ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	103-312	103-302	-0-010	0.0%	105-035
High	104-045	104-150	0-105	0.3%	105-048
Low	103-235	103-295	0-060	0.2%	103-235
Close	103-295	104-112	0-138	0.4%	104-112
Range	0-130	0-175	0-045	34.6%	1-132
ATR	0-155	0-157	0-001	0.9%	0-000
Volume	1,751,672	1,375,479	-376,193	-21.5%	6,975,123

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-284	105-213	104-209
R3	105-109	105-038	104-161
R2	104-254	104-254	104-145
R1	104-183	104-183	104-129	104-219
PP	104-079	104-079	104-079	104-097
S1	104-008	104-008	104-096	104-044
S2	103-224	103-224	104-080
S3	103-049	103-153	104-064
S4	102-194	102-298	104-016

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-209	107-293	105-041
R3	107-077	106-161	104-237
R2	105-264	105-264	104-195
R1	105-028	105-028	104-154	104-240
PP	104-132	104-132	104-132	104-078
S1	103-216	103-216	104-071	103-108
S2	102-319	102-319	104-030
S3	101-187	102-083	103-308
S4	100-054	100-271	103-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-048	103-235	1-132	1.4%	0-158	0.5%	44%	False	False	1,395,024
10	105-205	103-235	1-290	1.8%	0-163	0.5%	32%	False	False	1,300,959
20	105-205	103-235	1-290	1.8%	0-156	0.5%	32%	False	False	1,331,825
40	107-092	103-235	3-178	3.4%	0-141	0.4%	17%	False	False	1,310,893
60	107-300	103-235	4-065	4.0%	0-143	0.4%	15%	False	False	947,090
80	108-222	103-235	4-308	4.8%	0-130	0.4%	12%	False	False	710,434
100	109-308	103-235	6-072	6.0%	0-104	0.3%	10%	False	False	568,347
120	112-035	103-235	8-120	8.0%	0-087	0.3%	7%	False	False	473,623

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-254
2.618	105-288
1.618	105-113
1.000	105-005
0.618	104-258
HIGH	104-150
0.618	104-083
0.500	104-062
0.382	104-042
LOW	103-295
0.618	103-187
1.000	103-120
1.618	103-012
2.618	102-157
4.250	101-191

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	104-096	104-086
PP	104-079	104-059
S1	104-062	104-032

Download as Excel Spreadsheet

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

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