ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	105-080	104-305	-0-095	-0.3%	105-158
High	105-082	104-318	-0-085	-0.3%	105-180
Low	104-275	104-168	-0-108	-0.3%	104-240
Close	104-292	104-180	-0-112	-0.3%	105-115
Range	0-128	0-150	0-022	17.6%	0-260
ATR	0-136	0-137	0-001	0.7%	0-000
Volume	1,102,946	1,544,228	441,282	40.0%	6,606,180

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-032	105-256	104-262
R3	105-202	105-106	104-221
R2	105-052	105-052	104-208
R1	104-276	104-276	104-194	104-249
PP	104-222	104-222	104-222	104-208
S1	104-126	104-126	104-166	104-099
S2	104-072	104-072	104-152
S3	103-242	103-296	104-139
S4	103-092	103-146	104-098

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-212	107-103	105-258
R3	106-272	106-163	105-186
R2	106-012	106-012	105-163
R1	105-223	105-223	105-139	105-148
PP	105-072	105-072	105-072	105-034
S1	104-283	104-283	105-091	104-208
S2	104-132	104-132	105-067
S3	103-192	104-023	105-044
S4	102-252	103-083	104-292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-180	104-168	1-012	1.0%	0-154	0.5%	4%	False	True	1,456,649
10	105-298	104-168	1-130	1.3%	0-136	0.4%	3%	False	True	1,295,212
20	106-165	104-168	1-318	1.9%	0-123	0.4%	2%	False	True	1,106,449
40	107-300	104-168	3-132	3.3%	0-133	0.4%	1%	False	True	985,267
60	108-222	104-168	4-055	4.0%	0-133	0.4%	1%	False	True	657,526
80	108-292	104-168	4-125	4.2%	0-103	0.3%	1%	False	True	493,145
100	111-198	104-168	7-030	6.8%	0-082	0.2%	1%	False	True	394,516
120	112-035	104-168	7-188	7.3%	0-069	0.2%	1%	False	True	328,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-315
2.618	106-070
1.618	105-240
1.000	105-148
0.618	105-090
HIGH	104-318
0.618	104-260
0.500	104-242
0.382	104-225
LOW	104-168
0.618	104-075
1.000	104-018
1.618	103-245
2.618	103-095
4.250	102-170

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	104-242	105-014
PP	104-222	104-282
S1	104-201	104-231

Download as Excel Spreadsheet

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

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