ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 105-155 105-300 0-145 0.4% 106-090
High 106-022 106-005 -0-018 -0.1% 106-115
Low 105-148 105-230 0-082 0.2% 105-202
Close 106-000 105-250 -0-070 -0.2% 105-305
Range 0-195 0-095 -0-100 -51.3% 0-232
ATR 0-154 0-150 -0-004 -2.7% 0-000
Volume 2,252,953 3,274,515 1,021,562 45.3% 6,084,893
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 106-233 106-177 105-302
R3 106-138 106-082 105-276
R2 106-043 106-043 105-267
R1 105-307 105-307 105-259 105-288
PP 105-268 105-268 105-268 105-259
S1 105-212 105-212 105-241 105-192
S2 105-173 105-173 105-233
S3 105-078 105-117 105-224
S4 104-303 105-022 105-198
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% 51% False False 1,745,106
10 106-250 105-142 1-108 1.3% 0-134 0.4% 25% False False 1,506,342
20 107-122 105-142 1-300 1.8% 0-148 0.4% 17% False False 1,363,518
40 108-025 105-142 2-202 2.5% 0-161 0.5% 13% False False 1,263,954
60 109-155 105-142 4-012 3.8% 0-167 0.5% 8% False False 1,213,385
80 111-310 105-142 6-168 6.2% 0-173 0.5% 5% False False 1,061,232
100 111-310 105-142 6-168 6.2% 0-165 0.5% 5% False False 849,207
120 111-310 105-142 6-168 6.2% 0-139 0.4% 5% False False 707,673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-089
2.618 106-254
1.618 106-159
1.000 106-100
0.618 106-064
HIGH 106-005
0.618 105-289
0.500 105-278
0.382 105-266
LOW 105-230
0.618 105-171
1.000 105-135
1.618 105-076
2.618 104-301
4.250 104-146
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 105-278 105-248
PP 105-268 105-245
S1 105-259 105-242

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

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