ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	105-018	105-005	-0-012	0.0%	105-080
High	105-020	105-188	0-168	0.5%	105-082
Low	104-122	104-305	0-182	0.5%	104-085
Close	104-252	105-158	0-225	0.7%	104-252
Range	0-218	0-202	-0-015	-6.9%	0-318
ATR	0-146	0-153	0-008	5.4%	0-000
Volume	1,547,614	574,975	-972,639	-62.8%	7,020,732

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-078	107-000	105-269
R3	106-195	106-118	105-213
R2	105-312	105-312	105-195
R1	105-235	105-235	105-176	105-274
PP	105-110	105-110	105-110	105-129
S1	105-032	105-032	105-139	105-071
S2	104-228	104-228	105-120
S3	104-025	104-150	105-102
S4	103-142	103-268	105-046

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	105-188	104-085	1-102	1.3%	0-178	0.5%	93%	True	False	1,298,552
10	105-188	104-085	1-102	1.3%	0-160	0.5%	93%	True	False	1,327,678
20	106-132	104-085	2-048	2.0%	0-139	0.4%	57%	False	False	1,177,832
40	107-092	104-085	3-008	2.9%	0-136	0.4%	41%	False	False	1,106,188
60	108-222	104-085	4-138	4.2%	0-138	0.4%	28%	False	False	739,999
80	108-255	104-085	4-170	4.3%	0-112	0.3%	27%	False	False	555,001
100	110-178	104-085	6-092	6.0%	0-090	0.3%	20%	False	False	444,001
120	112-035	104-085	7-270	7.4%	0-075	0.2%	16%	False	False	370,001

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108-088
2.618	107-078
1.618	106-195
1.000	106-070
0.618	105-313
HIGH	105-188
0.618	105-110
0.500	105-086
0.382	105-062
LOW	104-305
0.618	104-180
1.000	104-102
1.618	103-297
2.618	103-095
4.250	102-084

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	105-134	105-103
PP	105-110	105-049
S1	105-086	104-315

Download as Excel Spreadsheet

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

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