ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 108-175 108-290 0-115 0.3% 108-135
High 108-315 108-298 -0-018 -0.1% 108-280
Low 108-160 108-202 0-042 0.1% 108-075
Close 108-300 108-220 -0-080 -0.2% 108-172
Range 0-155 0-095 -0-060 -38.7% 0-205
ATR 0-147 0-144 -0-004 -2.4% 0-000
Volume 675,703 694,602 18,899 2.8% 4,024,392
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-205 109-148 108-272
R3 109-110 109-052 108-246
R2 109-015 109-015 108-237
R1 108-278 108-278 108-229 108-259
PP 108-240 108-240 108-240 108-231
S1 108-182 108-182 108-211 108-164
S2 108-145 108-145 108-203
S3 108-050 108-088 108-194
S4 107-275 107-312 108-168
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
5 108-315 108-150 0-165 0.5% 0-100 0.3% 42% False False 669,949
10 108-315 108-050 0-265 0.8% 0-116 0.3% 64% False False 936,407
20 108-315 106-242 2-072 2.0% 0-148 0.4% 87% False False 1,201,291
40 108-315 104-212 4-102 4.0% 0-159 0.5% 93% False False 1,020,204
60 108-315 104-040 4-275 4.5% 0-140 0.4% 94% False False 680,522
80 108-315 104-040 4-275 4.5% 0-106 0.3% 94% False False 510,391
100 108-315 104-040 4-275 4.5% 0-085 0.2% 94% False False 408,313
120 109-080 104-040 5-040 4.7% 0-071 0.2% 89% False False 340,261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-061
2.618 109-226
1.618 109-131
1.000 109-072
0.618 109-036
HIGH 108-298
0.618 108-261
0.500 108-250
0.382 108-239
LOW 108-202
0.618 108-144
1.000 108-108
1.618 108-049
2.618 107-274
4.250 107-119
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 108-250 108-234
PP 108-240 108-229
S1 108-230 108-225

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

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