ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 108-060 108-165 0-105 0.3% 108-175
High 108-192 108-168 -0-025 -0.1% 108-288
Low 108-018 108-042 0-025 0.1% 108-018
Close 108-170 108-068 -0-102 -0.3% 108-068
Range 0-175 0-125 -0-050 -28.6% 0-270
ATR 0-190 0-186 -0-004 -2.4% 0-000
Volume 994,515 754,511 -240,004 -24.1% 4,851,562
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 109-148 109-072 108-136
R3 109-022 108-268 108-102
R2 108-218 108-218 108-090
R1 108-142 108-142 108-079 108-118
PP 108-092 108-092 108-092 108-080
S1 108-018 108-018 108-056 107-312
S2 107-288 107-288 108-045
S3 107-162 107-212 108-033
S4 107-038 107-088 107-319
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 110-294 110-131 108-216
R3 110-024 109-181 108-142
R2 109-074 109-074 108-117
R1 108-231 108-231 108-092 108-178
PP 108-124 108-124 108-124 108-098
S1 107-281 107-281 108-043 107-228
S2 107-174 107-174 108-018
S3 106-224 107-011 107-313
S4 105-274 106-061 107-239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-288 108-018 0-270 0.8% 0-171 0.5% 19% False False 970,312
10 109-155 107-302 1-172 1.4% 0-196 0.6% 17% False False 1,224,917
20 111-070 107-302 3-088 3.0% 0-182 0.5% 8% False False 1,042,681
40 111-310 107-302 4-008 3.7% 0-176 0.5% 7% False False 527,386
60 111-310 107-302 4-008 3.7% 0-132 0.4% 7% False False 351,599
80 111-310 106-240 5-070 4.8% 0-101 0.3% 28% False False 263,699
100 111-310 106-240 5-070 4.8% 0-081 0.2% 28% False False 210,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 110-059
2.618 109-175
1.618 109-050
1.000 108-292
0.618 108-245
HIGH 108-168
0.618 108-120
0.500 108-105
0.382 108-090
LOW 108-042
0.618 107-285
1.000 107-238
1.618 107-160
2.618 107-035
4.250 106-151
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 108-105 108-130
PP 108-092 108-109
S1 108-080 108-088

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

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