ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	105-178	105-200	0-022	0.1%	104-230
High	105-210	105-220	0-010	0.0%	106-000
Low	105-118	105-010	-0-108	-0.3%	104-110
Close	105-185	105-038	-0-148	-0.4%	105-252
Range	0-092	0-210	0-118	127.0%	1-210
ATR	0-161	0-165	0-003	2.1%	0-000
Volume	1,308,850	1,506,719	197,869	15.1%	8,621,481

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-079	106-268	105-153
R3	106-189	106-058	105-095
R2	105-299	105-299	105-076
R1	105-168	105-168	105-057	105-129
PP	105-089	105-089	105-089	105-069
S1	104-278	104-278	105-018	104-239
S2	104-199	104-199	104-319
S3	103-309	104-068	104-300
S4	103-099	103-178	104-242

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	105-010	0-310	0.9%	0-174	0.5%	9%	False	True	1,537,469
10	106-000	104-110	1-210	1.6%	0-161	0.5%	47%	False	False	1,532,962
20	106-000	103-235	2-085	2.2%	0-161	0.5%	61%	False	False	1,443,516
40	106-065	103-235	2-150	2.3%	0-152	0.5%	56%	False	False	1,343,668
60	107-092	103-235	3-178	3.4%	0-144	0.4%	39%	False	False	1,288,840
80	108-055	103-235	4-140	4.2%	0-146	0.4%	31%	False	False	971,129
100	108-222	103-235	4-308	4.7%	0-127	0.4%	28%	False	False	776,923
120	109-308	103-235	6-072	5.9%	0-106	0.3%	22%	False	False	647,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108-152
2.618	107-130
1.618	106-240
1.000	106-110
0.618	106-030
HIGH	105-220
0.618	105-140
0.500	105-115
0.382	105-090
LOW	105-010
0.618	104-200
1.000	104-120
1.618	103-310
2.618	103-100
4.250	102-078

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	105-115	105-115
PP	105-089	105-089
S1	105-063	105-063

Download as Excel Spreadsheet

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

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