ECBOT 5 Year T-Note Future December 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 105-128 105-075 -0-052 -0.2% 105-292
High 105-128 105-185 0-058 0.2% 105-318
Low 105-025 105-068 0-042 0.1% 105-025
Close 105-078 105-142 0-065 0.2% 105-142
Range 0-102 0-118 0-015 14.6% 0-292
ATR 0-134 0-133 -0-001 -0.9% 0-000
Volume 1,363,603 1,005,247 -358,356 -26.3% 5,353,201
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 106-164 106-111 105-207
R3 106-047 105-313 105-175
R2 105-249 105-249 105-164
R1 105-196 105-196 105-153 105-222
PP 105-132 105-132 105-132 105-145
S1 105-078 105-078 105-132 105-105
S2 105-014 105-014 105-121
S3 104-217 104-281 105-110
S4 104-099 104-163 105-078
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 108-079 107-243 105-303
R3 107-107 106-271 105-223
R2 106-134 106-134 105-196
R1 105-298 105-298 105-169 105-230
PP 105-162 105-162 105-162 105-128
S1 105-006 105-006 105-116 104-258
S2 104-189 104-189 105-089
S3 103-217 104-033 105-062
S4 102-244 103-061 104-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-318 105-025 0-292 0.9% 0-118 0.3% 40% False False 1,070,640
10 106-132 105-025 1-108 1.3% 0-114 0.3% 27% False False 1,001,042
20 107-092 105-025 2-068 2.1% 0-126 0.4% 17% False False 1,289,962
40 107-300 105-025 2-275 2.7% 0-136 0.4% 13% False False 754,723
60 108-222 105-025 3-198 3.4% 0-121 0.4% 10% False False 503,304
80 109-308 105-025 4-282 4.6% 0-091 0.3% 8% False False 377,478
100 112-035 105-025 7-010 6.7% 0-073 0.2% 5% False False 301,982
120 112-035 105-025 7-010 6.7% 0-061 0.2% 5% False False 251,652
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-044
2.618 106-173
1.618 106-055
1.000 105-302
0.618 105-258
HIGH 105-185
0.618 105-140
0.500 105-126
0.382 105-112
LOW 105-068
0.618 104-315
1.000 104-270
1.618 104-197
2.618 104-080
4.250 103-208
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 105-137 105-161
PP 105-132 105-155
S1 105-126 105-149

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

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