ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	104-315	105-290	0-295	0.9%	105-232
High	106-018	106-015	-0-002	0.0%	105-235
Low	104-280	105-150	0-190	0.6%	104-285
Close	106-005	105-182	-0-142	-0.4%	104-315
Range	1-058	0-185	-0-192	-51.0%	0-270
ATR	0-175	0-175	0-001	0.4%	0-000
Volume	1,826,707	1,763,120	-63,587	-3.5%	6,726,211

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-138	107-025	105-284
R3	106-272	106-160	105-233
R2	106-088	106-088	105-216
R1	105-295	105-295	105-199	105-259
PP	105-222	105-222	105-222	105-204
S1	105-110	105-110	105-166	105-074
S2	105-038	105-038	105-149
S3	104-172	104-245	105-132
S4	103-308	104-060	105-081

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%	0-204	0.6%	63%	False	False	1,440,899
10	106-018	104-240	1-098	1.2%	0-181	0.5%	63%	False	False	1,531,369
20	106-018	103-235	2-102	2.2%	0-170	0.5%	79%	False	False	1,484,126
40	106-018	103-235	2-102	2.2%	0-161	0.5%	79%	False	False	1,389,018
60	107-092	103-235	3-178	3.4%	0-151	0.4%	52%	False	False	1,373,214
80	107-300	103-235	4-065	4.0%	0-151	0.4%	44%	False	False	1,042,296
100	108-222	103-235	4-308	4.7%	0-135	0.4%	37%	False	False	833,901
120	109-308	103-235	6-072	5.9%	0-113	0.3%	29%	False	False	694,917

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108-161
2.618	107-179
1.618	106-314
1.000	106-200
0.618	106-129
HIGH	106-015
0.618	105-264
0.500	105-242
0.382	105-221
LOW	105-150
0.618	105-036
1.000	104-285
1.618	104-171
2.618	103-306
4.250	103-004

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	105-242	105-165
PP	105-222	105-147
S1	105-202	105-129

Download as Excel Spreadsheet

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

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