ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 108-105 108-098 -0-008 0.0% 106-315
High 108-155 108-232 0-078 0.2% 108-245
Low 108-075 108-090 0-015 0.0% 106-242
Close 108-108 108-188 0-080 0.2% 108-115
Range 0-080 0-142 0-062 78.1% 2-002
ATR 0-164 0-163 -0-002 -0.9% 0-000
Volume 711,427 861,558 150,131 21.1% 7,825,602
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-278 109-215 108-266
R3 109-135 109-072 108-227
R2 108-312 108-312 108-214
R1 108-250 108-250 108-201 108-281
PP 108-170 108-170 108-170 108-186
S1 108-108 108-108 108-174 108-139
S2 108-028 108-028 108-161
S3 107-205 107-285 108-148
S4 107-062 107-142 108-109
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 113-315 113-058 109-148
R3 111-312 111-055 108-292
R2 109-310 109-310 108-233
R1 109-052 109-052 108-174 109-181
PP 107-308 107-308 107-308 108-052
S1 107-050 107-050 108-056 107-179
S2 105-305 105-305 107-317
S3 103-302 105-048 107-258
S4 101-300 103-045 107-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-245 108-050 0-195 0.6% 0-130 0.4% 71% False False 1,202,864
10 108-245 106-242 2-002 1.8% 0-163 0.5% 91% False False 1,296,663
20 108-245 105-298 2-268 2.6% 0-162 0.5% 94% False False 1,749,272
40 108-245 104-105 4-140 4.1% 0-163 0.5% 96% False False 936,755
60 108-245 104-040 4-205 4.3% 0-133 0.4% 96% False False 624,692
80 108-245 104-040 4-205 4.3% 0-100 0.3% 96% False False 468,520
100 108-245 104-040 4-205 4.3% 0-080 0.2% 96% False False 374,816
120 109-080 104-040 5-040 4.7% 0-067 0.2% 87% False False 312,346
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 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-198
2.618 109-286
1.618 109-143
1.000 109-055
0.618 109-001
HIGH 108-232
0.618 108-178
0.500 108-161
0.382 108-144
LOW 108-090
0.618 108-002
1.000 107-268
1.618 107-179
2.618 107-037
4.250 106-124
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 108-179 108-176
PP 108-170 108-165
S1 108-161 108-154

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

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