ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 109-065 109-105 0-040 0.1% 110-210
High 109-105 109-125 0-020 0.1% 110-278
Low 108-295 108-300 0-005 0.0% 109-038
Close 109-090 109-045 -0-045 -0.1% 109-088
Range 0-130 0-145 0-015 11.5% 1-240
ATR 0-176 0-174 -0-002 -1.2% 0-000
Volume 1,495,547 2,797,245 1,301,698 87.0% 998,310
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 110-165 110-090 109-125
R3 110-020 109-265 109-085
R2 109-195 109-195 109-072
R1 109-120 109-120 109-058 109-085
PP 109-050 109-050 109-050 109-032
S1 108-295 108-295 109-032 108-260
S2 108-225 108-225 109-018
S3 108-080 108-150 109-005
S4 107-255 108-005 108-285
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
5 110-048 108-295 1-072 1.1% 0-164 0.5% 18% False False 1,107,718
10 111-158 108-295 2-182 2.4% 0-160 0.5% 9% False False 591,583
20 111-310 108-295 3-015 2.8% 0-186 0.5% 7% False False 305,266
40 111-310 108-295 3-015 2.8% 0-142 0.4% 7% False False 153,056
60 111-310 106-240 5-070 4.8% 0-097 0.3% 46% False False 102,037
80 111-310 106-240 5-070 4.8% 0-073 0.2% 46% False False 76,528
100 111-310 106-240 5-070 4.8% 0-058 0.2% 46% False False 61,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-101
2.618 110-185
1.618 110-040
1.000 109-270
0.618 109-215
HIGH 109-125
0.618 109-070
0.500 109-052
0.382 109-035
LOW 108-300
0.618 108-210
1.000 108-155
1.618 108-065
2.618 107-240
4.250 107-004
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 109-052 109-079
PP 109-050 109-068
S1 109-048 109-056

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

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