ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	104-072	104-185	0-112	0.3%	105-035
High	104-200	104-232	0-032	0.1%	105-048
Low	104-005	104-102	0-098	0.3%	103-235
Close	104-198	104-150	-0-048	-0.1%	104-112
Range	0-195	0-130	-0-065	-33.3%	1-132
ATR	0-159	0-157	-0-002	-1.3%	0-000
Volume	1,348,524	1,357,179	8,655	0.6%	6,975,123

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-232	105-161	104-222
R3	105-102	105-031	104-186
R2	104-292	104-292	104-174
R1	104-221	104-221	104-162	104-191
PP	104-162	104-162	104-162	104-147
S1	104-091	104-091	104-138	104-061
S2	104-032	104-032	104-126
S3	103-222	103-281	104-114
S4	103-092	103-151	104-078

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	104-232	103-235	0-318	0.9%	0-156	0.5%	74%	True	False	1,455,020
10	105-205	103-235	1-290	1.8%	0-161	0.5%	39%	False	False	1,364,770
20	105-205	103-235	1-290	1.8%	0-163	0.5%	39%	False	False	1,368,605
40	107-092	103-235	3-178	3.4%	0-143	0.4%	21%	False	False	1,237,781
60	107-300	103-235	4-065	4.0%	0-143	0.4%	17%	False	False	992,112
80	108-222	103-235	4-308	4.7%	0-133	0.4%	15%	False	False	744,255
100	109-110	103-235	5-195	5.4%	0-107	0.3%	13%	False	False	595,404
120	112-035	103-235	8-120	8.0%	0-089	0.3%	9%	False	False	496,170

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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-145
2.618	105-253
1.618	105-123
1.000	105-042
0.618	104-313
HIGH	104-232
0.618	104-183
0.500	104-168
0.382	104-152
LOW	104-102
0.618	104-022
1.000	103-292
1.618	103-212
2.618	103-082
4.250	102-190

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	104-168	104-135
PP	104-162	104-119
S1	104-156	104-104

Download as Excel Spreadsheet

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

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