ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 108-182 108-185 0-002 0.0% 108-135
High 108-232 108-202 -0-030 -0.1% 108-280
Low 108-150 108-152 0-002 0.0% 108-075
Close 108-172 108-192 0-020 0.1% 108-172
Range 0-082 0-050 -0-032 -39.4% 0-205
ATR 0-154 0-147 -0-007 -4.8% 0-000
Volume 657,522 346,327 -311,195 -47.3% 4,024,392
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-012 108-312 108-220
R3 108-282 108-262 108-206
R2 108-232 108-232 108-202
R1 108-212 108-212 108-197 108-222
PP 108-182 108-182 108-182 108-188
S1 108-162 108-162 108-188 108-172
S2 108-132 108-132 108-183
S3 108-082 108-112 108-179
S4 108-032 108-062 108-165
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 110-151 110-047 108-285
R3 109-266 109-162 108-229
R2 109-061 109-061 108-210
R1 108-277 108-277 108-191 109-009
PP 108-176 108-176 108-176 108-202
S1 108-072 108-072 108-154 108-124
S2 107-291 107-291 108-135
S3 107-086 107-187 108-116
S4 106-201 106-302 108-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-280 108-075 0-205 0.6% 0-095 0.3% 57% False False 710,485
10 108-280 106-292 1-308 1.8% 0-145 0.4% 86% False False 1,124,989
20 108-280 106-095 2-185 2.4% 0-153 0.4% 89% False False 1,366,548
40 108-280 104-212 4-068 3.9% 0-158 0.5% 94% False False 985,997
60 108-280 104-040 4-240 4.4% 0-136 0.4% 94% False False 657,683
80 108-280 104-040 4-240 4.4% 0-103 0.3% 94% False False 493,263
100 108-280 104-040 4-240 4.4% 0-083 0.2% 94% False False 394,610
120 109-080 104-040 5-040 4.7% 0-069 0.2% 87% False False 328,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 109-095
2.618 109-013
1.618 108-283
1.000 108-252
0.618 108-233
HIGH 108-202
0.618 108-183
0.500 108-178
0.382 108-172
LOW 108-152
0.618 108-122
1.000 108-102
1.618 108-072
2.618 108-022
4.250 107-260
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 108-188 108-215
PP 108-182 108-208
S1 108-178 108-200

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

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