ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	105-200	105-045	-0-155	-0.5%	105-232
High	105-220	105-112	-0-108	-0.3%	105-235
Low	105-010	104-285	-0-045	-0.1%	104-285
Close	105-038	104-315	-0-042	-0.1%	104-315
Range	0-210	0-148	-0-062	-29.8%	0-270
ATR	0-165	0-164	-0-001	-0.8%	0-000
Volume	1,506,719	1,176,126	-330,593	-21.9%	6,726,211

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-147	106-058	105-076
R3	105-319	105-231	105-036
R2	105-172	105-172	105-022
R1	105-083	105-083	105-009	105-054
PP	105-024	105-024	105-024	105-009
S1	104-256	104-256	104-301	104-226
S2	104-197	104-197	104-288
S3	104-049	104-108	104-274
S4	103-222	103-281	104-234

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-235	107-065	105-144
R3	106-285	106-115	105-069
R2	106-015	106-015	105-044
R1	105-165	105-165	105-020	105-115
PP	105-065	105-065	105-065	105-040
S1	104-215	104-215	104-290	104-165
S2	104-115	104-115	104-266
S3	103-165	103-265	104-241
S4	102-215	102-315	104-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-235	104-285	0-270	0.8%	0-144	0.4%	11%	False	True	1,345,242
10	106-000	104-110	1-210	1.6%	0-166	0.5%	39%	False	False	1,534,769
20	106-000	103-235	2-085	2.2%	0-162	0.5%	55%	False	False	1,450,442
40	106-000	103-235	2-085	2.2%	0-154	0.5%	55%	False	False	1,350,585
60	107-092	103-235	3-178	3.4%	0-145	0.4%	35%	False	False	1,306,998
80	108-020	103-235	4-105	4.1%	0-146	0.4%	29%	False	False	985,807
100	108-222	103-235	4-308	4.7%	0-128	0.4%	25%	False	False	788,684
120	109-308	103-235	6-072	5.9%	0-107	0.3%	20%	False	False	657,237

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-099
2.618	106-179
1.618	106-031
1.000	105-260
0.618	105-204
HIGH	105-112
0.618	105-056
0.500	105-039
0.382	105-021
LOW	104-285
0.618	104-194
1.000	104-138
1.618	104-046
2.618	103-219
4.250	102-298

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	105-039	105-092
PP	105-024	105-060
S1	105-010	105-028

Download as Excel Spreadsheet

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

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