ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 29-Nov-2023

Day Change Summary
	Previous	Current
	28-Nov-2023	29-Nov-2023	Change	Change %	Previous Week
Open	105-302	106-142	0-160	0.5%	105-260
High	106-148	106-262	0-115	0.3%	106-048
Low	105-268	106-132	0-185	0.5%	105-178
Close	106-138	106-215	0-078	0.2%	105-190
Range	0-200	0-130	-0-070	-35.0%	0-190
ATR	0-160	0-158	-0-002	-1.3%	0-000
Volume	2,285,467	531,542	-1,753,925	-76.7%	9,640,159

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-273	107-214	106-286
R3	107-143	107-084	106-251
R2	107-013	107-013	106-239
R1	106-274	106-274	106-227	106-304
PP	106-203	106-203	106-203	106-218
S1	106-144	106-144	106-203	106-174
S2	106-073	106-073	106-191
S3	105-263	106-014	106-179
S4	105-133	105-204	106-144

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	106-262	105-150	1-112	1.3%	0-152	0.4%	89%	True	False	2,969,801
10	106-262	105-150	1-112	1.3%	0-142	0.4%	89%	True	False	2,326,663
20	106-262	104-110	2-152	2.3%	0-165	0.5%	94%	True	False	1,936,940
40	106-262	103-235	3-028	2.9%	0-162	0.5%	95%	True	False	1,636,051
60	106-262	103-235	3-028	2.9%	0-149	0.4%	95%	True	False	1,459,517
80	107-300	103-235	4-065	3.9%	0-148	0.4%	70%	False	False	1,310,659
100	108-222	103-235	4-308	4.7%	0-145	0.4%	59%	False	False	1,048,936
120	108-292	103-235	5-058	4.9%	0-123	0.4%	57%	False	False	874,113

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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-175
2.618	107-283
1.618	107-153
1.000	107-072
0.618	107-023
HIGH	106-262
0.618	106-213
0.500	106-198
0.382	106-182
LOW	106-132
0.618	106-052
1.000	106-002
1.618	105-242
2.618	105-112
4.250	104-220

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	106-209	106-159
PP	106-203	106-102
S1	106-198	106-046

Download as Excel Spreadsheet

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

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