ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 105-080 104-305 -0-095 -0.3% 105-158
High 105-082 104-318 -0-085 -0.3% 105-180
Low 104-275 104-168 -0-108 -0.3% 104-240
Close 104-292 104-180 -0-112 -0.3% 105-115
Range 0-128 0-150 0-022 17.6% 0-260
ATR 0-136 0-137 0-001 0.7% 0-000
Volume 1,102,946 1,544,228 441,282 40.0% 6,606,180
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-032 105-256 104-262
R3 105-202 105-106 104-221
R2 105-052 105-052 104-208
R1 104-276 104-276 104-194 104-249
PP 104-222 104-222 104-222 104-208
S1 104-126 104-126 104-166 104-099
S2 104-072 104-072 104-152
S3 103-242 103-296 104-139
S4 103-092 103-146 104-098
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
5 105-180 104-168 1-012 1.0% 0-154 0.5% 4% False True 1,456,649
10 105-298 104-168 1-130 1.3% 0-136 0.4% 3% False True 1,295,212
20 106-165 104-168 1-318 1.9% 0-123 0.4% 2% False True 1,106,449
40 107-300 104-168 3-132 3.3% 0-133 0.4% 1% False True 985,267
60 108-222 104-168 4-055 4.0% 0-133 0.4% 1% False True 657,526
80 108-292 104-168 4-125 4.2% 0-103 0.3% 1% False True 493,145
100 111-198 104-168 7-030 6.8% 0-082 0.2% 1% False True 394,516
120 112-035 104-168 7-188 7.3% 0-069 0.2% 1% False True 328,763
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 3 trading days
Fibonacci Retracements and Extensions
4.250 106-315
2.618 106-070
1.618 105-240
1.000 105-148
0.618 105-090
HIGH 104-318
0.618 104-260
0.500 104-242
0.382 104-225
LOW 104-168
0.618 104-075
1.000 104-018
1.618 103-245
2.618 103-095
4.250 102-170
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 104-242 105-014
PP 104-222 104-282
S1 104-201 104-231

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

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