
1.618	108-283
1.000	108-252
0.618	108-233
HIGH	108-202
0.618	108-183
0.500	108-178
0.382	108-172
LOW	108-152
0.618	108-122
1.000	108-102
1.618	108-072
2.618	108-022
4.250	107-260

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	108-188	108-215
PP	108-182	108-208
S1	108-178	108-200

Download as Excel Spreadsheet

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

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