ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 105-192 105-155 -0-038 -0.1% 106-090
High 105-230 106-022 0-112 0.3% 106-115
Low 105-142 105-148 0-005 0.0% 105-202
Close 105-168 106-000 0-152 0.5% 105-305
Range 0-088 0-195 0-108 122.9% 0-232
ATR 0-151 0-154 0-003 2.1% 0-000
Volume 1,158,583 2,252,953 1,094,370 94.5% 6,084,893
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 107-215 107-142 106-107
R3 107-020 106-268 106-054
R2 106-145 106-145 106-036
R1 106-072 106-072 106-018 106-109
PP 105-270 105-270 105-270 105-288
S1 105-198 105-198 105-302 105-234
S2 105-075 105-075 105-284
S3 104-200 105-002 105-266
S4 104-005 104-128 105-213
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 108-052 107-251 106-113
R3 107-139 107-018 106-049
R2 106-227 106-227 106-028
R1 106-106 106-106 106-006 106-050
PP 105-314 105-314 105-314 105-286
S1 105-193 105-193 105-284 105-138
S2 105-082 105-082 105-262
S3 104-169 104-281 105-241
S4 103-257 104-048 105-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-035 105-142 0-212 0.6% 0-120 0.4% 84% False False 1,368,869
10 107-122 105-142 1-300 1.8% 0-150 0.4% 29% False False 1,334,219
20 107-122 105-142 1-300 1.8% 0-156 0.5% 29% False False 1,276,663
40 108-025 105-142 2-202 2.5% 0-162 0.5% 21% False False 1,207,688
60 109-155 105-142 4-012 3.8% 0-170 0.5% 14% False False 1,186,680
80 111-310 105-142 6-168 6.2% 0-175 0.5% 9% False False 1,020,341
100 111-310 105-142 6-168 6.2% 0-164 0.5% 9% False False 816,462
120 111-310 105-142 6-168 6.2% 0-138 0.4% 9% False False 680,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108-211
2.618 107-213
1.618 107-018
1.000 106-218
0.618 106-143
HIGH 106-022
0.618 105-268
0.500 105-245
0.382 105-222
LOW 105-148
0.618 105-027
1.000 104-272
1.618 104-152
2.618 103-277
4.250 102-279
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 105-295 105-294
PP 105-270 105-268
S1 105-245 105-242

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

View Archives - Comment on this page... - Back to Index of Symbols