ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	104-150	104-112	-0-038	-0.1%	104-072
High	104-248	105-050	0-122	0.4%	104-245
Low	104-110	104-110	0-000	0.0%	104-002
Close	104-152	104-305	0-152	0.5%	104-220
Range	0-138	0-260	0-122	89.1%	0-242
ATR	0-151	0-159	0-008	5.1%	0-000
Volume	1,569,552	1,921,609	352,057	22.4%	6,686,030

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-082	106-293	105-128
R3	106-142	106-033	105-056
R2	105-202	105-202	105-033
R1	105-093	105-093	105-009	105-148
PP	104-262	104-262	104-262	104-289
S1	104-153	104-153	104-281	104-208
S2	104-002	104-002	104-257
S3	103-062	103-213	104-234
S4	102-122	102-273	104-162

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	105-050	104-002	1-048	1.1%	0-160	0.5%	82%	True	False	1,449,403
10	105-050	103-235	1-135	1.4%	0-159	0.5%	86%	True	False	1,436,883
20	105-205	103-235	1-290	1.8%	0-162	0.5%	64%	False	False	1,349,316
40	106-165	103-235	2-250	2.6%	0-144	0.4%	44%	False	False	1,238,773
60	107-300	103-235	4-065	4.0%	0-144	0.4%	29%	False	False	1,133,612
80	108-222	103-235	4-308	4.7%	0-142	0.4%	25%	False	False	850,955
100	108-292	103-235	5-058	4.9%	0-117	0.3%	24%	False	False	680,764
120	111-060	103-235	7-145	7.1%	0-097	0.3%	16%	False	False	567,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	108-195
2.618	107-091
1.618	106-151
1.000	105-310
0.618	105-211
HIGH	105-050
0.618	104-271
0.500	104-240
0.382	104-209
LOW	104-110
0.618	103-269
1.000	103-170
1.618	103-009
2.618	102-069
4.250	100-285

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	104-283	104-283
PP	104-262	104-262
S1	104-240	104-240

Download as Excel Spreadsheet

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

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