ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	105-275	106-002	0-048	0.1%	104-298
High	106-020	106-048	0-028	0.1%	106-070
Low	105-252	105-225	-0-028	-0.1%	104-240
Close	105-302	105-268	-0-035	-0.1%	105-260
Range	0-088	0-142	0-055	62.9%	1-150
ATR	0-160	0-159	-0-001	-0.8%	0-000
Volume	2,704,734	3,555,818	851,084	31.5%	7,115,811

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-074	106-313	106-026
R3	106-252	106-171	105-307
R2	106-109	106-109	105-294
R1	106-028	106-028	105-281	105-318
PP	105-287	105-287	105-287	105-271
S1	105-206	105-206	105-254	105-175
S2	105-144	105-144	105-241
S3	105-002	105-063	105-228
S4	104-179	104-241	105-189

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	105-185	0-205	0.6%	0-122	0.4%	40%	False	False	2,042,064
10	106-070	104-240	1-150	1.4%	0-163	0.5%	74%	False	False	1,741,482
20	106-070	104-002	2-068	2.1%	0-161	0.5%	83%	False	False	1,638,551
40	106-070	103-235	2-155	2.3%	0-161	0.5%	85%	False	False	1,499,047
60	107-092	103-235	3-178	3.4%	0-148	0.4%	59%	False	False	1,357,149
80	107-300	103-235	4-065	4.0%	0-148	0.4%	50%	False	False	1,169,775
100	108-222	103-235	4-308	4.7%	0-140	0.4%	42%	False	False	936,004
120	109-110	103-235	5-195	5.3%	0-118	0.3%	37%	False	False	780,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-013
2.618	107-101
1.618	106-278
1.000	106-190
0.618	106-136
HIGH	106-048
0.618	105-313
0.500	105-296
0.382	105-279
LOW	105-225
0.618	105-137
1.000	105-082
1.618	104-314
2.618	104-172
4.250	103-259

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	105-296	105-290
PP	105-287	105-282
S1	105-277	105-275

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