ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 105-198 105-250 0-052 0.2% 105-302
High 105-260 106-105 0-165 0.5% 106-022
Low 105-168 105-212 0-045 0.1% 105-138
Close 105-242 106-080 0-158 0.5% 105-210
Range 0-092 0-212 0-120 129.7% 0-205
ATR 0-144 0-149 0-005 3.4% 0-000
Volume 3,256,369 1,964,544 -1,291,825 -39.7% 11,403,753
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 108-023 107-264 106-197
R3 107-131 107-052 106-138
R2 106-238 106-238 106-119
R1 106-159 106-159 106-099 106-199
PP 106-026 106-026 106-026 106-046
S1 105-267 105-267 106-061 105-306
S2 105-133 105-133 106-041
S3 104-241 105-054 106-022
S4 104-028 104-162 105-283
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 107-205 107-092 106-003
R3 107-000 106-208 105-266
R2 106-115 106-115 105-248
R1 106-002 106-002 105-229 105-276
PP 105-230 105-230 105-230 105-207
S1 105-118 105-118 105-191 105-071
S2 105-025 105-025 105-172
S3 104-140 104-232 105-154
S4 103-255 104-028 105-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-105 105-138 0-288 0.8% 0-144 0.4% 91% True False 2,873,631
10 106-105 105-138 0-288 0.8% 0-128 0.4% 91% True False 2,019,065
20 107-122 105-138 1-305 1.8% 0-148 0.4% 42% False False 1,629,824
40 108-025 105-138 2-208 2.5% 0-158 0.5% 31% False False 1,390,474
60 108-288 105-138 3-150 3.3% 0-164 0.5% 24% False False 1,291,950
80 111-158 105-138 6-020 5.7% 0-168 0.5% 14% False False 1,171,006
100 111-310 105-138 6-172 6.2% 0-166 0.5% 13% False False 937,614
120 111-310 105-138 6-172 6.2% 0-142 0.4% 13% False False 781,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 109-048
2.618 108-021
1.618 107-129
1.000 106-318
0.618 106-236
HIGH 106-105
0.618 106-024
0.500 105-319
0.382 105-294
LOW 105-212
0.618 105-081
1.000 105-000
1.618 104-189
2.618 103-296
4.250 102-269
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 106-053 106-040
PP 106-026 106-001
S1 105-319 105-281

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

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