ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 03-Jan-2024

Day Change Summary
	Previous	Current
	02-Jan-2024	03-Jan-2024	Change	Change %	Previous Week
Open	108-212	108-122	-0-090	-0.3%	108-185
High	108-240	108-165	-0-075	-0.2%	108-315
Low	108-080	108-020	-0-060	-0.2%	108-152
Close	108-110	108-150	0-040	0.1%	108-248
Range	0-160	0-145	-0-015	-9.4%	0-162
ATR	0-142	0-142	0-000	0.1%	0-000
Volume	994,510	1,278,216	283,706	28.5%	2,513,125

Daily Pivots for day following 03-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-227	109-173	108-230
R3	109-082	109-028	108-190
R2	108-257	108-257	108-177
R1	108-203	108-203	108-163	108-230
PP	108-112	108-112	108-112	108-125
S1	108-058	108-058	108-137	108-085
S2	107-287	107-287	108-123
S3	107-142	107-233	108-110
S4	106-317	107-088	108-070

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	108-020	0-295	0.8%	0-130	0.4%	44%	False	True	887,904
10	108-315	108-020	0-295	0.8%	0-112	0.3%	44%	False	True	799,195
20	108-315	106-242	2-072	2.1%	0-138	0.4%	77%	False	False	1,102,983
40	108-315	105-050	3-265	3.5%	0-151	0.4%	87%	False	False	1,096,453
60	108-315	104-040	4-275	4.5%	0-144	0.4%	89%	False	False	731,671
80	108-315	104-040	4-275	4.5%	0-111	0.3%	89%	False	False	548,757
100	108-315	104-040	4-275	4.5%	0-089	0.3%	89%	False	False	439,005
120	109-030	104-040	4-310	4.6%	0-074	0.2%	87%	False	False	365,838

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-141
2.618	109-225
1.618	109-080
1.000	108-310
0.618	108-255
HIGH	108-165
0.618	108-110
0.500	108-092
0.382	108-075
LOW	108-020
0.618	107-250
1.000	107-195
1.618	107-105
2.618	106-280
4.250	106-044

Fisher Pivots for day following 03-Jan-2024
Pivot	1 day	3 day
R1	108-131	108-146
PP	108-112	108-142
S1	108-092	108-139

Download as Excel Spreadsheet

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

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