ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	105-005	105-155	0-150	0.4%	105-080
High	105-188	105-180	-0-008	0.0%	105-082
Low	104-305	105-040	0-055	0.2%	104-085
Close	105-158	105-108	-0-050	-0.1%	104-252
Range	0-202	0-140	-0-062	-30.9%	0-318
ATR	0-153	0-152	-0-001	-0.6%	0-000
Volume	574,975	1,492,624	917,649	159.6%	7,020,732

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-209	106-138	105-184
R3	106-069	105-318	105-146
R2	105-249	105-249	105-133
R1	105-178	105-178	105-120	105-144
PP	105-109	105-109	105-109	105-092
S1	105-038	105-038	105-095	105-004
S2	104-289	104-289	105-082
S3	104-149	104-218	105-069
S4	104-009	104-078	105-030

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%	0-176	0.5%	81%	False	False	1,288,231
10	105-188	104-085	1-102	1.3%	0-165	0.5%	81%	False	False	1,372,440
20	106-132	104-085	2-048	2.0%	0-143	0.4%	50%	False	False	1,223,020
40	107-092	104-085	3-008	2.9%	0-136	0.4%	35%	False	False	1,142,446
60	108-222	104-085	4-138	4.2%	0-139	0.4%	24%	False	False	764,875
80	108-222	104-085	4-138	4.2%	0-114	0.3%	24%	False	False	573,659
100	110-012	104-085	5-248	5.5%	0-091	0.3%	19%	False	False	458,927
120	112-035	104-085	7-270	7.4%	0-076	0.2%	14%	False	False	382,439

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

Fibonacci Retracements and Extensions
4.250	107-135
2.618	106-227
1.618	106-087
1.000	106-000
0.618	105-267
HIGH	105-180
0.618	105-127
0.500	105-110
0.382	105-093
LOW	105-040
0.618	104-273
1.000	104-220
1.618	104-133
2.618	103-313
4.250	103-085

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	105-110	105-070
PP	105-109	105-032
S1	105-108	104-315

Download as Excel Spreadsheet

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

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