ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	107-175	108-170	0-315	0.9%	107-185
High	107-175	108-170	0-315	0.9%	108-028
Low	107-175	108-170	0-315	0.9%	107-138
Close	107-175	108-170	0-315	0.9%	107-138
Range
ATR	0-092	0-108	0-016	17.2%	0-000
Volume

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-170	108-170	108-170
R3	108-170	108-170	108-170
R2	108-170	108-170	108-170
R1	108-170	108-170	108-170	108-170
PP	108-170	108-170	108-170	108-170
S1	108-170	108-170	108-170	108-170
S2	108-170	108-170	108-170
S3	108-170	108-170	108-170
S4	108-170	108-170	108-170

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-198	109-058	107-253
R3	108-308	108-168	107-195
R2	108-098	108-098	107-176
R1	107-278	107-278	107-157	107-242
PP	107-208	107-208	107-208	107-190
S1	107-068	107-068	107-118	107-032
S2	106-318	106-318	107-099
S3	106-108	106-178	107-080
S4	105-218	105-288	107-022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-170	107-138	1-032	1.0%	0-000	0.0%	100%	True	False
10	108-170	107-102	1-068	1.1%	0-000	0.0%	100%	True	False
20	108-170	106-150	2-020	1.9%	0-000	0.0%	100%	True	False
40	108-170	104-235	3-255	3.5%	0-000	0.0%	100%	True	False

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	108-170
2.618	108-170
1.618	108-170
1.000	108-170
0.618	108-170
HIGH	108-170
0.618	108-170
0.500	108-170
0.382	108-170
LOW	108-170
0.618	108-170
1.000	108-170
1.618	108-170
2.618	108-170
4.250	108-170

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	108-170	108-112
PP	108-170	108-053
S1	108-170	107-315

Download as Excel Spreadsheet

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

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