ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	105-035	104-282	-0-072	-0.2%	105-005
High	105-048	104-290	-0-078	-0.2%	105-205
Low	104-275	104-045	-0-230	-0.7%	104-288
Close	104-282	104-072	-0-210	-0.6%	105-055
Range	0-092	0-245	0-152	164.9%	0-238
ATR	0-151	0-158	0-007	4.4%	0-000
Volume	898,727	1,506,998	608,271	67.7%	6,034,473

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-231	106-077	104-207
R3	105-306	105-152	104-140
R2	105-061	105-061	104-117
R1	104-227	104-227	104-095	104-181
PP	104-136	104-136	104-136	104-113
S1	103-302	103-302	104-050	103-256
S2	103-211	103-211	104-028
S3	102-286	103-057	104-005
S4	102-041	102-132	103-258

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	104-045	1-160	1.4%	0-166	0.5%	6%	False	True	1,274,519
10	105-205	104-045	1-160	1.4%	0-172	0.5%	6%	False	True	1,281,375
20	105-298	104-045	1-252	1.7%	0-154	0.5%	5%	False	True	1,288,294
40	107-092	104-045	3-048	3.0%	0-139	0.4%	3%	False	True	1,288,390
60	107-300	104-045	3-255	3.6%	0-143	0.4%	2%	False	True	870,987
80	108-222	104-045	4-178	4.4%	0-124	0.4%	2%	False	True	653,317
100	109-308	104-045	5-262	5.6%	0-100	0.3%	1%	False	True	522,653
120	112-035	104-045	7-310	7.6%	0-083	0.2%	1%	False	True	435,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	108-051
2.618	106-291
1.618	106-046
1.000	105-215
0.618	105-121
HIGH	104-290
0.618	104-196
0.500	104-168
0.382	104-139
LOW	104-045
0.618	103-214
1.000	103-120
1.618	102-289
2.618	102-044
4.250	100-284

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	104-168	104-242
PP	104-136	104-186
S1	104-104	104-129

Download as Excel Spreadsheet

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

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