ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 108-040 108-088 0-048 0.1% 107-312
High 108-102 108-132 0-030 0.1% 108-132
Low 108-040 108-078 0-038 0.1% 107-235
Close 108-040 108-078 0-038 0.1% 108-078
Range 0-062 0-055 -0-008 -12.0% 0-218
ATR 0-147 0-143 -0-004 -2.7% 0-000
Volume 0 128 128 269
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 108-261 108-224 108-108
R3 108-206 108-169 108-093
R2 108-151 108-151 108-088
R1 108-114 108-114 108-083 108-105
PP 108-096 108-096 108-096 108-091
S1 108-059 108-059 108-072 108-050
S2 108-041 108-041 108-067
S3 107-306 108-004 108-062
S4 107-251 107-269 108-047
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 110-054 109-283 108-197
R3 109-157 109-066 108-137
R2 108-259 108-259 108-117
R1 108-168 108-168 108-097 108-214
PP 108-042 108-042 108-042 108-064
S1 107-271 107-271 108-058 107-316
S2 107-144 107-144 108-038
S3 106-247 107-053 108-018
S4 106-029 106-156 107-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-132 107-235 0-218 0.6% 0-080 0.2% 75% True False 53
10 108-132 106-118 2-015 1.9% 0-118 0.3% 92% True False 189
20 108-132 105-150 2-302 2.7% 0-134 0.4% 94% True False 467,816
40 108-132 104-110 4-022 3.8% 0-145 0.4% 96% True False 1,065,451
60 108-132 103-235 4-218 4.3% 0-151 0.4% 96% True False 1,165,283
80 108-132 103-235 4-218 4.3% 0-144 0.4% 96% True False 1,143,765
100 108-132 103-235 4-218 4.3% 0-145 0.4% 96% True False 1,049,580
120 108-222 103-235 4-308 4.6% 0-140 0.4% 91% False False 874,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 109-046
2.618 108-276
1.618 108-221
1.000 108-188
0.618 108-166
HIGH 108-132
0.618 108-111
0.500 108-105
0.382 108-099
LOW 108-078
0.618 108-044
1.000 108-022
1.618 107-309
2.618 107-254
4.250 107-164
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 108-105 108-062
PP 108-096 108-048
S1 108-087 108-032

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

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