ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	104-312	105-035	0-042	0.1%	105-005
High	105-120	105-048	-0-072	-0.2%	105-205
Low	104-308	104-275	-0-032	-0.1%	104-288
Close	105-055	104-282	-0-092	-0.3%	105-055
Range	0-132	0-092	-0-040	-30.2%	0-238
ATR	0-155	0-151	-0-004	-2.5%	0-000
Volume	1,037,611	898,727	-138,884	-13.4%	6,034,473

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-266	105-207	105-013
R3	105-173	105-114	104-308
R2	105-081	105-081	104-299
R1	105-022	105-022	104-291	105-005
PP	104-308	104-308	104-308	104-300
S1	104-249	104-249	104-274	104-232
S2	104-216	104-216	104-266
S3	104-123	104-157	104-257
S4	104-031	104-064	104-232

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	104-275	0-250	0.7%	0-146	0.4%	3%	False	True	1,271,645
10	105-205	104-085	1-120	1.3%	0-162	0.5%	45%	False	False	1,285,098
20	105-318	104-085	1-232	1.6%	0-147	0.4%	36%	False	False	1,261,212
40	107-092	104-085	3-008	2.9%	0-137	0.4%	20%	False	False	1,255,383
60	108-020	104-085	3-255	3.6%	0-142	0.4%	16%	False	False	845,892
80	108-222	104-085	4-138	4.2%	0-121	0.4%	14%	False	False	634,479
100	109-308	104-085	5-222	5.4%	0-097	0.3%	11%	False	False	507,583
120	112-035	104-085	7-270	7.5%	0-081	0.2%	8%	False	False	422,986

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-029
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	106-121
2.618	105-290
1.618	105-197
1.000	105-140
0.618	105-105
HIGH	105-048
0.618	105-012
0.500	105-001
0.382	104-310
LOW	104-275
0.618	104-218
1.000	104-182
1.618	104-125
2.618	104-033
4.250	103-202

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	105-001	105-080
PP	104-308	105-041
S1	104-295	105-002

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

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