ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	105-232	105-115	-0-118	-0.3%	104-230
High	105-235	105-215	-0-020	-0.1%	106-000
Low	105-082	105-098	0-015	0.0%	104-110
Close	105-088	105-178	0-090	0.3%	105-252
Range	0-152	0-118	-0-035	-23.0%	1-210
ATR	0-170	0-167	-0-003	-1.8%	0-000
Volume	1,300,338	1,434,178	133,840	10.3%	8,621,481

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-196	106-144	105-242
R3	106-078	106-027	105-210
R2	105-281	105-281	105-199
R1	105-229	105-229	105-188	105-255
PP	105-163	105-163	105-163	105-176
S1	105-112	105-112	105-167	105-138
S2	105-046	105-046	105-156
S3	104-248	104-314	105-145
S4	104-131	104-197	105-113

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%	0-192	0.6%	73%	False	False	1,744,390
10	106-000	104-002	1-318	1.9%	0-166	0.5%	78%	False	False	1,533,632
20	106-000	103-235	2-085	2.1%	0-164	0.5%	80%	False	False	1,449,201
40	106-132	103-235	2-218	2.5%	0-154	0.5%	68%	False	False	1,336,111
60	107-092	103-235	3-178	3.4%	0-145	0.4%	51%	False	False	1,244,697
80	108-222	103-235	4-308	4.7%	0-145	0.4%	37%	False	False	935,957
100	108-222	103-235	4-308	4.7%	0-124	0.4%	37%	False	False	748,767
120	110-012	103-235	6-098	6.0%	0-103	0.3%	29%	False	False	623,973

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	107-074
2.618	106-203
1.618	106-085
1.000	106-012
0.618	105-288
HIGH	105-215
0.618	105-170
0.500	105-156
0.382	105-142
LOW	105-098
0.618	105-025
1.000	104-300
1.618	104-227
2.618	104-110
4.250	103-238

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	105-170	105-175
PP	105-163	105-173
S1	105-156	105-171

Download as Excel Spreadsheet

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

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