ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	104-282	104-075	-0-208	-0.6%	105-005
High	104-290	104-135	-0-155	-0.5%	105-205
Low	104-045	103-308	-0-058	-0.2%	104-288
Close	104-072	104-008	-0-065	-0.2%	105-055
Range	0-245	0-148	-0-098	-39.8%	0-238
ATR	0-158	0-157	-0-001	-0.5%	0-000
Volume	1,506,998	1,442,247	-64,751	-4.3%	6,034,473

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-166	105-074	104-089
R3	105-018	104-247	104-048
R2	104-191	104-191	104-035
R1	104-099	104-099	104-021	104-071
PP	104-043	104-043	104-043	104-029
S1	103-272	103-272	103-314	103-244
S2	103-216	103-216	103-300
S3	103-068	103-124	103-287
S4	102-241	102-297	103-246

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	103-308	1-218	1.6%	0-171	0.5%	4%	False	True	1,280,520
10	105-205	103-308	1-218	1.6%	0-164	0.5%	4%	False	True	1,261,748
20	105-205	103-308	1-218	1.6%	0-152	0.5%	4%	False	True	1,293,910
40	107-092	103-308	3-105	3.2%	0-141	0.4%	2%	False	True	1,317,757
60	107-300	103-308	3-312	3.8%	0-144	0.4%	2%	False	True	895,019
80	108-222	103-308	4-235	4.6%	0-126	0.4%	1%	False	True	671,345
100	109-308	103-308	6-000	5.8%	0-101	0.3%	1%	False	True	537,076
120	112-035	103-308	8-048	7.8%	0-084	0.3%	1%	False	True	447,563

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-122
2.618	105-201
1.618	105-054
1.000	104-282
0.618	104-226
HIGH	104-135
0.618	104-079
0.500	104-061
0.382	104-044
LOW	103-308
0.618	103-216
1.000	103-160
1.618	103-069
2.618	102-241
4.250	102-001

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	104-061	104-178
PP	104-043	104-121
S1	104-025	104-064

Download as Excel Spreadsheet

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

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