ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	104-198	104-098	-0-100	-0.3%	105-272
High	104-248	104-148	-0-100	-0.3%	105-295
Low	104-108	104-040	-0-068	-0.2%	105-100
Close	104-128	104-085	-0-042	-0.1%	105-180
Range	0-140	0-108	-0-032	-23.2%	0-195
ATR	0-116	0-116	-0-001	-0.5%	0-000
Volume	23	1,396	1,373	5,969.6%	114

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-093	105-037	104-144
R3	104-306	104-249	104-115
R2	104-198	104-198	104-105
R1	104-142	104-142	104-095	104-116
PP	104-091	104-091	104-091	104-078
S1	104-034	104-034	104-075	104-009
S2	103-303	103-303	104-065
S3	103-196	103-247	104-055
S4	103-088	103-139	104-026

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-137	107-033	105-287
R3	106-262	106-158	105-234
R2	106-067	106-067	105-216
R1	105-283	105-283	105-198	105-238
PP	105-192	105-192	105-192	105-169
S1	105-088	105-088	105-162	105-042
S2	104-317	104-317	105-144
S3	104-122	104-213	105-126
S4	103-247	104-018	105-073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-238	104-040	1-198	1.6%	0-067	0.2%	9%	False	True	307
10	105-295	104-040	1-255	1.7%	0-090	0.3%	8%	False	True	166
20	105-295	104-040	1-255	1.7%	0-053	0.2%	8%	False	True	93
40	107-215	104-040	3-175	3.4%	0-026	0.1%	4%	False	True	47
60	108-105	104-040	4-065	4.0%	0-018	0.1%	3%	False	True	31

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105-284
2.618	105-109
1.618	105-001
1.000	104-255
0.618	104-214
HIGH	104-148
0.618	104-106
0.500	104-094
0.382	104-081
LOW	104-040
0.618	103-294
1.000	103-252
1.618	103-186
2.618	103-079
4.250	102-223

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	104-094	104-144
PP	104-091	104-124
S1	104-088	104-105

Download as Excel Spreadsheet

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

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