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Good advice for the "Pittsburgh" brand and some higher quality brands but unfortunately doing that won't help with the "Central" brand from HF or most other cheap digital calipers. The reason is that, for whatever reason, they are designed to turn off ONLY the display and the actual caliper stays on anytime the battery is installed. It's easy to identify which calipers will "eat" batteries by turning them off while zero'ed, taking a measurement while still off and then turn them on and see if the correct measurement is displayed. It will be on almost all cheaper calipers with the "Pittsburgh" seemingly about the only exception. If the caliper is opened from "zero" to a measurement position while still off and then reads zero instead of whatever position it's in when turned "on" then those batteries will be safe, most will not do this however and case mods or not batteries WILL discharge if left in them.
Mine do as described above, however I have not replaced the batteries in over a year of use. They may be getting close to needing replacement tho as I do see the display now flashes.