ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	104-032	104-172	0-140	0.4%	104-072
High	104-198	104-245	0-048	0.1%	104-245
Low	104-002	104-142	0-140	0.4%	104-002
Close	104-182	104-220	0-038	0.1%	104-220
Range	0-195	0-102	-0-092	-47.4%	0-242
ATR	0-160	0-156	-0-004	-2.6%	0-000
Volume	1,533,310	1,158,054	-375,256	-24.5%	6,686,030

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-190	105-148	104-276
R3	105-088	105-045	104-248
R2	104-305	104-305	104-239
R1	104-262	104-262	104-229	104-284
PP	104-202	104-202	104-202	104-213
S1	104-160	104-160	104-211	104-181
S2	104-100	104-100	104-201
S3	103-318	104-058	104-192
S4	103-215	103-275	104-164

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-243	106-154	105-033
R3	106-001	105-232	104-287
R2	105-078	105-078	104-264
R1	104-309	104-309	104-242	105-034
PP	104-156	104-156	104-156	104-178
S1	104-067	104-067	104-198	104-111
S2	103-233	103-233	104-176
S3	102-311	103-144	104-153
S4	102-068	102-222	104-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104-245	104-002	0-242	0.7%	0-157	0.5%	90%	True	False	1,337,206
10	105-048	103-235	1-132	1.4%	0-158	0.5%	67%	False	False	1,366,115
20	105-205	103-235	1-290	1.8%	0-162	0.5%	50%	False	False	1,335,817
40	107-092	103-235	3-178	3.4%	0-144	0.4%	27%	False	False	1,217,530
60	107-300	103-235	4-065	4.0%	0-145	0.4%	23%	False	False	1,058,232
80	108-222	103-235	4-308	4.7%	0-138	0.4%	19%	False	False	794,009
100	109-065	103-235	5-150	5.2%	0-112	0.3%	17%	False	False	635,207
120	111-198	103-235	7-282	7.5%	0-093	0.3%	12%	False	False	529,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-034
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	106-041
2.618	105-193
1.618	105-091
1.000	105-028
0.618	104-308
HIGH	104-245
0.618	104-206
0.500	104-194
0.382	104-182
LOW	104-142
0.618	104-079
1.000	104-040
1.618	103-297
2.618	103-194
4.250	103-027

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	104-211	104-188
PP	104-202	104-156
S1	104-194	104-124

Download as Excel Spreadsheet

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

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