ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	105-045	104-298	-0-068	-0.2%	105-232
High	105-112	105-018	-0-095	-0.3%	105-235
Low	104-285	104-240	-0-045	-0.1%	104-285
Close	104-315	105-000	0-005	0.0%	104-315
Range	0-148	0-098	-0-050	-33.9%	0-270
ATR	0-164	0-159	-0-005	-2.9%	0-000
Volume	1,176,126	931,827	-244,299	-20.8%	6,726,211

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-272	105-233	105-054
R3	105-174	105-136	105-027
R2	105-077	105-077	105-018
R1	105-038	105-038	105-009	105-058
PP	104-299	104-299	104-299	104-309
S1	104-261	104-261	104-311	104-280
S2	104-202	104-202	104-302
S3	104-104	104-163	104-293
S4	104-007	104-066	104-266

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	105-220	104-240	0-300	0.9%	0-133	0.4%	27%	False	True	1,271,540
10	106-000	104-110	1-210	1.6%	0-165	0.5%	40%	False	False	1,521,502
20	106-000	103-235	2-085	2.2%	0-162	0.5%	56%	False	False	1,452,097
40	106-000	103-235	2-085	2.2%	0-154	0.5%	56%	False	False	1,356,655
60	107-092	103-235	3-178	3.4%	0-145	0.4%	36%	False	False	1,320,954
80	108-020	103-235	4-105	4.1%	0-147	0.4%	29%	False	False	997,443
100	108-222	103-235	4-308	4.7%	0-129	0.4%	26%	False	False	798,003
120	109-308	103-235	6-072	5.9%	0-108	0.3%	20%	False	False	665,002

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-112
2.618	105-273
1.618	105-175
1.000	105-115
0.618	105-078
HIGH	105-018
0.618	104-300
0.500	104-289
0.382	104-277
LOW	104-240
0.618	104-180
1.000	104-142
1.618	104-082
2.618	103-305
4.250	103-146

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	104-310	105-070
PP	104-299	105-047
S1	104-289	105-023

Download as Excel Spreadsheet

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

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