ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	106-115	106-028	-0-088	-0.3%	106-090
High	106-130	106-150	0-020	0.1%	106-208
Low	106-002	105-298	-0-025	-0.1%	106-002
Close	106-020	106-140	0-120	0.4%	106-020
Range	0-128	0-172	0-045	35.3%	0-205
ATR	0-153	0-154	0-001	0.9%	0-000
Volume	1,479,561	5,638,757	4,159,196	281.1%	6,008,611

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-287	107-226	106-235
R3	107-114	107-053	106-187
R2	106-262	106-262	106-172
R1	106-201	106-201	106-156	106-231
PP	106-089	106-089	106-089	106-104
S1	106-028	106-028	106-124	106-059
S2	105-237	105-237	106-108
S3	105-064	105-176	106-093
S4	104-212	105-003	106-045

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	106-208	105-298	0-230	0.7%	0-124	0.4%	71%	False	True	2,329,473
10	106-222	105-050	1-172	1.4%	0-159	0.5%	83%	False	False	1,198,748
20	106-222	104-212	2-010	1.9%	0-164	0.5%	87%	False	False	605,446
40	106-222	104-040	2-182	2.4%	0-128	0.4%	90%	False	False	303,251
60	107-152	104-040	3-112	3.1%	0-087	0.3%	69%	False	False	202,168
80	108-105	104-040	4-065	3.9%	0-065	0.2%	55%	False	False	151,626
100	109-080	104-040	5-040	4.8%	0-052	0.2%	45%	False	False	121,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	108-243
2.618	107-282
1.618	107-109
1.000	107-002
0.618	106-257
HIGH	106-150
0.618	106-084
0.500	106-064
0.382	106-043
LOW	105-298
0.618	105-191
1.000	105-125
1.618	105-018
2.618	104-166
4.250	103-204

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	106-115	106-124
PP	106-089	106-108
S1	106-064	106-092

Download as Excel Spreadsheet

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

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