ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	104-152	104-032	-0-120	-0.4%	105-035
High	104-182	104-198	0-015	0.0%	105-048
Low	104-020	104-002	-0-018	-0.1%	103-235
Close	104-038	104-182	0-145	0.4%	104-112
Range	0-162	0-195	0-032	20.0%	1-132
ATR	0-158	0-160	0-003	1.7%	0-000
Volume	1,288,963	1,533,310	244,347	19.0%	6,975,123

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-072	106-002	104-290
R3	105-198	105-128	104-236
R2	105-002	105-002	104-218
R1	104-252	104-252	104-200	104-288
PP	104-128	104-128	104-128	104-145
S1	104-058	104-058	104-165	104-092
S2	103-252	103-252	104-147
S3	103-058	103-182	104-129
S4	102-182	102-308	104-075

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	103-295	0-258	0.8%	0-172	0.5%	81%	False	False	1,380,691
10	105-120	103-235	1-205	1.6%	0-160	0.5%	51%	False	False	1,354,071
20	105-205	103-235	1-290	1.8%	0-163	0.5%	44%	False	False	1,364,947
40	107-092	103-235	3-178	3.4%	0-143	0.4%	24%	False	False	1,222,080
60	107-300	103-235	4-065	4.0%	0-145	0.4%	20%	False	False	1,038,999
80	108-222	103-235	4-308	4.7%	0-137	0.4%	17%	False	False	779,534
100	109-068	103-235	5-152	5.2%	0-111	0.3%	15%	False	False	623,627
120	111-198	103-235	7-282	7.5%	0-092	0.3%	11%	False	False	519,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-066
2.618	106-068
1.618	105-193
1.000	105-072
0.618	104-318
HIGH	104-198
0.618	104-123
0.500	104-100
0.382	104-077
LOW	104-002
0.618	103-202
1.000	103-128
1.618	103-007
2.618	102-132
4.250	101-134

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	104-155	104-161
PP	104-128	104-139
S1	104-100	104-118

Download as Excel Spreadsheet

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

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