ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	105-260	105-275	0-015	0.0%	104-298
High	105-292	106-020	0-048	0.1%	106-070
Low	105-212	105-252	0-040	0.1%	104-240
Close	105-275	105-302	0-028	0.1%	105-260
Range	0-080	0-088	0-008	9.4%	1-150
ATR	0-166	0-160	-0-006	-3.4%	0-000
Volume	1,355,613	2,704,734	1,349,121	99.5%	7,115,811

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-241	106-199	106-031
R3	106-153	106-112	106-007
R2	106-066	106-066	105-319
R1	106-024	106-024	105-311	106-045
PP	105-298	105-298	105-298	105-309
S1	105-257	105-257	105-294	105-278
S2	105-211	105-211	105-286
S3	105-123	105-169	105-278
S4	105-036	105-082	105-254

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	105-150	0-240	0.7%	0-131	0.4%	64%	False	False	1,683,524
10	106-070	104-240	1-150	1.4%	0-158	0.5%	81%	False	False	1,516,785
20	106-070	104-002	2-068	2.1%	0-162	0.5%	88%	False	False	1,525,208
40	106-070	103-235	2-155	2.3%	0-163	0.5%	89%	False	False	1,446,907
60	107-092	103-235	3-178	3.4%	0-150	0.4%	62%	False	False	1,333,590
80	107-300	103-235	4-065	4.0%	0-148	0.4%	53%	False	False	1,125,386
100	108-222	103-235	4-308	4.7%	0-139	0.4%	45%	False	False	900,446
120	109-110	103-235	5-195	5.3%	0-116	0.3%	39%	False	False	750,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-072
2.618	106-249
1.618	106-162
1.000	106-108
0.618	106-074
HIGH	106-020
0.618	105-307
0.500	105-296
0.382	105-286
LOW	105-252
0.618	105-198
1.000	105-165
1.618	105-111
2.618	105-023
4.250	104-201

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	105-300	105-302
PP	105-298	105-302
S1	105-296	105-301

Download as Excel Spreadsheet

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

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