ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	104-230	104-150	-0-080	-0.2%	104-072
High	104-230	104-248	0-018	0.1%	104-245
Low	104-125	104-110	-0-015	0.0%	104-002
Close	104-178	104-152	-0-025	-0.1%	104-220
Range	0-105	0-138	0-032	31.0%	0-242
ATR	0-153	0-151	-0-001	-0.7%	0-000
Volume	1,064,494	1,569,552	505,058	47.4%	6,686,030

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-262	105-185	104-228
R3	105-125	105-048	104-190
R2	104-308	104-308	104-178
R1	104-230	104-230	104-165	104-269
PP	104-170	104-170	104-170	104-189
S1	104-092	104-092	104-140	104-131
S2	104-032	104-032	104-127
S3	103-215	103-275	104-115
S4	103-078	103-138	104-077

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	104-248	104-002	0-245	0.7%	0-140	0.4%	61%	True	False	1,322,874
10	104-248	103-235	1-012	1.0%	0-148	0.4%	71%	True	False	1,388,947
20	105-205	103-235	1-290	1.8%	0-160	0.5%	39%	False	False	1,335,161
40	106-165	103-235	2-250	2.7%	0-141	0.4%	27%	False	False	1,220,805
60	107-300	103-235	4-065	4.0%	0-142	0.4%	18%	False	False	1,101,898
80	108-222	103-235	4-308	4.7%	0-140	0.4%	15%	False	False	826,935
100	108-292	103-235	5-058	5.0%	0-114	0.3%	14%	False	False	661,548
120	111-198	103-235	7-282	7.5%	0-095	0.3%	9%	False	False	551,290

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-192
2.618	105-287
1.618	105-150
1.000	105-065
0.618	105-012
HIGH	104-248
0.618	104-195
0.500	104-179
0.382	104-163
LOW	104-110
0.618	104-025
1.000	103-292
1.618	103-208
2.618	103-070
4.250	102-166

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	104-179	104-179
PP	104-170	104-170
S1	104-161	104-161

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols