ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	106-002	105-272	-0-050	-0.1%	105-260
High	106-048	105-295	-0-072	-0.2%	106-048
Low	105-225	105-178	-0-048	-0.1%	105-178
Close	105-268	105-190	-0-078	-0.2%	105-190
Range	0-142	0-118	-0-025	-17.5%	0-190
ATR	0-159	0-156	-0-003	-1.9%	0-000
Volume	3,555,818	2,023,994	-1,531,824	-43.1%	9,640,159

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-253	106-179	105-255
R3	106-136	106-062	105-222
R2	106-018	106-018	105-212
R1	105-264	105-264	105-201	105-242
PP	105-221	105-221	105-221	105-210
S1	105-147	105-147	105-179	105-125
S2	105-103	105-103	105-168
S3	104-306	105-029	105-158
S4	104-188	104-232	105-125

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-175	107-052	105-294
R3	106-305	106-182	105-242
R2	106-115	106-115	105-225
R1	105-312	105-312	105-207	105-279
PP	105-245	105-245	105-245	105-228
S1	105-122	105-122	105-173	105-089
S2	105-055	105-055	105-155
S3	104-185	104-252	105-138
S4	103-315	104-062	105-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-070	105-178	0-212	0.6%	0-116	0.3%	6%	False	True	2,189,043
10	106-070	104-240	1-150	1.4%	0-154	0.5%	57%	False	False	1,793,209
20	106-070	104-110	1-280	1.8%	0-157	0.5%	67%	False	False	1,663,085
40	106-070	103-235	2-155	2.4%	0-160	0.5%	75%	False	False	1,514,016
60	107-092	103-235	3-178	3.4%	0-148	0.4%	52%	False	False	1,369,082
80	107-300	103-235	4-065	4.0%	0-148	0.4%	44%	False	False	1,195,021
100	108-222	103-235	4-308	4.7%	0-141	0.4%	37%	False	False	956,244
120	109-068	103-235	5-152	5.2%	0-119	0.4%	34%	False	False	796,870

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-154
2.618	106-283
1.618	106-165
1.000	106-092
0.618	106-048
HIGH	105-295
0.618	105-250
0.500	105-236
0.382	105-222
LOW	105-178
0.618	105-105
1.000	105-060
1.618	104-307
2.618	104-190
4.250	103-318

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	105-236	105-272
PP	105-221	105-245
S1	105-205	105-218

Download as Excel Spreadsheet

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

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