ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	104-185	104-262	0-078	0.2%	104-185
High	104-295	105-025	0-050	0.1%	105-025
Low	104-105	104-250	0-145	0.4%	104-105
Close	104-282	105-005	0-042	0.1%	105-005
Range	0-190	0-095	-0-095	-50.0%	0-240
ATR	0-132	0-129	-0-003	-2.0%	0-000
Volume	724	553	-171	-23.6%	18,367

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-272	105-233	105-057
R3	105-177	105-138	105-031
R2	105-082	105-082	105-022
R1	105-043	105-043	105-014	105-062
PP	104-307	104-307	104-307	104-316
S1	104-268	104-268	104-316	104-288
S2	104-212	104-212	104-308
S3	104-117	104-173	104-299
S4	104-022	104-078	104-273

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-018	106-252	105-137
R3	106-098	106-012	105-071
R2	105-178	105-178	105-049
R1	105-092	105-092	105-027	105-135
PP	104-258	104-258	104-258	104-280
S1	104-172	104-172	104-303	104-215
S2	104-018	104-018	104-281
S3	103-098	103-252	104-259
S4	102-178	103-012	104-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-025	104-105	0-240	0.7%	0-154	0.5%	92%	True	False	3,673
10	105-088	104-040	1-048	1.1%	0-114	0.3%	78%	False	False	2,078
20	105-295	104-040	1-255	1.7%	0-091	0.3%	50%	False	False	1,056
40	107-152	104-040	3-112	3.2%	0-048	0.1%	27%	False	False	528
60	108-105	104-040	4-065	4.0%	0-032	0.1%	21%	False	False	352
80	109-080	104-040	5-040	4.9%	0-024	0.1%	17%	False	False	264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-034
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	106-109
2.618	105-274
1.618	105-179
1.000	105-120
0.618	105-084
HIGH	105-025
0.618	104-309
0.500	104-298
0.382	104-286
LOW	104-250
0.618	104-191
1.000	104-155
1.618	104-096
2.618	104-001
4.250	103-166

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	104-316	104-292
PP	104-307	104-258
S1	104-298	104-225

Download as Excel Spreadsheet

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

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