ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	104-298	104-315	0-018	0.1%	105-232
High	105-018	106-018	1-000	1.0%	105-235
Low	104-240	104-280	0-040	0.1%	104-285
Close	105-000	106-005	1-005	1.0%	104-315
Range	0-098	1-058	0-280	287.2%	0-270
ATR	0-159	0-175	0-016	9.8%	0-000
Volume	931,827	1,826,707	894,880	96.0%	6,726,211

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-060	108-250	106-213
R3	108-002	107-192	106-109
R2	106-265	106-265	106-074
R1	106-135	106-135	106-040	106-200
PP	105-208	105-208	105-208	105-240
S1	105-078	105-078	105-290	105-142
S2	104-150	104-150	105-256
S3	103-092	104-020	105-221
S4	102-035	102-282	105-117

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	106-018	104-240	1-098	1.2%	0-185	0.5%	97%	True	False	1,350,045
10	106-018	104-110	1-228	1.6%	0-189	0.6%	98%	True	False	1,547,218
20	106-018	103-235	2-102	2.2%	0-168	0.5%	98%	True	False	1,468,082
40	106-018	103-235	2-102	2.2%	0-161	0.5%	98%	True	False	1,378,188
60	107-092	103-235	3-178	3.4%	0-149	0.4%	64%	False	False	1,348,288
80	107-300	103-235	4-065	4.0%	0-150	0.4%	54%	False	False	1,020,261
100	108-222	103-235	4-308	4.7%	0-133	0.4%	46%	False	False	816,270
120	109-308	103-235	6-072	5.9%	0-111	0.3%	37%	False	False	680,225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 159 trading days

Fibonacci Retracements and Extensions
4.250	111-022
2.618	109-046
1.618	107-308
1.000	107-075
0.618	106-251
HIGH	106-018
0.618	105-193
0.500	105-149
0.382	105-104
LOW	104-280
0.618	104-047
1.000	103-222
1.618	102-309
2.618	101-252
4.250	99-276

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	105-266	105-260
PP	105-208	105-194
S1	105-149	105-129

Download as Excel Spreadsheet

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

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