ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	108-185	108-175	-0-010	0.0%	108-135
High	108-202	108-315	0-112	0.3%	108-280
Low	108-152	108-160	0-008	0.0%	108-075
Close	108-192	108-300	0-108	0.3%	108-172
Range	0-050	0-155	0-105	210.0%	0-205
ATR	0-147	0-147	0-001	0.4%	0-000
Volume	346,327	675,703	329,376	95.1%	4,024,392

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-083	110-027	109-065
R3	109-248	109-192	109-023
R2	109-093	109-093	109-008
R1	109-037	109-037	108-314	109-065
PP	108-258	108-258	108-258	108-272
S1	108-202	108-202	108-286	108-230
S2	108-103	108-103	108-272
S3	107-268	108-047	108-257
S4	107-113	107-212	108-215

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	108-315	108-090	0-225	0.6%	0-110	0.3%	93%	True	False	703,340
10	108-315	107-018	1-298	1.8%	0-145	0.4%	98%	True	False	1,056,960
20	108-315	106-242	2-072	2.0%	0-150	0.4%	98%	True	False	1,270,013
40	108-315	104-212	4-102	4.0%	0-160	0.5%	99%	True	False	1,002,887
60	108-315	104-040	4-275	4.5%	0-138	0.4%	99%	True	False	668,945
80	108-315	104-040	4-275	4.5%	0-105	0.3%	99%	True	False	501,709
100	108-315	104-040	4-275	4.5%	0-084	0.2%	99%	True	False	401,367
120	109-080	104-040	5-040	4.7%	0-070	0.2%	94%	False	False	334,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	111-014
2.618	110-081
1.618	109-246
1.000	109-150
0.618	109-091
HIGH	108-315
0.618	108-256
0.500	108-238
0.382	108-219
LOW	108-160
0.618	108-064
1.000	108-005
1.618	107-229
2.618	107-074
4.250	106-141

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	108-279	108-278
PP	108-258	108-255
S1	108-238	108-232

Download as Excel Spreadsheet

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

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