ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	104-185	104-310	0-125	0.4%	105-088
High	104-302	105-020	0-038	0.1%	105-088
Low	104-112	104-215	0-102	0.3%	104-040
Close	104-300	104-255	-0-045	-0.1%	104-215
Range	0-190	0-125	-0-065	-34.2%	1-048
ATR	0-124	0-124	0-000	0.1%	0-000
Volume	4,521	4,064	-457	-10.1%	2,420

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-005	105-255	105-004
R3	105-200	105-130	104-289
R2	105-075	105-075	104-278
R1	105-005	105-005	104-266	104-298
PP	104-270	104-270	104-270	104-256
S1	104-200	104-200	104-244	104-172
S2	104-145	104-145	104-232
S3	104-020	104-075	104-221
S4	103-215	103-270	104-186

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-043	107-177	105-097
R3	106-316	106-129	104-316
R2	105-268	105-268	104-282
R1	105-082	105-082	104-249	104-311
PP	104-221	104-221	104-221	104-176
S1	104-034	104-034	104-181	103-264
S2	103-173	103-173	104-148
S3	102-126	102-307	104-114
S4	101-078	101-259	104-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-020	104-040	0-300	0.9%	0-132	0.4%	72%	True	False	2,180
10	105-295	104-040	1-255	1.7%	0-104	0.3%	37%	False	False	1,111
20	105-295	104-040	1-255	1.7%	0-074	0.2%	37%	False	False	567
40	107-215	104-040	3-175	3.4%	0-037	0.1%	19%	False	False	284
60	108-105	104-040	4-065	4.0%	0-025	0.1%	16%	False	False	189
80	109-080	104-040	5-040	4.9%	0-018	0.1%	13%	False	False	142

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	True
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-231
2.618	106-027
1.618	105-222
1.000	105-145
0.618	105-097
HIGH	105-020
0.618	104-292
0.500	104-278
0.382	104-263
LOW	104-215
0.618	104-138
1.000	104-090
1.618	104-013
2.618	103-208
4.250	103-004

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	104-278	104-245
PP	104-270	104-236
S1	104-262	104-226

Download as Excel Spreadsheet

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

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