ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	105-088	105-248	0-160	0.5%	105-130
High	105-088	105-248	0-160	0.5%	105-155
Low	105-088	105-248	0-160	0.5%	104-280
Close	105-088	105-248	0-160	0.5%	105-155
Range
ATR	0-086	0-091	0-005	6.2%	0-000
Volume

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-248	105-248	105-248
R3	105-248	105-248	105-248
R2	105-248	105-248	105-248
R1	105-248	105-248	105-248	105-248
PP	105-248	105-248	105-248	105-248
S1	105-248	105-248	105-248	105-248
S2	105-248	105-248	105-248
S3	105-248	105-248	105-248
S4	105-248	105-248	105-248

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-035	106-290	105-262
R3	106-160	106-095	105-209
R2	105-285	105-285	105-191
R1	105-220	105-220	105-173	105-252
PP	105-090	105-090	105-090	105-106
S1	105-025	105-025	105-137	105-058
S2	104-215	104-215	105-119
S3	104-020	104-150	105-101
S4	103-145	103-275	105-048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-248	105-088	0-160	0.5%	0-000	0.0%	100%	True	False
10	105-248	104-235	1-012	1.0%	0-000	0.0%	100%	True	False
20	106-102	104-235	1-188	1.5%	0-000	0.0%	66%	False	False

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	105-248
2.618	105-248
1.618	105-248
1.000	105-248
0.618	105-248
HIGH	105-248
0.618	105-248
0.500	105-248
0.382	105-248
LOW	105-248
0.618	105-248
1.000	105-248
1.618	105-248
2.618	105-248
4.250	105-248

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	105-248	105-221
PP	105-248	105-194
S1	105-248	105-168

Download as Excel Spreadsheet

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

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