ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 108-235 108-275 0-040 0.1% 108-312
High 108-235 108-275 0-040 0.1% 109-128
Low 108-235 108-205 -0-030 -0.1% 108-312
Close 108-235 108-275 0-040 0.1% 109-052
Range 0-000 0-070 0-070 0-135
ATR 0-085 0-084 -0-001 -1.3% 0-000
Volume
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 109-142 109-118 108-314
R3 109-072 109-048 108-294
R2 109-002 109-002 108-288
R1 108-298 108-298 108-281 108-310
PP 108-252 108-252 108-252 108-258
S1 108-228 108-228 108-269 108-240
S2 108-182 108-182 108-262
S3 108-112 108-158 108-256
S4 108-042 108-088 108-236
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
5 109-128 108-205 0-242 0.7% 0-018 0.1% 29% False True
10 109-128 108-205 0-242 0.7% 0-014 0.0% 29% False True
20 109-128 107-138 1-310 1.8% 0-007 0.0% 73% False False
40 109-128 105-278 3-170 3.2% 0-004 0.0% 85% False False
60 109-128 104-235 4-212 4.3% 0-002 0.0% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 109-252
2.618 109-138
1.618 109-068
1.000 109-025
0.618 108-318
HIGH 108-275
0.618 108-248
0.500 108-240
0.382 108-232
LOW 108-205
0.618 108-162
1.000 108-135
1.618 108-092
2.618 108-022
4.250 107-228
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 108-263 108-289
PP 108-252 108-284
S1 108-240 108-280

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

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