ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 105-038 105-090 0-052 0.2% 105-158
High 105-065 105-110 0-045 0.1% 105-202
Low 105-020 104-305 -0-035 -0.1% 104-272
Close 105-028 104-310 -0-038 -0.1% 105-038
Range 0-045 0-125 0-080 177.8% 0-250
ATR 0-118 0-118 0-001 0.4% 0-000
Volume 103 946 843 818.4% 1,561
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 106-083 106-002 105-059
R3 105-278 105-197 105-024
R2 105-153 105-153 105-013
R1 105-072 105-072 105-001 105-050
PP 105-028 105-028 105-028 105-018
S1 104-267 104-267 104-299 104-245
S2 104-223 104-223 104-287
S3 104-098 104-142 104-276
S4 103-293 104-017 104-241
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% 0-090 0.3% 15% False False 503
10 105-318 104-272 1-045 1.1% 0-096 0.3% 10% False False 516
20 106-250 104-272 1-298 1.8% 0-106 0.3% 6% False False 123,086
40 107-122 104-272 2-170 2.4% 0-125 0.4% 5% False False 857,218
60 108-025 104-272 3-072 3.1% 0-140 0.4% 4% False False 948,114
80 109-095 104-272 4-142 4.2% 0-150 0.4% 3% False False 990,819
100 111-310 104-272 7-038 6.8% 0-157 0.5% 2% False False 942,085
120 111-310 104-272 7-038 6.8% 0-155 0.5% 2% False False 785,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107-001
2.618 106-117
1.618 105-312
1.000 105-235
0.618 105-187
HIGH 105-110
0.618 105-062
0.500 105-048
0.382 105-033
LOW 104-305
0.618 104-228
1.000 104-180
1.618 104-103
2.618 103-298
4.250 103-094
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 105-048 105-046
PP 105-028 105-028
S1 105-009 105-009

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

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