ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	104-172	104-230	0-058	0.2%	104-072
High	104-245	104-230	-0-015	0.0%	104-245
Low	104-142	104-125	-0-018	-0.1%	104-002
Close	104-220	104-178	-0-042	-0.1%	104-220
Range	0-102	0-105	0-002	2.4%	0-242
ATR	0-156	0-153	-0-004	-2.3%	0-000
Volume	1,158,054	1,064,494	-93,560	-8.1%	6,686,030

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-172	105-120	104-235
R3	105-068	105-015	104-206
R2	104-282	104-282	104-197
R1	104-230	104-230	104-187	104-204
PP	104-178	104-178	104-178	104-164
S1	104-125	104-125	104-168	104-099
S2	104-072	104-072	104-158
S3	103-288	104-020	104-149
S4	103-182	103-235	104-120

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%	0-139	0.4%	72%	False	False	1,280,400
10	104-290	103-235	1-055	1.1%	0-159	0.5%	70%	False	False	1,382,692
20	105-205	103-235	1-290	1.8%	0-160	0.5%	43%	False	False	1,333,895
40	106-228	103-235	2-312	2.8%	0-141	0.4%	28%	False	False	1,208,147
60	107-300	103-235	4-065	4.0%	0-142	0.4%	20%	False	False	1,075,887
80	108-222	103-235	4-308	4.7%	0-139	0.4%	17%	False	False	807,315
100	109-065	103-235	5-150	5.2%	0-113	0.3%	15%	False	False	645,852
120	111-198	103-235	7-282	7.5%	0-094	0.3%	10%	False	False	538,210

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-036
2.618	105-185
1.618	105-080
1.000	105-015
0.618	104-295
HIGH	104-230
0.618	104-190
0.500	104-178
0.382	104-165
LOW	104-125
0.618	104-060
1.000	104-020
1.618	103-275
2.618	103-170
4.250	102-319

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	104-178	104-160
PP	104-178	104-142
S1	104-178	104-124

Download as Excel Spreadsheet

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

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