ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	105-318	105-260	-0-058	-0.2%	104-298
High	106-070	105-292	-0-098	-0.3%	106-070
Low	105-235	105-212	-0-022	-0.1%	104-240
Close	105-260	105-275	0-015	0.0%	105-260
Range	0-155	0-080	-0-075	-48.4%	1-150
ATR	0-172	0-166	-0-007	-3.8%	0-000
Volume	1,305,059	1,355,613	50,554	3.9%	7,115,811

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-180	106-148	105-319
R3	106-100	106-068	105-297
R2	106-020	106-020	105-290
R1	105-308	105-308	105-282	106-004
PP	105-260	105-260	105-260	105-268
S1	105-228	105-228	105-268	105-244
S2	105-180	105-180	105-260
S3	105-100	105-148	105-253
S4	105-020	105-068	105-231

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-000	109-120	106-198
R3	108-170	107-290	106-069
R2	107-020	107-020	106-026
R1	106-140	106-140	105-303	106-240
PP	105-190	105-190	105-190	105-240
S1	104-310	104-310	105-217	105-090
S2	104-040	104-040	105-174
S3	102-210	103-160	105-131
S4	101-060	102-010	105-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-070	104-280	1-110	1.3%	0-189	0.6%	73%	False	False	1,507,919
10	106-070	104-240	1-150	1.4%	0-161	0.5%	76%	False	False	1,389,729
20	106-070	104-002	2-068	2.1%	0-164	0.5%	84%	False	False	1,457,831
40	106-070	103-235	2-155	2.3%	0-163	0.5%	86%	False	False	1,405,413
60	107-092	103-235	3-178	3.4%	0-150	0.4%	60%	False	False	1,337,699
80	107-300	103-235	4-065	4.0%	0-148	0.4%	51%	False	False	1,091,618
100	108-222	103-235	4-308	4.7%	0-138	0.4%	43%	False	False	873,399
120	109-308	103-235	6-072	5.9%	0-116	0.3%	34%	False	False	727,832

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-037
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	106-312
2.618	106-182
1.618	106-102
1.000	106-052
0.618	106-022
HIGH	105-292
0.618	105-262
0.500	105-252
0.382	105-243
LOW	105-212
0.618	105-163
1.000	105-132
1.618	105-083
2.618	105-003
4.250	104-192

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	105-268	105-288
PP	105-260	105-283
S1	105-252	105-279

Download as Excel Spreadsheet

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

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