ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	104-075	103-312	-0-082	-0.2%	105-005
High	104-135	104-045	-0-090	-0.3%	105-205
Low	103-308	103-235	-0-072	-0.2%	104-288
Close	104-008	103-295	-0-032	-0.1%	105-055
Range	0-148	0-130	-0-018	-11.9%	0-238
ATR	0-157	0-155	-0-002	-1.2%	0-000
Volume	1,442,247	1,751,672	309,425	21.5%	6,034,473

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-048	104-302	104-046
R3	104-238	104-172	104-011
R2	104-108	104-108	103-319
R1	104-042	104-042	103-307	104-010
PP	103-298	103-298	103-298	103-282
S1	103-232	103-232	103-283	103-200
S2	103-168	103-168	103-271
S3	103-038	103-102	103-259
S4	102-228	102-292	103-224

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	105-120	103-235	1-205	1.6%	0-150	0.4%	11%	False	True	1,327,451
10	105-205	103-235	1-290	1.8%	0-167	0.5%	10%	False	True	1,318,173
20	105-205	103-235	1-290	1.8%	0-153	0.5%	10%	False	True	1,313,313
40	107-092	103-235	3-178	3.4%	0-139	0.4%	5%	False	True	1,335,498
60	107-300	103-235	4-065	4.0%	0-144	0.4%	4%	False	True	924,196
80	108-222	103-235	4-308	4.8%	0-128	0.4%	4%	False	True	693,241
100	109-308	103-235	6-072	6.0%	0-102	0.3%	3%	False	True	554,592
120	112-035	103-235	8-120	8.1%	0-085	0.3%	2%	False	True	462,160

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105-278
2.618	105-065
1.618	104-255
1.000	104-175
0.618	104-125
HIGH	104-045
0.618	103-315
0.500	103-300
0.382	103-285
LOW	103-235
0.618	103-155
1.000	103-105
1.618	103-025
2.618	102-215
4.250	102-002

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	103-300	104-102
PP	103-298	104-060
S1	103-297	104-018

Download as Excel Spreadsheet

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

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