ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 110-180 111-010 0-150 0.4% 110-140
High 111-050 111-158 0-108 0.3% 111-310
Low 110-132 110-310 0-178 0.5% 109-265
Close 111-032 111-038 0-005 0.0% 110-292
Range 0-238 0-168 -0-070 -29.5% 2-045
ATR 0-190 0-188 -0-002 -0.8% 0-000
Volume 53,865 35,938 -17,927 -33.3% 76,646
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 112-244 112-148 111-130
R3 112-077 111-301 111-084
R2 111-229 111-229 111-068
R1 111-133 111-133 111-053 111-181
PP 111-062 111-062 111-062 111-086
S1 110-286 110-286 111-022 111-014
S2 110-214 110-214 111-007
S3 110-047 110-118 110-311
S4 109-199 109-271 110-265
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 117-104 116-083 112-029
R3 115-059 114-038 111-161
R2 113-014 113-014 111-098
R1 111-313 111-313 111-035 112-164
PP 110-289 110-289 110-289 111-054
S1 109-268 109-268 110-230 110-119
S2 108-244 108-244 110-167
S3 106-199 107-223 110-104
S4 104-154 105-178 109-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-158 110-122 1-035 1.0% 0-167 0.5% 66% True False 32,287
10 111-310 109-265 2-045 1.9% 0-207 0.6% 60% False False 22,460
20 111-310 109-105 2-205 2.4% 0-169 0.5% 68% False False 12,090
40 111-310 109-105 2-205 2.4% 0-106 0.3% 68% False False 6,059
60 111-310 106-240 5-070 4.7% 0-074 0.2% 84% False False 4,039
80 111-310 106-240 5-070 4.7% 0-055 0.2% 84% False False 3,029
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-229
2.618 112-276
1.618 112-109
1.000 112-005
0.618 111-261
HIGH 111-158
0.618 111-094
0.500 111-074
0.382 111-054
LOW 110-310
0.618 110-206
1.000 110-142
1.618 110-039
2.618 109-191
4.250 108-238
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 111-074 111-018
PP 111-062 110-319
S1 111-050 110-300

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

View Archives - Comment on this page... - Back to Index of Symbols