ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 109-198 109-125 -0-072 -0.2% 110-210
High 109-230 109-182 -0-048 -0.1% 110-278
Low 109-038 109-032 -0-005 0.0% 109-038
Close 109-088 109-068 -0-020 -0.1% 109-088
Range 0-192 0-150 -0-042 -22.1% 1-240
ATR 0-181 0-179 -0-002 -1.2% 0-000
Volume 376,953 549,426 172,473 45.8% 998,310
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 110-224 110-136 109-150
R3 110-074 109-306 109-109
R2 109-244 109-244 109-095
R1 109-156 109-156 109-081 109-125
PP 109-094 109-094 109-094 109-079
S1 109-006 109-006 109-054 108-295
S2 108-264 108-264 109-040
S3 108-114 108-176 109-026
S4 107-284 108-026 108-305
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
5 110-278 109-032 1-245 1.6% 0-180 0.5% 6% False True 302,064
10 111-158 109-032 2-125 2.2% 0-166 0.5% 5% False True 169,655
20 111-310 109-032 2-278 2.6% 0-186 0.5% 4% False True 90,908
40 111-310 109-032 2-278 2.6% 0-135 0.4% 4% False True 45,736
60 111-310 106-240 5-070 4.8% 0-093 0.3% 47% False False 30,491
80 111-310 106-240 5-070 4.8% 0-070 0.2% 47% False False 22,868
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-180
2.618 110-255
1.618 110-105
1.000 110-012
0.618 109-275
HIGH 109-182
0.618 109-125
0.500 109-108
0.382 109-090
LOW 109-032
0.618 108-260
1.000 108-202
1.618 108-110
2.618 107-280
4.250 107-035
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 109-108 109-200
PP 109-094 109-156
S1 109-081 109-112

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

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