ECBOT 5 Year T-Note Future June 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	108-235	108-275	0-040	0.1%	108-312
High	108-235	108-275	0-040	0.1%	109-128
Low	108-235	108-205	-0-030	-0.1%	108-312
Close	108-235	108-275	0-040	0.1%	109-052
Range	0-000	0-070	0-070		0-135
ATR	0-085	0-084	-0-001	-1.3%	0-000
Volume

Daily Pivots for day following 03-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-142	109-118	108-314
R3	109-072	109-048	108-294
R2	109-002	109-002	108-288
R1	108-298	108-298	108-281	108-310
PP	108-252	108-252	108-252	108-258
S1	108-228	108-228	108-269	108-240
S2	108-182	108-182	108-262
S3	108-112	108-158	108-256
S4	108-042	108-088	108-236

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-142	110-072	109-127
R3	110-008	109-258	109-090
R2	109-192	109-192	109-077
R1	109-122	109-122	109-065	109-158
PP	109-058	109-058	109-058	109-075
S1	108-308	108-308	109-040	109-022
S2	108-242	108-242	109-028
S3	108-108	108-172	109-015
S4	107-292	108-038	108-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-128	108-205	0-242	0.7%	0-018	0.1%	29%	False	True
10	109-128	108-205	0-242	0.7%	0-014	0.0%	29%	False	True
20	109-128	107-138	1-310	1.8%	0-007	0.0%	73%	False	False
40	109-128	105-278	3-170	3.2%	0-004	0.0%	85%	False	False
60	109-128	104-235	4-212	4.3%	0-002	0.0%	88%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	109-252
2.618	109-138
1.618	109-068
1.000	109-025
0.618	108-318
HIGH	108-275
0.618	108-248
0.500	108-240
0.382	108-232
LOW	108-205
0.618	108-162
1.000	108-135
1.618	108-092
2.618	108-022
4.250	107-228

Fisher Pivots for day following 03-Jan-2024
Pivot	1 day	3 day
R1	108-263	108-289
PP	108-252	108-284
S1	108-240	108-280

Download as Excel Spreadsheet

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

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