ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	105-115	105-178	0-062	0.2%	104-230
High	105-215	105-210	-0-005	0.0%	106-000
Low	105-098	105-118	0-020	0.1%	104-110
Close	105-178	105-185	0-008	0.0%	105-252
Range	0-118	0-092	-0-025	-21.3%	1-210
ATR	0-167	0-161	-0-005	-3.2%	0-000
Volume	1,434,178	1,308,850	-125,328	-8.7%	8,621,481

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-128	106-089	105-236
R3	106-036	105-317	105-210
R2	105-263	105-263	105-202
R1	105-224	105-224	105-193	105-244
PP	105-171	105-171	105-171	105-181
S1	105-132	105-132	105-177	105-151
S2	105-078	105-078	105-168
S3	104-306	105-039	105-160
S4	104-213	104-267	105-134

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	105-020	0-300	0.9%	0-159	0.5%	55%	False	False	1,621,838
10	106-000	104-002	1-318	1.9%	0-160	0.5%	79%	False	False	1,535,621
20	106-000	103-235	2-085	2.1%	0-162	0.5%	81%	False	False	1,444,031
40	106-132	103-235	2-218	2.5%	0-150	0.4%	69%	False	False	1,338,261
60	107-092	103-235	3-178	3.4%	0-143	0.4%	52%	False	False	1,265,105
80	108-205	103-235	4-290	4.6%	0-145	0.4%	38%	False	False	952,314
100	108-222	103-235	4-308	4.7%	0-125	0.4%	37%	False	False	761,856
120	109-308	103-235	6-072	5.9%	0-104	0.3%	30%	False	False	634,880

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	106-283
2.618	106-132
1.618	106-040
1.000	105-302
0.618	105-267
HIGH	105-210
0.618	105-175
0.500	105-164
0.382	105-153
LOW	105-118
0.618	105-060
1.000	105-025
1.618	104-288
2.618	104-195
4.250	104-044

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	105-178	105-176
PP	105-171	105-168
S1	105-164	105-159

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

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