ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 105-082 105-080 -0-002 0.0% 105-158
High 105-180 105-082 -0-098 -0.3% 105-180
Low 105-055 104-275 -0-100 -0.3% 104-240
Close 105-115 104-292 -0-142 -0.4% 105-115
Range 0-125 0-128 0-002 2.0% 0-260
ATR 0-134 0-136 0-002 1.4% 0-000
Volume 1,740,655 1,102,946 -637,709 -36.6% 6,606,180
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-066 105-307 105-043
R3 105-258 105-179 105-008
R2 105-131 105-131 104-316
R1 105-052 105-052 104-304 105-028
PP 105-003 105-003 105-003 104-311
S1 104-244 104-244 104-281 104-220
S2 104-196 104-196 104-269
S3 104-068 104-117 104-257
S4 103-261 103-309 104-222
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-212 107-103 105-258
R3 106-272 106-163 105-186
R2 106-012 106-012 105-163
R1 105-223 105-223 105-139 105-148
PP 105-072 105-072 105-072 105-034
S1 104-283 104-283 105-091 104-208
S2 104-132 104-132 105-067
S3 103-192 104-023 105-044
S4 102-252 103-083 104-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-180 104-240 0-260 0.8% 0-142 0.4% 20% False False 1,356,804
10 105-318 104-240 1-078 1.2% 0-132 0.4% 13% False False 1,237,327
20 106-228 104-240 1-308 1.9% 0-122 0.4% 8% False False 1,082,399
40 107-300 104-240 3-060 3.0% 0-132 0.4% 5% False False 946,883
60 108-222 104-240 3-302 3.8% 0-131 0.4% 4% False False 631,789
80 109-065 104-240 4-145 4.2% 0-101 0.3% 4% False False 473,842
100 111-198 104-240 6-278 6.5% 0-081 0.2% 2% False False 379,073
120 112-035 104-240 7-115 7.0% 0-067 0.2% 2% False False 315,894
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-304
2.618 106-096
1.618 105-289
1.000 105-210
0.618 105-161
HIGH 105-082
0.618 105-034
0.500 105-019
0.382 105-004
LOW 104-275
0.618 104-196
1.000 104-148
1.618 104-069
2.618 103-261
4.250 103-053
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 105-019 105-050
PP 105-003 105-024
S1 104-308 104-318

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

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