ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	105-198	105-302	0-105	0.3%	105-260
High	106-000	106-148	0-148	0.4%	106-048
Low	105-150	105-268	0-118	0.3%	105-178
Close	105-310	106-138	0-148	0.4%	105-190
Range	0-170	0-200	0-030	17.6%	0-190
ATR	0-157	0-160	0-003	2.0%	0-000
Volume	6,452,185	2,285,467	-4,166,718	-64.6%	9,640,159

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-038	107-288	106-248
R3	107-158	107-088	106-192
R2	106-278	106-278	106-174
R1	106-208	106-208	106-156	106-242
PP	106-078	106-078	106-078	106-095
S1	106-008	106-008	106-119	106-042
S2	105-198	105-198	106-101
S3	104-318	105-128	106-082
S4	104-118	104-248	106-028

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	106-148	105-150	0-318	0.9%	0-144	0.4%	97%	True	False	3,404,439
10	106-148	104-280	1-188	1.5%	0-166	0.5%	98%	True	False	2,456,179
20	106-148	104-110	2-038	2.0%	0-166	0.5%	99%	True	False	1,988,841
40	106-148	103-235	2-232	2.6%	0-163	0.5%	99%	True	False	1,661,368
60	106-228	103-235	2-312	2.8%	0-149	0.4%	91%	False	False	1,468,378
80	107-300	103-235	4-065	3.9%	0-148	0.4%	64%	False	False	1,304,125
100	108-222	103-235	4-308	4.7%	0-144	0.4%	54%	False	False	1,043,620
120	109-065	103-235	5-150	5.1%	0-122	0.4%	49%	False	False	869,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	109-038
2.618	108-031
1.618	107-151
1.000	107-028
0.618	106-271
HIGH	106-148
0.618	106-071
0.500	106-048
0.382	106-024
LOW	105-268
0.618	105-144
1.000	105-068
1.618	104-264
2.618	104-064
4.250	103-058

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	106-108	106-088
PP	106-078	106-038
S1	106-048	105-309

Download as Excel Spreadsheet

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

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