ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	106-090	106-115	0-025	0.1%	105-118
High	106-125	106-180	0-055	0.2%	106-222
Low	106-042	106-088	0-045	0.1%	105-050
Close	106-108	106-140	0-032	0.1%	106-092
Range	0-082	0-092	0-010	12.1%	1-172
ATR	0-160	0-156	-0-005	-3.0%	0-000
Volume	423,266	1,590,172	1,166,906	275.7%	340,116

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-093	107-049	106-191
R3	107-001	106-277	106-165
R2	106-228	106-228	106-157
R1	106-184	106-184	106-148	106-206
PP	106-136	106-136	106-136	106-147
S1	106-092	106-092	106-132	106-114
S2	106-043	106-043	106-123
S3	105-271	105-319	106-115
S4	105-178	105-227	106-089

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-212	110-005	107-043
R3	109-040	108-152	106-228
R2	107-188	107-188	106-183
R1	106-300	106-300	106-138	107-084
PP	106-015	106-015	106-015	106-067
S1	105-128	105-128	106-047	105-231
S2	104-162	104-162	106-002
S3	102-310	103-275	105-277
S4	101-138	102-102	105-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-222	105-290	0-252	0.7%	0-136	0.4%	67%	False	False	447,991
10	106-222	105-050	1-172	1.4%	0-162	0.5%	83%	False	False	242,519
20	106-222	104-105	2-118	2.2%	0-164	0.5%	89%	False	False	124,239
40	106-222	104-040	2-182	2.4%	0-119	0.3%	90%	False	False	62,403
60	107-215	104-040	3-175	3.3%	0-079	0.2%	65%	False	False	41,602
80	108-105	104-040	4-065	3.9%	0-060	0.2%	55%	False	False	31,201
100	109-080	104-040	5-040	4.8%	0-048	0.1%	45%	False	False	24,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-253
2.618	107-102
1.618	107-010
1.000	106-272
0.618	106-237
HIGH	106-180
0.618	106-145
0.500	106-134
0.382	106-123
LOW	106-088
0.618	106-030
1.000	105-315
1.618	105-258
2.618	105-165
4.250	105-014

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	106-138	106-138
PP	106-136	106-135
S1	106-134	106-132

Download as Excel Spreadsheet

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

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