ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	106-115	106-155	0-040	0.1%	105-118
High	106-180	106-208	0-028	0.1%	106-222
Low	106-088	106-062	-0-025	-0.1%	105-050
Close	106-140	106-102	-0-038	-0.1%	106-092
Range	0-092	0-145	0-052	56.8%	1-172
ATR	0-156	0-155	-0-001	-0.5%	0-000
Volume	1,590,172	2,515,612	925,440	58.2%	340,116

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-239	107-156	106-182
R3	107-094	107-011	106-142
R2	106-269	106-269	106-129
R1	106-186	106-186	106-116	106-155
PP	106-124	106-124	106-124	106-109
S1	106-041	106-041	106-089	106-010
S2	105-299	105-299	106-076
S3	105-154	105-216	106-063
S4	105-009	105-071	106-023

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	106-008	0-215	0.6%	0-126	0.4%	44%	False	False	940,936
10	106-222	105-050	1-172	1.4%	0-166	0.5%	76%	False	False	491,991
20	106-222	104-105	2-118	2.2%	0-163	0.5%	84%	False	False	249,594
40	106-222	104-040	2-182	2.4%	0-123	0.4%	85%	False	False	125,293
60	107-215	104-040	3-175	3.3%	0-082	0.2%	62%	False	False	83,529
80	108-105	104-040	4-065	4.0%	0-061	0.2%	52%	False	False	62,647
100	109-080	104-040	5-040	4.8%	0-049	0.1%	43%	False	False	50,117

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-184
2.618	107-267
1.618	107-122
1.000	107-032
0.618	106-297
HIGH	106-208
0.618	106-152
0.500	106-135
0.382	106-118
LOW	106-062
0.618	105-293
1.000	105-238
1.618	105-148
2.618	105-003
4.250	104-086

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	106-135	106-125
PP	106-124	106-118
S1	106-113	106-110

Download as Excel Spreadsheet

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

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