ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 108-312 109-128 0-135 0.4% 108-188
High 108-312 109-128 0-135 0.4% 109-035
Low 108-312 109-105 0-112 0.3% 108-188
Close 108-312 109-105 0-112 0.3% 108-292
Range 0-000 0-022 0-022 0-168
ATR 0-082 0-086 0-004 4.6% 0-000
Volume 0 1 1 2
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-180 109-165 109-117
R3 109-158 109-142 109-111
R2 109-135 109-135 109-109
R1 109-120 109-120 109-107 109-116
PP 109-112 109-112 109-112 109-111
S1 109-098 109-098 109-103 109-094
S2 109-090 109-090 109-101
S3 109-068 109-075 109-099
S4 109-045 109-052 109-093
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 110-141 110-064 109-065
R3 109-293 109-217 109-019
R2 109-126 109-126 109-003
R1 109-049 109-049 108-308 109-088
PP 108-278 108-278 108-278 108-298
S1 108-202 108-202 108-277 108-240
S2 108-111 108-111 108-262
S3 107-263 108-034 108-246
S4 107-096 107-187 108-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-128 108-292 0-155 0.4% 0-015 0.0% 85% True False
10 109-128 108-170 0-278 0.8% 0-008 0.0% 92% True False
20 109-128 107-102 2-025 1.9% 0-004 0.0% 97% True False
40 109-128 105-088 4-040 3.8% 0-002 0.0% 98% True False
60 109-128 104-235 4-212 4.3% 0-001 0.0% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109-223
2.618 109-186
1.618 109-164
1.000 109-150
0.618 109-141
HIGH 109-128
0.618 109-119
0.500 109-116
0.382 109-114
LOW 109-105
0.618 109-091
1.000 109-082
1.618 109-069
2.618 109-046
4.250 109-009
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 109-116 109-087
PP 109-112 109-068
S1 109-109 109-050

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

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