ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	106-302	106-150	-0-152	-0.4%	106-048
High	106-302	106-150	-0-152	-0.4%	106-160
Low	106-302	106-150	-0-152	-0.4%	105-278
Close	106-302	106-150	-0-152	-0.4%	105-278
Range
ATR	0-109	0-112	0-003	2.9%	0-000
Volume

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-150	106-150	106-150
R3	106-150	106-150	106-150
R2	106-150	106-150	106-150
R1	106-150	106-150	106-150	106-150
PP	106-150	106-150	106-150	106-150
S1	106-150	106-150	106-150	106-150
S2	106-150	106-150	106-150
S3	106-150	106-150	106-150
S4	106-150	106-150	106-150

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-312	107-178	106-069
R3	107-110	106-295	106-013
R2	106-228	106-228	105-315
R1	106-092	106-092	105-296	106-059
PP	106-025	106-025	106-025	106-008
S1	105-210	105-210	105-259	105-176
S2	105-142	105-142	105-240
S3	104-260	105-008	105-222
S4	104-058	104-125	105-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-302	105-278	1-025	1.0%	0-000	0.0%	56%	False	False
10	106-302	105-278	1-025	1.0%	0-000	0.0%	56%	False	False
20	106-302	104-235	2-068	2.1%	0-000	0.0%	78%	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	106-150
2.618	106-150
1.618	106-150
1.000	106-150
0.618	106-150
HIGH	106-150
0.618	106-150
0.500	106-150
0.382	106-150
LOW	106-150
0.618	106-150
1.000	106-150
1.618	106-150
2.618	106-150
4.250	106-150

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	106-150	106-144
PP	106-150	106-138
S1	106-150	106-132

Download as Excel Spreadsheet

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

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