ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 104-302 104-310 0-008 0.0% 105-158
High 104-302 105-062 0-080 0.2% 105-202
Low 104-272 104-302 0-030 0.1% 104-272
Close 104-290 105-038 0-068 0.2% 105-038
Range 0-030 0-080 0-050 166.7% 0-250
ATR 0-126 0-123 -0-002 -1.9% 0-000
Volume 84 201 117 139.3% 1,561
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 105-268 105-232 105-082
R3 105-188 105-152 105-060
R2 105-108 105-108 105-052
R1 105-072 105-072 105-045 105-090
PP 105-028 105-028 105-028 105-036
S1 104-312 104-312 105-030 105-010
S2 104-268 104-268 105-023
S3 104-188 104-232 105-016
S4 104-108 104-152 104-314
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-174 107-036 105-175
R3 106-244 106-106 105-106
R2 105-314 105-314 105-083
R1 105-176 105-176 105-060 105-120
PP 105-064 105-064 105-064 105-036
S1 104-246 104-246 105-015 104-190
S2 104-134 104-134 104-312
S3 103-204 103-316 104-289
S4 102-274 103-066 104-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-202 104-272 0-250 0.7% 0-085 0.3% 34% False False 312
10 105-318 104-272 1-045 1.1% 0-088 0.3% 23% False False 429
20 106-250 104-272 1-298 1.8% 0-108 0.3% 14% False False 466,841
40 107-122 104-272 2-170 2.4% 0-128 0.4% 10% False False 915,179
60 108-025 104-272 3-072 3.1% 0-144 0.4% 8% False False 998,250
80 109-155 104-272 4-202 4.4% 0-152 0.5% 6% False False 1,026,749
100 111-310 104-272 7-038 6.8% 0-160 0.5% 4% False False 942,354
120 111-310 104-272 7-038 6.8% 0-155 0.5% 4% False False 785,480
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-082
2.618 105-272
1.618 105-192
1.000 105-142
0.618 105-112
HIGH 105-062
0.618 105-032
0.500 105-022
0.382 105-013
LOW 104-302
0.618 104-253
1.000 104-222
1.618 104-173
2.618 104-093
4.250 103-282
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 105-032 105-078
PP 105-028 105-064
S1 105-022 105-051

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

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