ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 104-280 105-018 0-058 0.2% 105-080
High 105-042 105-020 -0-022 -0.1% 105-082
Low 104-260 104-122 -0-138 -0.4% 104-085
Close 105-022 104-252 -0-090 -0.3% 104-252
Range 0-102 0-218 0-115 112.2% 0-318
ATR 0-140 0-146 0-006 4.1% 0-000
Volume 1,187,429 1,547,614 360,185 30.3% 7,020,732
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-251 106-149 105-052
R3 106-033 105-252 104-312
R2 105-136 105-136 104-292
R1 105-034 105-034 104-272 104-296
PP 104-238 104-238 104-238 104-209
S1 104-137 104-137 104-233 104-079
S2 104-021 104-021 104-213
S3 103-123 103-239 104-193
S4 102-226 103-022 104-133
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 107-239 107-083 105-107
R3 106-242 106-086 105-020
R2 105-244 105-244 104-311
R1 105-088 105-088 104-282 105-008
PP 104-247 104-247 104-247 104-206
S1 104-091 104-091 104-223 104-010
S2 103-249 103-249 104-194
S3 102-252 103-093 104-165
S4 101-254 102-096 104-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-082 104-085 0-318 0.9% 0-164 0.5% 53% False False 1,404,146
10 105-180 104-085 1-095 1.2% 0-149 0.4% 40% False False 1,362,691
20 106-132 104-085 2-048 2.1% 0-131 0.4% 24% False False 1,181,866
40 107-105 104-085 3-020 2.9% 0-135 0.4% 17% False False 1,092,271
60 108-222 104-085 4-138 4.2% 0-137 0.4% 12% False False 730,418
80 108-255 104-085 4-170 4.3% 0-110 0.3% 12% False False 547,814
100 110-282 104-085 6-198 6.3% 0-088 0.3% 8% False False 438,251
120 112-035 104-085 7-270 7.5% 0-073 0.2% 7% False False 365,209
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-304
2.618 106-269
1.618 106-052
1.000 105-238
0.618 105-154
HIGH 105-020
0.618 104-257
0.500 104-231
0.382 104-206
LOW 104-122
0.618 103-308
1.000 103-225
1.618 103-091
2.618 102-193
4.250 101-158
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 104-245 104-243
PP 104-238 104-233
S1 104-231 104-224

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

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