ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	106-008	106-220	0-212	0.6%	105-108
High	106-008	106-220	0-212	0.6%	106-220
Low	106-008	106-220	0-212	0.6%	105-088
Close	106-008	106-220	0-212	0.6%	106-220
Range
ATR	0-090	0-099	0-009	9.7%	0-000
Volume

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-220	106-220	106-220
R3	106-220	106-220	106-220
R2	106-220	106-220	106-220
R1	106-220	106-220	106-220	106-220
PP	106-220	106-220	106-220	106-220
S1	106-220	106-220	106-220	106-220
S2	106-220	106-220	106-220
S3	106-220	106-220	106-220
S4	106-220	106-220	106-220

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-147	109-316	107-149
R3	109-014	108-183	107-024
R2	107-202	107-202	106-303
R1	107-051	107-051	106-261	107-126
PP	106-069	106-069	106-069	106-107
S1	105-238	105-238	106-179	105-314
S2	104-257	104-257	106-137
S3	103-124	104-106	106-096
S4	101-312	102-293	105-291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-220	105-088	1-132	1.3%	0-000	0.0%	100%	True	False
10	106-220	104-280	1-260	1.7%	0-000	0.0%	100%	True	False
20	106-220	104-235	1-305	1.8%	0-000	0.0%	100%	True	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	106-220
2.618	106-220
1.618	106-220
1.000	106-220
0.618	106-220
HIGH	106-220
0.618	106-220
0.500	106-220
0.382	106-220
LOW	106-220
0.618	106-220
1.000	106-220
1.618	106-220
2.618	106-220
4.250	106-220

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	106-220	106-171
PP	106-220	106-122
S1	106-220	106-074

Download as Excel Spreadsheet

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

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