ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 108-290 108-230 -0-060 -0.2% 108-185
High 108-298 108-258 -0-040 -0.1% 108-315
Low 108-202 108-162 -0-040 -0.1% 108-152
Close 108-220 108-248 0-028 0.1% 108-248
Range 0-095 0-095 0-000 0.0% 0-162
ATR 0-144 0-140 -0-003 -2.4% 0-000
Volume 694,602 796,493 101,891 14.7% 2,513,125
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-188 109-152 108-300
R3 109-092 109-058 108-274
R2 108-318 108-318 108-265
R1 108-282 108-282 108-256 108-300
PP 108-222 108-222 108-222 108-231
S1 108-188 108-188 108-239 108-205
S2 108-128 108-128 108-230
S3 108-032 108-092 108-221
S4 107-258 107-318 108-195
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 110-086 110-009 109-017
R3 109-243 109-167 108-292
R2 109-081 109-081 108-277
R1 109-004 109-004 108-262 109-042
PP 108-238 108-238 108-238 108-258
S1 108-162 108-162 108-233 108-200
S2 108-076 108-076 108-218
S3 107-233 107-319 108-203
S4 107-071 107-157 108-158
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% 0-096 0.3% 59% False False 634,129
10 108-315 108-050 0-265 0.8% 0-107 0.3% 75% False False 798,596
20 108-315 106-242 2-072 2.0% 0-144 0.4% 91% False False 1,141,948
40 108-315 105-050 3-265 3.5% 0-154 0.4% 94% False False 1,039,995
60 108-315 104-040 4-275 4.5% 0-142 0.4% 96% False False 693,795
80 108-315 104-040 4-275 4.5% 0-108 0.3% 96% False False 520,348
100 108-315 104-040 4-275 4.5% 0-086 0.2% 96% False False 416,278
120 109-080 104-040 5-040 4.7% 0-072 0.2% 91% False False 346,898
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Fibonacci Retracements and Extensions
4.250 110-021
2.618 109-186
1.618 109-091
1.000 109-032
0.618 108-316
HIGH 108-258
0.618 108-221
0.500 108-210
0.382 108-199
LOW 108-162
0.618 108-104
1.000 108-068
1.618 108-009
2.618 107-234
4.250 107-079
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 108-235 108-244
PP 108-222 108-241
S1 108-210 108-238

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

View Archives - Comment on this page... - Back to Index of Symbols