ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	104-262	104-280	0-018	0.1%	104-185
High	105-025	105-008	-0-018	-0.1%	105-025
Low	104-250	104-235	-0-015	0.0%	104-105
Close	105-005	104-278	-0-048	-0.1%	105-005
Range	0-095	0-092	-0-002	-2.6%	0-240
ATR	0-129	0-127	-0-003	-2.0%	0-000
Volume	553	107	-446	-80.7%	18,367

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-238	105-190	105-008
R3	105-145	105-098	104-303
R2	105-052	105-052	104-294
R1	105-005	105-005	104-286	104-302
PP	104-280	104-280	104-280	104-269
S1	104-232	104-232	104-269	104-210
S2	104-188	104-188	104-261
S3	104-095	104-140	104-252
S4	104-002	104-048	104-227

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%	0-135	0.4%	72%	False	False	2,790
10	105-025	104-040	0-305	0.9%	0-124	0.4%	78%	False	False	2,089
20	105-295	104-040	1-255	1.7%	0-096	0.3%	41%	False	False	1,061
40	107-022	104-040	2-302	2.8%	0-051	0.2%	25%	False	False	531
60	108-105	104-040	4-065	4.0%	0-034	0.1%	18%	False	False	354
80	109-080	104-040	5-040	4.9%	0-025	0.1%	14%	False	False	265

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	0-038
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	106-081
2.618	105-250
1.618	105-157
1.000	105-100
0.618	105-065
HIGH	105-008
0.618	104-292
0.500	104-281
0.382	104-270
LOW	104-235
0.618	104-178
1.000	104-142
1.618	104-085
2.618	103-313
4.250	103-162

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	104-281	104-260
PP	104-280	104-242
S1	104-279	104-225

Download as Excel Spreadsheet

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

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