ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	105-142	104-312	-0-150	-0.4%	105-005
High	105-205	105-120	-0-085	-0.3%	105-205
Low	104-288	104-308	0-020	0.1%	104-288
Close	104-305	105-055	0-070	0.2%	105-055
Range	0-238	0-132	-0-105	-44.2%	0-238
ATR	0-157	0-155	-0-002	-1.0%	0-000
Volume	1,517,018	1,037,611	-479,407	-31.6%	6,034,473

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-132	106-066	105-128
R3	105-319	105-253	105-091
R2	105-187	105-187	105-079
R1	105-121	105-121	105-067	105-154
PP	105-054	105-054	105-054	105-071
S1	104-308	104-308	105-043	105-021
S2	104-242	104-242	105-031
S3	104-109	104-176	105-019
S4	103-297	104-043	104-302

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-148	107-019	105-186
R3	106-231	106-102	105-120
R2	105-313	105-313	105-099
R1	105-184	105-184	105-077	105-249
PP	105-076	105-076	105-076	105-108
S1	104-267	104-267	105-033	105-011
S2	104-158	104-158	105-011
S3	103-241	104-029	104-310
S4	103-003	103-112	104-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-205	104-288	0-238	0.7%	0-168	0.5%	37%	False	False	1,206,894
10	105-205	104-085	1-120	1.3%	0-166	0.5%	66%	False	False	1,305,520
20	105-318	104-085	1-232	1.6%	0-146	0.4%	52%	False	False	1,250,729
40	107-092	104-085	3-008	2.9%	0-137	0.4%	30%	False	False	1,235,277
60	108-020	104-085	3-255	3.6%	0-141	0.4%	24%	False	False	830,928
80	108-222	104-085	4-138	4.2%	0-120	0.4%	20%	False	False	623,245
100	109-308	104-085	5-222	5.4%	0-096	0.3%	16%	False	False	498,596
120	112-035	104-085	7-270	7.5%	0-080	0.2%	12%	False	False	415,497

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-043
2.618	106-147
1.618	106-014
1.000	105-252
0.618	105-202
HIGH	105-120
0.618	105-069
0.500	105-054
0.382	105-038
LOW	104-308
0.618	104-226
1.000	104-175
1.618	104-093
2.618	103-281
4.250	103-064

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	105-055	105-086
PP	105-054	105-076
S1	105-054	105-065

Download as Excel Spreadsheet

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

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