ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	105-110	105-142	0-032	0.1%	105-080
High	105-198	105-205	0-008	0.0%	105-082
Low	105-072	104-288	-0-105	-0.3%	104-085
Close	105-112	104-305	-0-128	-0.4%	104-252
Range	0-125	0-238	0-112	90.0%	0-318
ATR	0-150	0-157	0-006	4.1%	0-000
Volume	1,412,245	1,517,018	104,773	7.4%	7,020,732

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-125	106-292	105-116
R3	106-208	106-055	105-050
R2	105-290	105-290	105-029
R1	105-138	105-138	105-007	105-095
PP	105-052	105-052	105-052	105-031
S1	104-220	104-220	104-283	104-178
S2	104-135	104-135	104-261
S3	103-218	103-302	104-240
S4	102-300	103-065	104-174

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	105-205	104-122	1-082	1.2%	0-184	0.5%	45%	True	False	1,308,895
10	105-205	104-085	1-120	1.3%	0-165	0.5%	50%	True	False	1,375,824
20	106-065	104-085	1-300	1.8%	0-144	0.4%	35%	False	False	1,243,820
40	107-092	104-085	3-008	2.9%	0-136	0.4%	23%	False	False	1,211,503
60	108-055	104-085	3-290	3.7%	0-141	0.4%	18%	False	False	813,666
80	108-222	104-085	4-138	4.2%	0-118	0.4%	16%	False	False	610,275
100	109-308	104-085	5-222	5.4%	0-095	0.3%	12%	False	False	488,220
120	112-035	104-085	7-270	7.5%	0-079	0.2%	9%	False	False	406,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	108-254
2.618	107-187
1.618	106-269
1.000	106-122
0.618	106-032
HIGH	105-205
0.618	105-114
0.500	105-086
0.382	105-058
LOW	104-288
0.618	104-141
1.000	104-050
1.618	103-223
2.618	102-306
4.250	101-238

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	105-086	105-086
PP	105-052	105-052
S1	105-019	105-019

Download as Excel Spreadsheet

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

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