ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	105-290	105-195	-0-095	-0.3%	105-232
High	106-015	106-012	-0-002	0.0%	105-235
Low	105-150	105-185	0-035	0.1%	104-285
Close	105-182	105-310	0-128	0.4%	104-315
Range	0-185	0-148	-0-038	-20.3%	0-270
ATR	0-175	0-174	-0-002	-1.0%	0-000
Volume	1,763,120	1,289,098	-474,022	-26.9%	6,726,211

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-078	107-022	106-071
R3	106-251	106-194	106-031
R2	106-103	106-103	106-017
R1	106-047	106-047	106-004	106-075
PP	105-276	105-276	105-276	105-290
S1	105-219	105-219	105-296	105-248
S2	105-128	105-128	105-283
S3	104-301	105-072	105-269
S4	104-153	104-244	105-229

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%	0-191	0.6%	93%	False	False	1,397,375
10	106-018	104-240	1-098	1.2%	0-182	0.5%	93%	False	False	1,467,422
20	106-018	103-295	2-042	2.0%	0-171	0.5%	96%	False	False	1,460,997
40	106-018	103-235	2-102	2.2%	0-162	0.5%	96%	False	False	1,387,155
60	107-092	103-235	3-178	3.4%	0-150	0.4%	63%	False	False	1,377,331
80	107-300	103-235	4-065	4.0%	0-151	0.4%	53%	False	False	1,058,396
100	108-222	103-235	4-308	4.7%	0-136	0.4%	45%	False	False	846,792
120	109-308	103-235	6-072	5.9%	0-114	0.3%	36%	False	False	705,660

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	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-319
2.618	107-079
1.618	106-251
1.000	106-160
0.618	106-104
HIGH	106-012
0.618	105-276
0.500	105-259
0.382	105-241
LOW	105-185
0.618	105-094
1.000	105-038
1.618	104-266
2.618	104-119
4.250	103-198

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	105-293	105-256
PP	105-276	105-202
S1	105-259	105-149

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols