ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	104-280	105-018	0-058	0.2%	105-080
High	105-042	105-020	-0-022	-0.1%	105-082
Low	104-260	104-122	-0-138	-0.4%	104-085
Close	105-022	104-252	-0-090	-0.3%	104-252
Range	0-102	0-218	0-115	112.2%	0-318
ATR	0-140	0-146	0-006	4.1%	0-000
Volume	1,187,429	1,547,614	360,185	30.3%	7,020,732

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-251	106-149	105-052
R3	106-033	105-252	104-312
R2	105-136	105-136	104-292
R1	105-034	105-034	104-272	104-296
PP	104-238	104-238	104-238	104-209
S1	104-137	104-137	104-233	104-079
S2	104-021	104-021	104-213
S3	103-123	103-239	104-193
S4	102-226	103-022	104-133

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-239	107-083	105-107
R3	106-242	106-086	105-020
R2	105-244	105-244	104-311
R1	105-088	105-088	104-282	105-008
PP	104-247	104-247	104-247	104-206
S1	104-091	104-091	104-223	104-010
S2	103-249	103-249	104-194
S3	102-252	103-093	104-165
S4	101-254	102-096	104-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-082	104-085	0-318	0.9%	0-164	0.5%	53%	False	False	1,404,146
10	105-180	104-085	1-095	1.2%	0-149	0.4%	40%	False	False	1,362,691
20	106-132	104-085	2-048	2.1%	0-131	0.4%	24%	False	False	1,181,866
40	107-105	104-085	3-020	2.9%	0-135	0.4%	17%	False	False	1,092,271
60	108-222	104-085	4-138	4.2%	0-137	0.4%	12%	False	False	730,418
80	108-255	104-085	4-170	4.3%	0-110	0.3%	12%	False	False	547,814
100	110-282	104-085	6-198	6.3%	0-088	0.3%	8%	False	False	438,251
120	112-035	104-085	7-270	7.5%	0-073	0.2%	7%	False	False	365,209

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-304
2.618	106-269
1.618	106-052
1.000	105-238
0.618	105-154
HIGH	105-020
0.618	104-257
0.500	104-231
0.382	104-206
LOW	104-122
0.618	103-308
1.000	103-225
1.618	103-091
2.618	102-193
4.250	101-158

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	104-245	104-243
PP	104-238	104-233
S1	104-231	104-224

Download as Excel Spreadsheet

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

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