ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	106-220	106-172	-0-048	-0.1%	105-198
High	106-262	107-025	0-082	0.2%	107-025
Low	106-098	106-120	0-022	0.1%	105-150
Close	106-118	106-310	0-192	0.6%	106-310
Range	0-165	0-225	0-060	36.4%	1-195
ATR	0-158	0-163	0-005	3.1%	0-000
Volume	49,293	10,832	-38,461	-78.0%	9,329,319

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-293	108-207	107-114
R3	108-068	107-302	107-052
R2	107-163	107-163	107-031
R1	107-077	107-077	107-011	107-120
PP	106-258	106-258	106-258	106-280
S1	106-172	106-172	106-289	106-215
S2	106-033	106-033	106-269
S3	105-128	105-267	106-248
S4	104-223	105-042	106-186

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-107	110-243	107-273
R3	109-232	109-048	107-132
R2	108-037	108-037	107-084
R1	107-173	107-173	107-037	107-265
PP	106-162	106-162	106-162	106-208
S1	105-298	105-298	106-263	106-070
S2	104-287	104-287	106-216
S3	103-092	104-103	106-168
S4	101-217	102-228	106-027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-025	105-150	1-195	1.5%	0-178	0.5%	93%	True	False	1,865,863
10	107-025	105-150	1-195	1.5%	0-147	0.4%	93%	True	False	2,027,453
20	107-025	104-240	2-105	2.2%	0-165	0.5%	95%	True	False	1,747,438
40	107-025	103-235	3-110	3.1%	0-164	0.5%	97%	True	False	1,566,905
60	107-025	103-235	3-110	3.1%	0-151	0.4%	97%	True	False	1,424,692
80	107-300	103-235	4-065	3.9%	0-150	0.4%	77%	False	False	1,310,813
100	108-222	103-235	4-308	4.6%	0-147	0.4%	65%	False	False	1,049,537
120	108-255	103-235	5-020	4.7%	0-126	0.4%	64%	False	False	874,614

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	0-038
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	110-021
2.618	108-294
1.618	108-069
1.000	107-250
0.618	107-164
HIGH	107-025
0.618	106-259
0.500	106-232
0.382	106-206
LOW	106-120
0.618	105-301
1.000	105-215
1.618	105-076
2.618	104-171
4.250	103-124

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	106-284	106-280
PP	106-258	106-251
S1	106-232	106-221

Download as Excel Spreadsheet

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

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