ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 105-110 105-142 0-032 0.1% 105-080
High 105-198 105-205 0-008 0.0% 105-082
Low 105-072 104-288 -0-105 -0.3% 104-085
Close 105-112 104-305 -0-128 -0.4% 104-252
Range 0-125 0-238 0-112 90.0% 0-318
ATR 0-150 0-157 0-006 4.1% 0-000
Volume 1,412,245 1,517,018 104,773 7.4% 7,020,732
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 107-125 106-292 105-116
R3 106-208 106-055 105-050
R2 105-290 105-290 105-029
R1 105-138 105-138 105-007 105-095
PP 105-052 105-052 105-052 105-031
S1 104-220 104-220 104-283 104-178
S2 104-135 104-135 104-261
S3 103-218 103-302 104-240
S4 102-300 103-065 104-174
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
5 105-205 104-122 1-082 1.2% 0-184 0.5% 45% True False 1,308,895
10 105-205 104-085 1-120 1.3% 0-165 0.5% 50% True False 1,375,824
20 106-065 104-085 1-300 1.8% 0-144 0.4% 35% False False 1,243,820
40 107-092 104-085 3-008 2.9% 0-136 0.4% 23% False False 1,211,503
60 108-055 104-085 3-290 3.7% 0-141 0.4% 18% False False 813,666
80 108-222 104-085 4-138 4.2% 0-118 0.4% 16% False False 610,275
100 109-308 104-085 5-222 5.4% 0-095 0.3% 12% False False 488,220
120 112-035 104-085 7-270 7.5% 0-079 0.2% 9% False False 406,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 108-254
2.618 107-187
1.618 106-269
1.000 106-122
0.618 106-032
HIGH 105-205
0.618 105-114
0.500 105-086
0.382 105-058
LOW 104-288
0.618 104-141
1.000 104-050
1.618 103-223
2.618 102-306
4.250 101-238
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 105-086 105-086
PP 105-052 105-052
S1 105-019 105-019

Download as Excel Spreadsheet

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

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