ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	105-142	105-048	-0-095	-0.3%	105-122
High	105-145	105-048	-0-098	-0.3%	105-145
Low	105-092	104-238	-0-175	-0.5%	104-238
Close	105-142	105-048	-0-095	-0.3%	105-048
Range	0-052	0-130	0-078	147.6%	0-228
ATR	0-072	0-083	0-011	15.1%	0-000
Volume	101	26	-75	-74.3%	227

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-074	106-031	105-119
R3	105-264	105-221	105-083
R2	105-134	105-134	105-071
R1	105-091	105-091	105-059	105-112
PP	105-004	105-004	105-004	105-015
S1	104-281	104-281	105-036	104-302
S2	104-194	104-194	105-024
S3	104-064	104-151	105-012
S4	103-254	104-021	104-296

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-079	106-291	105-173
R3	106-172	106-063	105-110
R2	105-264	105-264	105-089
R1	105-156	105-156	105-068	105-096
PP	105-037	105-037	105-037	105-007
S1	104-248	104-248	105-027	104-189
S2	104-129	104-129	105-006
S3	103-222	104-021	104-305
S4	102-314	103-113	104-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-145	104-238	0-228	0.7%	0-036	0.1%	57%	False	True	45
10	105-265	104-238	1-028	1.0%	0-029	0.1%	37%	False	True	22
20	106-292	104-238	2-055	2.1%	0-014	0.0%	19%	False	True	12
40	107-215	104-238	2-298	2.8%	0-007	0.0%	14%	False	True	6
60	109-030	104-238	4-112	4.1%	0-005	0.0%	9%	False	True	4

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	0-000
Widest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	106-280
2.618	106-068
1.618	105-258
1.000	105-178
0.618	105-128
HIGH	105-048
0.618	104-318
0.500	104-302
0.382	104-287
LOW	104-238
0.618	104-157
1.000	104-108
1.618	104-027
2.618	103-217
4.250	103-005

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	105-026	105-042
PP	105-004	105-037
S1	104-302	105-031

Download as Excel Spreadsheet

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

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