ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	103-302	104-072	0-090	0.3%	105-035
High	104-150	104-200	0-050	0.1%	105-048
Low	103-295	104-005	0-030	0.1%	103-235
Close	104-112	104-198	0-085	0.3%	104-112
Range	0-175	0-195	0-020	11.4%	1-132
ATR	0-157	0-159	0-003	1.7%	0-000
Volume	1,375,479	1,348,524	-26,955	-2.0%	6,975,123

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-079	106-013	104-305
R3	105-204	105-138	104-251
R2	105-009	105-009	104-233
R1	104-263	104-263	104-215	104-296
PP	104-134	104-134	104-134	104-151
S1	104-068	104-068	104-180	104-101
S2	103-259	103-259	104-162
S3	103-064	103-193	104-144
S4	102-189	102-318	104-090

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	104-290	103-235	1-055	1.1%	0-178	0.5%	75%	False	False	1,484,984
10	105-205	103-235	1-290	1.8%	0-162	0.5%	46%	False	False	1,378,314
20	105-205	103-235	1-290	1.8%	0-161	0.5%	46%	False	False	1,352,996
40	107-092	103-235	3-178	3.4%	0-142	0.4%	25%	False	False	1,277,633
60	107-300	103-235	4-065	4.0%	0-143	0.4%	21%	False	False	969,547
80	108-222	103-235	4-308	4.7%	0-132	0.4%	18%	False	False	727,291
100	109-308	103-235	6-072	6.0%	0-106	0.3%	14%	False	False	581,832
120	112-035	103-235	8-120	8.0%	0-088	0.3%	11%	False	False	484,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107-069
2.618	106-071
1.618	105-196
1.000	105-075
0.618	105-001
HIGH	104-200
0.618	104-126
0.500	104-102
0.382	104-079
LOW	104-005
0.618	103-204
1.000	103-130
1.618	103-009
2.618	102-134
4.250	101-136

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	104-166	104-151
PP	104-134	104-104
S1	104-102	104-058

Download as Excel Spreadsheet

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

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