ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 110-025 109-198 -0-148 -0.4% 110-210
High 110-048 109-230 -0-138 -0.4% 110-278
Low 109-162 109-038 -0-125 -0.4% 109-038
Close 109-172 109-088 -0-085 -0.2% 109-088
Range 0-205 0-192 -0-012 -6.1% 1-240
ATR 0-181 0-181 0-001 0.5% 0-000
Volume 319,422 376,953 57,531 18.0% 998,310
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 111-056 110-264 109-193
R3 110-183 110-072 109-140
R2 109-311 109-311 109-123
R1 109-199 109-199 109-105 109-159
PP 109-118 109-118 109-118 109-098
S1 109-007 109-007 109-070 108-286
S2 108-246 108-246 109-052
S3 108-053 108-134 109-035
S4 107-181 107-262 108-302
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 115-001 113-284 110-076
R3 113-081 112-044 109-242
R2 111-161 111-161 109-190
R1 110-124 110-124 109-139 110-022
PP 109-241 109-241 109-241 109-190
S1 108-204 108-204 109-036 108-102
S2 108-001 108-001 108-305
S3 106-081 106-284 108-254
S4 104-161 105-044 108-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-278 109-038 1-240 1.6% 0-166 0.5% 9% False True 199,662
10 111-158 109-038 2-120 2.2% 0-166 0.5% 7% False True 118,440
20 111-310 109-038 2-272 2.6% 0-186 0.5% 5% False True 63,524
40 111-310 109-038 2-272 2.6% 0-131 0.4% 5% False True 32,001
60 111-310 106-240 5-070 4.8% 0-090 0.3% 48% False False 21,334
80 111-310 106-240 5-070 4.8% 0-068 0.2% 48% False False 16,000
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-088
2.618 111-094
1.618 110-221
1.000 110-102
0.618 110-029
HIGH 109-230
0.618 109-156
0.500 109-134
0.382 109-111
LOW 109-038
0.618 108-239
1.000 108-165
1.618 108-046
2.618 107-174
4.250 106-179
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 109-134 109-251
PP 109-118 109-197
S1 109-103 109-142

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

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