ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	105-142	105-118	-0-025	-0.1%	106-050
High	105-250	105-148	-0-102	-0.3%	106-050
Low	105-098	105-050	-0-048	-0.1%	105-098
Close	105-128	105-132	0-005	0.0%	105-128
Range	0-152	0-098	-0-055	-36.1%	0-272
ATR	0-154	0-150	-0-004	-2.6%	0-000
Volume	19,451	40,268	20,817	107.0%	100,179

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-082	106-045	105-186
R3	105-305	105-268	105-159
R2	105-208	105-208	105-150
R1	105-170	105-170	105-141	105-189
PP	105-110	105-110	105-110	105-119
S1	105-072	105-072	105-124	105-091
S2	105-012	105-012	105-115
S3	104-235	104-295	105-106
S4	104-138	104-198	105-079

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-056	107-204	105-277
R3	107-103	106-252	105-202
R2	106-151	106-151	105-177
R1	105-299	105-299	105-152	105-249
PP	105-198	105-198	105-198	105-173
S1	105-027	105-027	105-103	104-296
S2	104-246	104-246	105-078
S3	103-293	104-074	105-053
S4	103-021	103-122	104-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-048	105-050	0-318	0.9%	0-138	0.4%	26%	False	True	26,073
10	106-132	104-212	1-240	1.7%	0-169	0.5%	43%	False	False	16,160
20	106-132	104-040	2-092	2.2%	0-146	0.4%	56%	False	False	9,125
40	106-132	104-040	2-092	2.2%	0-093	0.3%	56%	False	False	4,571
60	107-215	104-040	3-175	3.4%	0-062	0.2%	36%	False	False	3,047
80	108-155	104-040	4-115	4.1%	0-046	0.1%	30%	False	False	2,285

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	0-028
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	106-242
2.618	106-083
1.618	105-305
1.000	105-245
0.618	105-208
HIGH	105-148
0.618	105-110
0.500	105-099
0.382	105-087
LOW	105-050
0.618	104-310
1.000	104-272
1.618	104-212
2.618	104-115
4.250	103-276

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	105-121	105-209
PP	105-110	105-183
S1	105-099	105-158

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