ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	108-230	108-212	-0-018	-0.1%	108-185
High	108-258	108-240	-0-018	-0.1%	108-315
Low	108-162	108-080	-0-082	-0.2%	108-152
Close	108-248	108-110	-0-138	-0.4%	108-248
Range	0-095	0-160	0-065	68.4%	0-162
ATR	0-140	0-142	0-002	1.4%	0-000
Volume	796,493	994,510	198,017	24.9%	2,513,125

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-303	109-207	108-198
R3	109-143	109-047	108-154
R2	108-303	108-303	108-139
R1	108-207	108-207	108-125	108-175
PP	108-143	108-143	108-143	108-128
S1	108-047	108-047	108-095	108-015
S2	107-303	107-303	108-081
S3	107-143	107-207	108-066
S4	106-303	107-047	108-022

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-086	110-009	109-017
R3	109-243	109-167	108-292
R2	109-081	109-081	108-277
R1	109-004	109-004	108-262	109-042
PP	108-238	108-238	108-238	108-258
S1	108-162	108-162	108-233	108-200
S2	108-076	108-076	108-218
S3	107-233	107-319	108-203
S4	107-071	107-157	108-158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-315	108-080	0-235	0.7%	0-111	0.3%	13%	False	True	701,527
10	108-315	108-075	0-240	0.7%	0-108	0.3%	15%	False	False	753,202
20	108-315	106-242	2-072	2.1%	0-140	0.4%	71%	False	False	1,099,340
40	108-315	105-050	3-265	3.5%	0-155	0.4%	83%	False	False	1,064,801
60	108-315	104-040	4-275	4.5%	0-143	0.4%	87%	False	False	710,368
80	108-315	104-040	4-275	4.5%	0-110	0.3%	87%	False	False	532,779
100	108-315	104-040	4-275	4.5%	0-088	0.3%	87%	False	False	426,223
120	109-080	104-040	5-040	4.7%	0-073	0.2%	82%	False	False	355,186

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	110-280
2.618	110-019
1.618	109-179
1.000	109-080
0.618	109-019
HIGH	108-240
0.618	108-179
0.500	108-160
0.382	108-141
LOW	108-080
0.618	107-301
1.000	107-240
1.618	107-141
2.618	106-301
4.250	106-040

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	108-160	108-189
PP	108-143	108-162
S1	108-127	108-136

Download as Excel Spreadsheet

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

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