ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	104-178	104-280	0-102	0.3%	105-158
High	104-305	105-042	0-058	0.2%	105-180
Low	104-085	104-260	0-175	0.5%	104-240
Close	104-292	105-022	0-050	0.1%	105-115
Range	0-220	0-102	-0-118	-53.4%	0-260
ATR	0-143	0-140	-0-003	-2.0%	0-000
Volume	1,638,515	1,187,429	-451,086	-27.5%	6,606,180

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-309	105-268	105-079
R3	105-207	105-166	105-051
R2	105-104	105-104	105-041
R1	105-063	105-063	105-032	105-084
PP	105-002	105-002	105-002	105-012
S1	104-281	104-281	105-013	104-301
S2	104-219	104-219	105-004
S3	104-117	104-178	104-314
S4	104-014	104-076	104-286

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%	0-145	0.4%	62%	False	False	1,442,754
10	105-185	104-085	1-100	1.2%	0-139	0.4%	61%	False	False	1,308,454
20	106-165	104-085	2-080	2.1%	0-126	0.4%	36%	False	False	1,140,265
40	107-300	104-085	3-215	3.5%	0-136	0.4%	22%	False	False	1,054,721
60	108-222	104-085	4-138	4.2%	0-136	0.4%	18%	False	False	704,625
80	108-255	104-085	4-170	4.3%	0-107	0.3%	18%	False	False	528,469
100	111-042	104-085	6-278	6.5%	0-086	0.3%	12%	False	False	422,775
120	112-035	104-085	7-270	7.5%	0-071	0.2%	10%	False	False	352,312

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-035
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	106-158
2.618	105-311
1.618	105-208
1.000	105-145
0.618	105-106
HIGH	105-042
0.618	105-003
0.500	104-311
0.382	104-299
LOW	104-260
0.618	104-197
1.000	104-158
1.618	104-094
2.618	103-312
4.250	103-144

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	105-012	104-303
PP	105-002	104-263
S1	104-311	104-224

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

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