ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	105-052	105-232	0-180	0.5%	104-230
High	106-000	105-235	-0-085	-0.3%	106-000
Low	105-022	105-082	0-060	0.2%	104-110
Close	105-252	105-088	-0-165	-0.5%	105-252
Range	0-298	0-152	-0-145	-48.7%	1-210
ATR	0-170	0-170	0-000	0.0%	0-000
Volume	2,137,262	1,300,338	-836,924	-39.2%	8,621,481

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-272	106-172	105-171
R3	106-120	106-020	105-129
R2	105-288	105-288	105-115
R1	105-188	105-188	105-101	105-161
PP	105-135	105-135	105-135	105-122
S1	105-035	105-035	105-074	105-009
S2	104-302	104-302	105-060
S3	104-150	104-202	105-046
S4	103-318	104-050	105-004

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-111	109-232	106-224
R3	108-221	108-022	106-078
R2	107-011	107-011	106-030
R1	106-132	106-132	105-301	106-231
PP	105-121	105-121	105-121	105-171
S1	104-242	104-242	105-204	105-021
S2	103-231	103-231	105-155
S3	102-021	103-032	105-107
S4	100-131	101-142	104-281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-000	104-110	1-210	1.6%	0-196	0.6%	56%	False	False	1,771,465
10	106-000	104-002	1-318	1.9%	0-168	0.5%	64%	False	False	1,525,932
20	106-000	103-235	2-085	2.2%	0-165	0.5%	68%	False	False	1,452,123
40	106-132	103-235	2-218	2.5%	0-152	0.5%	57%	False	False	1,314,978
60	107-092	103-235	3-178	3.4%	0-145	0.4%	43%	False	False	1,221,500
80	108-222	103-235	4-308	4.7%	0-145	0.4%	31%	False	False	918,030
100	108-255	103-235	5-020	4.8%	0-123	0.4%	30%	False	False	734,426
120	110-178	103-235	6-262	6.5%	0-102	0.3%	23%	False	False	612,021

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-243
2.618	106-314
1.618	106-162
1.000	106-068
0.618	106-009
HIGH	105-235
0.618	105-177
0.500	105-159
0.382	105-141
LOW	105-082
0.618	104-308
1.000	104-250
1.618	104-156
2.618	104-003
4.250	103-074

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	105-159	105-170
PP	105-135	105-142
S1	105-111	105-115

Download as Excel Spreadsheet

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

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