ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	108-175	108-290	0-115	0.3%	108-135
High	108-315	108-298	-0-018	-0.1%	108-280
Low	108-160	108-202	0-042	0.1%	108-075
Close	108-300	108-220	-0-080	-0.2%	108-172
Range	0-155	0-095	-0-060	-38.7%	0-205
ATR	0-147	0-144	-0-004	-2.4%	0-000
Volume	675,703	694,602	18,899	2.8%	4,024,392

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-205	109-148	108-272
R3	109-110	109-052	108-246
R2	109-015	109-015	108-237
R1	108-278	108-278	108-229	108-259
PP	108-240	108-240	108-240	108-231
S1	108-182	108-182	108-211	108-164
S2	108-145	108-145	108-203
S3	108-050	108-088	108-194
S4	107-275	107-312	108-168

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	108-150	0-165	0.5%	0-100	0.3%	42%	False	False	669,949
10	108-315	108-050	0-265	0.8%	0-116	0.3%	64%	False	False	936,407
20	108-315	106-242	2-072	2.0%	0-148	0.4%	87%	False	False	1,201,291
40	108-315	104-212	4-102	4.0%	0-159	0.5%	93%	False	False	1,020,204
60	108-315	104-040	4-275	4.5%	0-140	0.4%	94%	False	False	680,522
80	108-315	104-040	4-275	4.5%	0-106	0.3%	94%	False	False	510,391
100	108-315	104-040	4-275	4.5%	0-085	0.2%	94%	False	False	408,313
120	109-080	104-040	5-040	4.7%	0-071	0.2%	89%	False	False	340,261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-061
2.618	109-226
1.618	109-131
1.000	109-072
0.618	109-036
HIGH	108-298
0.618	108-261
0.500	108-250
0.382	108-239
LOW	108-202
0.618	108-144
1.000	108-108
1.618	108-049
2.618	107-274
4.250	107-119

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	108-250	108-234
PP	108-240	108-229
S1	108-230	108-225

Download as Excel Spreadsheet

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

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