ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	106-172	106-290	0-118	0.3%	105-198
High	107-025	107-010	-0-015	0.0%	107-025
Low	106-120	106-182	0-062	0.2%	105-150
Close	106-310	106-200	-0-110	-0.3%	106-310
Range	0-225	0-148	-0-078	-34.4%	1-195
ATR	0-163	0-162	-0-001	-0.7%	0-000
Volume	10,832	5,827	-5,005	-46.2%	9,329,319

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-040	107-268	106-281
R3	107-212	107-120	106-241
R2	107-065	107-065	106-227
R1	106-292	106-292	106-214	106-265
PP	106-238	106-238	106-238	106-224
S1	106-145	106-145	106-186	106-118
S2	106-090	106-090	106-173
S3	105-262	105-318	106-159
S4	105-115	105-170	106-119

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	105-268	1-078	1.2%	0-174	0.5%	64%	False	False	576,592
10	107-025	105-150	1-195	1.5%	0-146	0.4%	72%	False	False	1,897,530
20	107-025	104-240	2-105	2.2%	0-157	0.5%	81%	False	False	1,640,866
40	107-025	103-235	3-110	3.1%	0-162	0.5%	86%	False	False	1,528,360
60	107-025	103-235	3-110	3.1%	0-152	0.4%	86%	False	False	1,412,862
80	107-105	103-235	3-190	3.4%	0-149	0.4%	80%	False	False	1,310,316
100	108-222	103-235	4-308	4.7%	0-147	0.4%	58%	False	False	1,049,595
120	108-255	103-235	5-020	4.7%	0-127	0.4%	57%	False	False	874,663

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-317
2.618	108-076
1.618	107-249
1.000	107-158
0.618	107-101
HIGH	107-010
0.618	106-274
0.500	106-256
0.382	106-239
LOW	106-182
0.618	106-091
1.000	106-035
1.618	105-264
2.618	105-116
4.250	104-196

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	106-256	106-221
PP	106-238	106-214
S1	106-219	106-207

Download as Excel Spreadsheet

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

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