ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 104-178 104-280 0-102 0.3% 105-158
High 104-305 105-042 0-058 0.2% 105-180
Low 104-085 104-260 0-175 0.5% 104-240
Close 104-292 105-022 0-050 0.1% 105-115
Range 0-220 0-102 -0-118 -53.4% 0-260
ATR 0-143 0-140 -0-003 -2.0% 0-000
Volume 1,638,515 1,187,429 -451,086 -27.5% 6,606,180
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-309 105-268 105-079
R3 105-207 105-166 105-051
R2 105-104 105-104 105-041
R1 105-063 105-063 105-032 105-084
PP 105-002 105-002 105-002 105-012
S1 104-281 104-281 105-013 104-301
S2 104-219 104-219 105-004
S3 104-117 104-178 104-314
S4 104-014 104-076 104-286
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% 0-145 0.4% 62% False False 1,442,754
10 105-185 104-085 1-100 1.2% 0-139 0.4% 61% False False 1,308,454
20 106-165 104-085 2-080 2.1% 0-126 0.4% 36% False False 1,140,265
40 107-300 104-085 3-215 3.5% 0-136 0.4% 22% False False 1,054,721
60 108-222 104-085 4-138 4.2% 0-136 0.4% 18% False False 704,625
80 108-255 104-085 4-170 4.3% 0-107 0.3% 18% False False 528,469
100 111-042 104-085 6-278 6.5% 0-086 0.3% 12% False False 422,775
120 112-035 104-085 7-270 7.5% 0-071 0.2% 10% False False 352,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 106-158
2.618 105-311
1.618 105-208
1.000 105-145
0.618 105-106
HIGH 105-042
0.618 105-003
0.500 104-311
0.382 104-299
LOW 104-260
0.618 104-197
1.000 104-158
1.618 104-094
2.618 103-312
4.250 103-144
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 105-012 104-303
PP 105-002 104-263
S1 104-311 104-224

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

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