ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	104-280	104-302	0-022	0.1%	104-185
High	105-008	105-032	0-025	0.1%	105-025
Low	104-235	104-215	-0-020	-0.1%	104-105
Close	104-278	104-258	-0-020	-0.1%	105-005
Range	0-092	0-138	0-045	48.6%	0-240
ATR	0-127	0-127	0-001	0.6%	0-000
Volume	107	1,892	1,785	1,668.2%	18,367

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-048	105-290	105-013
R3	105-230	105-152	104-295
R2	105-092	105-092	104-283
R1	105-015	105-015	104-270	104-305
PP	104-275	104-275	104-275	104-260
S1	104-198	104-198	104-245	104-168
S2	104-138	104-138	104-232
S3	104-000	104-060	104-220
S4	103-182	103-242	104-182

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	105-032	104-105	0-248	0.7%	0-138	0.4%	62%	True	False	2,356
10	105-032	104-040	0-312	0.9%	0-135	0.4%	70%	True	False	2,268
20	105-295	104-040	1-255	1.7%	0-103	0.3%	38%	False	False	1,156
40	107-020	104-040	2-300	2.8%	0-054	0.2%	23%	False	False	578
60	108-105	104-040	4-065	4.0%	0-036	0.1%	16%	False	False	385
80	109-080	104-040	5-040	4.9%	0-027	0.1%	13%	False	False	289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-297
2.618	106-072
1.618	105-255
1.000	105-170
0.618	105-117
HIGH	105-032
0.618	104-300
0.500	104-284
0.382	104-268
LOW	104-215
0.618	104-130
1.000	104-078
1.618	103-313
2.618	103-175
4.250	102-271

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	104-284	104-284
PP	104-275	104-275
S1	104-266	104-266

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols