ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 108-292 109-035 0-062 0.2% 107-140
High 108-292 109-035 0-062 0.2% 108-298
Low 108-292 108-302 0-010 0.0% 107-140
Close 108-292 108-302 0-010 0.0% 108-220
Range 0-000 0-052 0-052 1-158
ATR 0-095 0-093 -0-002 -2.5% 0-000
Volume 0 2 2 0
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-158 109-122 109-011
R3 109-105 109-070 108-317
R2 109-052 109-052 108-312
R1 109-018 109-018 108-307 109-009
PP 109-000 109-000 109-000 108-316
S1 108-285 108-285 108-298 108-276
S2 108-268 108-268 108-293
S3 108-215 108-232 108-288
S4 108-162 108-180 108-274
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 112-265 112-080 109-163
R3 111-108 110-242 109-031
R2 109-270 109-270 108-308
R1 109-085 109-085 108-264 109-178
PP 108-112 108-112 108-112 108-159
S1 107-248 107-248 108-176 108-020
S2 106-275 106-275 108-132
S3 105-118 106-090 108-089
S4 103-280 104-252 107-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-035 108-188 0-168 0.5% 0-010 0.0% 69% True False
10 109-035 107-138 1-218 1.5% 0-005 0.0% 90% True False
20 109-035 106-170 2-185 2.4% 0-003 0.0% 94% True False
40 109-035 105-088 3-268 3.5% 0-001 0.0% 96% True False
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 0-000
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 109-258
2.618 109-172
1.618 109-120
1.000 109-088
0.618 109-067
HIGH 109-035
0.618 109-015
0.500 109-009
0.382 109-003
LOW 108-302
0.618 108-270
1.000 108-250
1.618 108-218
2.618 108-165
4.250 108-079
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 109-009 108-296
PP 109-000 108-290
S1 108-311 108-284

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

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