ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	104-112	105-048	0-255	0.8%	104-072
High	105-050	105-155	0-105	0.3%	104-245
Low	104-110	105-020	0-230	0.7%	104-002
Close	104-305	105-058	0-072	0.2%	104-220
Range	0-260	0-135	-0-125	-48.1%	0-242
ATR	0-159	0-160	0-001	0.5%	0-000
Volume	1,921,609	1,928,564	6,955	0.4%	6,686,030

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-162	106-085	105-132
R3	106-028	105-270	105-095
R2	105-212	105-212	105-082
R1	105-135	105-135	105-070	105-174
PP	105-078	105-078	105-078	105-097
S1	105-000	105-000	105-045	105-039
S2	104-262	104-262	105-033
S3	104-128	104-185	105-020
S4	103-312	104-050	104-303

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	105-155	104-110	1-045	1.1%	0-148	0.4%	73%	True	False	1,528,454
10	105-155	103-295	1-180	1.5%	0-160	0.5%	81%	True	False	1,454,572
20	105-205	103-235	1-290	1.8%	0-163	0.5%	76%	False	False	1,386,372
40	106-165	103-235	2-250	2.6%	0-145	0.4%	52%	False	False	1,263,319
60	107-300	103-235	4-065	4.0%	0-145	0.4%	34%	False	False	1,165,271
80	108-222	103-235	4-308	4.7%	0-143	0.4%	29%	False	False	875,062
100	108-255	103-235	5-020	4.8%	0-118	0.4%	29%	False	False	700,050
120	111-042	103-235	7-128	7.0%	0-099	0.3%	20%	False	False	583,375

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-089
2.618	106-188
1.618	106-053
1.000	105-290
0.618	105-238
HIGH	105-155
0.618	105-103
0.500	105-088
0.382	105-072
LOW	105-020
0.618	104-257
1.000	104-205
1.618	104-122
2.618	103-307
4.250	103-086

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	105-088	105-029
PP	105-078	105-001
S1	105-068	104-292

Download as Excel Spreadsheet

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

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