ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	105-272	105-198	-0-075	-0.2%	105-260
High	105-295	106-000	0-025	0.1%	106-048
Low	105-178	105-150	-0-028	-0.1%	105-178
Close	105-190	105-310	0-120	0.4%	105-190
Range	0-118	0-170	0-052	44.7%	0-190
ATR	0-156	0-157	0-001	0.6%	0-000
Volume	2,023,994	6,452,185	4,428,191	218.8%	9,640,159

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-130	107-070	106-084
R3	106-280	106-220	106-037
R2	106-110	106-110	106-021
R1	106-050	106-050	106-006	106-080
PP	105-260	105-260	105-260	105-275
S1	105-200	105-200	105-294	105-230
S2	105-090	105-090	105-279
S3	104-240	105-030	105-263
S4	104-070	104-180	105-216

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	106-048	105-150	0-218	0.6%	0-120	0.4%	74%	False	True	3,218,468
10	106-070	104-240	1-150	1.4%	0-156	0.5%	83%	False	False	2,320,815
20	106-070	104-110	1-280	1.8%	0-161	0.5%	87%	False	False	1,927,792
40	106-070	103-235	2-155	2.3%	0-161	0.5%	90%	False	False	1,631,805
60	107-092	103-235	3-178	3.4%	0-150	0.4%	63%	False	False	1,454,284
80	107-300	103-235	4-065	4.0%	0-149	0.4%	53%	False	False	1,275,622
100	108-222	103-235	4-308	4.7%	0-143	0.4%	45%	False	False	1,020,766
120	109-065	103-235	5-150	5.2%	0-120	0.4%	41%	False	False	850,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	108-082
2.618	107-125
1.618	106-275
1.000	106-170
0.618	106-105
HIGH	106-000
0.618	105-255
0.500	105-235
0.382	105-215
LOW	105-150
0.618	105-045
1.000	104-300
1.618	104-195
2.618	104-025
4.250	103-068

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	105-285	105-293
PP	105-260	105-276
S1	105-235	105-259

Download as Excel Spreadsheet

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

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