ECBOT 5 Year T-Note Future June 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 109-025 109-052 0-028 0.1% 108-312
High 109-025 109-052 0-028 0.1% 109-128
Low 109-025 109-052 0-028 0.1% 108-312
Close 109-025 109-052 0-028 0.1% 109-052
Range
ATR 0-086 0-081 -0-004 -4.8% 0-000
Volume
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 109-052 109-052 109-052
R3 109-052 109-052 109-052
R2 109-052 109-052 109-052
R1 109-052 109-052 109-052 109-052
PP 109-052 109-052 109-052 109-052
S1 109-052 109-052 109-052 109-052
S2 109-052 109-052 109-052
S3 109-052 109-052 109-052
S4 109-052 109-052 109-052
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 110-142 110-072 109-127
R3 110-008 109-258 109-090
R2 109-192 109-192 109-077
R1 109-122 109-122 109-065 109-158
PP 109-058 109-058 109-058 109-075
S1 108-308 108-308 109-040 109-022
S2 108-242 108-242 109-028
S3 108-108 108-172 109-015
S4 107-292 108-038 108-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-128 108-292 0-155 0.4% 0-004 0.0% 52% False False
10 109-128 108-188 0-260 0.7% 0-008 0.0% 71% False False
20 109-128 107-138 1-310 1.8% 0-004 0.0% 88% False False
40 109-128 105-278 3-170 3.2% 0-002 0.0% 93% False False
60 109-128 104-235 4-212 4.3% 0-001 0.0% 95% False False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 109-052
2.618 109-052
1.618 109-052
1.000 109-052
0.618 109-052
HIGH 109-052
0.618 109-052
0.500 109-052
0.382 109-052
LOW 109-052
0.618 109-052
1.000 109-052
1.618 109-052
2.618 109-052
4.250 109-052
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 109-052 109-076
PP 109-052 109-068
S1 109-052 109-060

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

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