ECBOT 5 Year T-Note Future June 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 108-275 108-160 -0-115 -0.3% 108-312
High 108-275 108-160 -0-115 -0.3% 109-128
Low 108-205 108-160 -0-045 -0.1% 108-312
Close 108-275 108-160 -0-115 -0.3% 109-052
Range 0-070 0-000 -0-070 -100.0% 0-135
ATR 0-084 0-087 0-002 2.6% 0-000
Volume
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 108-160 108-160 108-160
R3 108-160 108-160 108-160
R2 108-160 108-160 108-160
R1 108-160 108-160 108-160 108-160
PP 108-160 108-160 108-160 108-160
S1 108-160 108-160 108-160 108-160
S2 108-160 108-160 108-160
S3 108-160 108-160 108-160
S4 108-160 108-160 108-160
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
5 109-052 108-160 0-212 0.6% 0-014 0.0% 0% False True
10 109-128 108-160 0-288 0.8% 0-014 0.0% 0% False True
20 109-128 107-138 1-310 1.8% 0-007 0.0% 54% False False
40 109-128 105-278 3-170 3.3% 0-004 0.0% 75% False False
60 109-128 104-235 4-212 4.3% 0-002 0.0% 81% False False
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-160
2.618 108-160
1.618 108-160
1.000 108-160
0.618 108-160
HIGH 108-160
0.618 108-160
0.500 108-160
0.382 108-160
LOW 108-160
0.618 108-160
1.000 108-160
1.618 108-160
2.618 108-160
4.250 108-160
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 108-160 108-218
PP 108-160 108-198
S1 108-160 108-179

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

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