ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 04-Jan-2024

Day Change Summary
	Previous	Current
	03-Jan-2024	04-Jan-2024	Change	Change %	Previous Week
Open	108-122	108-130	0-008	0.0%	108-185
High	108-165	108-170	0-005	0.0%	108-315
Low	108-020	108-018	-0-002	0.0%	108-152
Close	108-150	108-035	-0-115	-0.3%	108-248
Range	0-145	0-152	0-008	5.2%	0-162
ATR	0-142	0-143	0-001	0.5%	0-000
Volume	1,278,216	1,045,833	-232,383	-18.2%	2,513,125

Daily Pivots for day following 04-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-212	109-116	108-119
R3	109-059	108-283	108-077
R2	108-227	108-227	108-063
R1	108-131	108-131	108-049	108-102
PP	108-074	108-074	108-074	108-060
S1	107-298	107-298	108-021	107-270
S2	107-242	107-242	108-007
S3	107-089	107-146	107-313
S4	106-257	106-313	107-271

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	108-298	108-018	0-280	0.8%	0-130	0.4%	6%	False	True	961,930
10	108-315	108-018	0-298	0.9%	0-120	0.3%	6%	False	True	832,635
20	108-315	106-242	2-072	2.1%	0-139	0.4%	61%	False	False	1,081,666
40	108-315	105-050	3-265	3.5%	0-151	0.4%	77%	False	False	1,122,347
60	108-315	104-040	4-275	4.5%	0-146	0.4%	82%	False	False	749,102
80	108-315	104-040	4-275	4.5%	0-113	0.3%	82%	False	False	561,830
100	108-315	104-040	4-275	4.5%	0-091	0.3%	82%	False	False	449,464
120	109-030	104-040	4-310	4.6%	0-076	0.2%	80%	False	False	374,553

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

Fibonacci Retracements and Extensions
4.250	110-178
2.618	109-249
1.618	109-097
1.000	109-002
0.618	108-264
HIGH	108-170
0.618	108-112
0.500	108-094
0.382	108-076
LOW	108-018
0.618	107-243
1.000	107-185
1.618	107-091
2.618	106-258
4.250	106-009

Fisher Pivots for day following 04-Jan-2024
Pivot	1 day	3 day
R1	108-094	108-129
PP	108-074	108-098
S1	108-055	108-066

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols