ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 104-305 104-178 -0-128 -0.4% 105-158
High 104-318 104-305 -0-012 0.0% 105-180
Low 104-168 104-085 -0-082 -0.2% 104-240
Close 104-180 104-292 0-112 0.3% 105-115
Range 0-150 0-220 0-070 46.7% 0-260
ATR 0-137 0-143 0-006 4.3% 0-000
Volume 1,544,228 1,638,515 94,287 6.1% 6,606,180
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-248 106-170 105-094
R3 106-028 105-270 105-033
R2 105-128 105-128 105-013
R1 105-050 105-050 104-313 105-089
PP 104-228 104-228 104-228 104-247
S1 104-150 104-150 104-272 104-189
S2 104-008 104-008 104-252
S3 103-108 103-250 104-232
S4 102-208 103-030 104-172
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
5 105-180 104-085 1-095 1.2% 0-159 0.5% 50% False True 1,490,313
10 105-185 104-085 1-100 1.3% 0-139 0.4% 49% False True 1,326,071
20 106-165 104-085 2-080 2.1% 0-126 0.4% 29% False True 1,128,230
40 107-300 104-085 3-215 3.5% 0-135 0.4% 18% False True 1,025,761
60 108-222 104-085 4-138 4.2% 0-136 0.4% 15% False True 684,835
80 108-292 104-085 4-208 4.4% 0-106 0.3% 14% False True 513,626
100 111-060 104-085 6-295 6.6% 0-085 0.3% 9% False True 410,901
120 112-035 104-085 7-270 7.5% 0-070 0.2% 8% False True 342,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 107-280
2.618 106-241
1.618 106-021
1.000 105-205
0.618 105-121
HIGH 104-305
0.618 104-221
0.500 104-195
0.382 104-169
LOW 104-085
0.618 103-269
1.000 103-185
1.618 103-049
2.618 102-149
4.250 101-110
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 104-260 104-276
PP 104-228 104-260
S1 104-195 104-244

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

View Archives - Comment on this page... - Back to Index of Symbols