ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 109-125 109-065 -0-060 -0.2% 110-210
High 109-182 109-105 -0-078 -0.2% 110-278
Low 109-032 108-295 -0-058 -0.2% 109-038
Close 109-068 109-090 0-022 0.1% 109-088
Range 0-150 0-130 -0-020 -13.3% 1-240
ATR 0-179 0-176 -0-004 -2.0% 0-000
Volume 549,426 1,495,547 946,121 172.2% 998,310
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 110-127 110-078 109-162
R3 109-317 109-268 109-126
R2 109-187 109-187 109-114
R1 109-138 109-138 109-102 109-162
PP 109-057 109-057 109-057 109-069
S1 109-008 109-008 109-078 109-032
S2 108-247 108-247 109-066
S3 108-117 108-198 109-054
S4 107-307 108-068 109-018
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
5 110-145 108-295 1-170 1.4% 0-164 0.5% 23% False True 581,515
10 111-158 108-295 2-182 2.4% 0-169 0.5% 14% False True 317,245
20 111-310 108-295 3-015 2.8% 0-186 0.5% 12% False True 165,556
40 111-310 108-295 3-015 2.8% 0-138 0.4% 12% False True 83,125
60 111-310 106-240 5-070 4.8% 0-095 0.3% 49% False False 55,416
80 111-310 106-240 5-070 4.8% 0-071 0.2% 49% False False 41,562
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-039
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111-018
2.618 110-125
1.618 109-315
1.000 109-235
0.618 109-185
HIGH 109-105
0.618 109-055
0.500 109-040
0.382 109-025
LOW 108-295
0.618 108-215
1.000 108-165
1.618 108-085
2.618 107-275
4.250 107-062
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 109-073 109-102
PP 109-057 109-098
S1 109-040 109-094

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

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