ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	106-155	106-115	-0-040	-0.1%	106-090
High	106-208	106-130	-0-078	-0.2%	106-208
Low	106-062	106-002	-0-060	-0.2%	106-002
Close	106-102	106-020	-0-082	-0.2%	106-020
Range	0-145	0-128	-0-018	-12.1%	0-205
ATR	0-155	0-153	-0-002	-1.3%	0-000
Volume	2,515,612	1,479,561	-1,036,051	-41.2%	6,008,611

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-113	107-034	106-090
R3	106-306	106-227	106-055
R2	106-178	106-178	106-043
R1	106-099	106-099	106-032	106-075
PP	106-051	106-051	106-051	106-039
S1	105-292	105-292	106-008	105-268
S2	105-243	105-243	105-317
S3	105-116	105-164	105-305
S4	104-308	105-037	105-270

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-052	107-241	106-133
R3	107-167	107-036	106-076
R2	106-282	106-282	106-058
R1	106-151	106-151	106-039	106-114
PP	106-077	106-077	106-077	106-058
S1	105-266	105-266	106-001	105-229
S2	105-192	105-192	105-302
S3	104-307	105-061	105-284
S4	104-102	104-176	105-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-222	106-002	0-220	0.6%	0-121	0.4%	8%	False	True	1,224,644
10	106-222	105-050	1-172	1.5%	0-157	0.5%	59%	False	False	636,817
20	106-222	104-212	2-010	1.9%	0-160	0.5%	69%	False	False	323,536
40	106-222	104-040	2-182	2.4%	0-123	0.4%	75%	False	False	162,282
60	107-215	104-040	3-175	3.3%	0-084	0.2%	55%	False	False	108,188
80	108-105	104-040	4-065	4.0%	0-063	0.2%	46%	False	False	81,141
100	109-080	104-040	5-040	4.8%	0-050	0.1%	38%	False	False	64,913

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

Fibonacci Retracements and Extensions
4.250	108-032
2.618	107-144
1.618	107-016
1.000	106-258
0.618	106-209
HIGH	106-130
0.618	106-081
0.500	106-066
0.382	106-051
LOW	106-002
0.618	105-244
1.000	105-195
1.618	105-116
2.618	104-309
4.250	104-101

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	106-066	106-105
PP	106-051	106-077
S1	106-035	106-048

Download as Excel Spreadsheet

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

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