ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	104-305	104-178	-0-128	-0.4%	105-158
High	104-318	104-305	-0-012	0.0%	105-180
Low	104-168	104-085	-0-082	-0.2%	104-240
Close	104-180	104-292	0-112	0.3%	105-115
Range	0-150	0-220	0-070	46.7%	0-260
ATR	0-137	0-143	0-006	4.3%	0-000
Volume	1,544,228	1,638,515	94,287	6.1%	6,606,180

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-248	106-170	105-094
R3	106-028	105-270	105-033
R2	105-128	105-128	105-013
R1	105-050	105-050	104-313	105-089
PP	104-228	104-228	104-228	104-247
S1	104-150	104-150	104-272	104-189
S2	104-008	104-008	104-252
S3	103-108	103-250	104-232
S4	102-208	103-030	104-172

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	104-085	1-095	1.2%	0-159	0.5%	50%	False	True	1,490,313
10	105-185	104-085	1-100	1.3%	0-139	0.4%	49%	False	True	1,326,071
20	106-165	104-085	2-080	2.1%	0-126	0.4%	29%	False	True	1,128,230
40	107-300	104-085	3-215	3.5%	0-135	0.4%	18%	False	True	1,025,761
60	108-222	104-085	4-138	4.2%	0-136	0.4%	15%	False	True	684,835
80	108-292	104-085	4-208	4.4%	0-106	0.3%	14%	False	True	513,626
100	111-060	104-085	6-295	6.6%	0-085	0.3%	9%	False	True	410,901
120	112-035	104-085	7-270	7.5%	0-070	0.2%	8%	False	True	342,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	107-280
2.618	106-241
1.618	106-021
1.000	105-205
0.618	105-121
HIGH	104-305
0.618	104-221
0.500	104-195
0.382	104-169
LOW	104-085
0.618	103-269
1.000	103-185
1.618	103-049
2.618	102-149
4.250	101-110

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	104-260	104-276
PP	104-228	104-260
S1	104-195	104-244

Download as Excel Spreadsheet

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

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