ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 105-142 104-312 -0-150 -0.4% 105-005
High 105-205 105-120 -0-085 -0.3% 105-205
Low 104-288 104-308 0-020 0.1% 104-288
Close 104-305 105-055 0-070 0.2% 105-055
Range 0-238 0-132 -0-105 -44.2% 0-238
ATR 0-157 0-155 -0-002 -1.0% 0-000
Volume 1,517,018 1,037,611 -479,407 -31.6% 6,034,473
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-132 106-066 105-128
R3 105-319 105-253 105-091
R2 105-187 105-187 105-079
R1 105-121 105-121 105-067 105-154
PP 105-054 105-054 105-054 105-071
S1 104-308 104-308 105-043 105-021
S2 104-242 104-242 105-031
S3 104-109 104-176 105-019
S4 103-297 104-043 104-302
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 107-148 107-019 105-186
R3 106-231 106-102 105-120
R2 105-313 105-313 105-099
R1 105-184 105-184 105-077 105-249
PP 105-076 105-076 105-076 105-108
S1 104-267 104-267 105-033 105-011
S2 104-158 104-158 105-011
S3 103-241 104-029 104-310
S4 103-003 103-112 104-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-205 104-288 0-238 0.7% 0-168 0.5% 37% False False 1,206,894
10 105-205 104-085 1-120 1.3% 0-166 0.5% 66% False False 1,305,520
20 105-318 104-085 1-232 1.6% 0-146 0.4% 52% False False 1,250,729
40 107-092 104-085 3-008 2.9% 0-137 0.4% 30% False False 1,235,277
60 108-020 104-085 3-255 3.6% 0-141 0.4% 24% False False 830,928
80 108-222 104-085 4-138 4.2% 0-120 0.4% 20% False False 623,245
100 109-308 104-085 5-222 5.4% 0-096 0.3% 16% False False 498,596
120 112-035 104-085 7-270 7.5% 0-080 0.2% 12% False False 415,497
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-043
2.618 106-147
1.618 106-014
1.000 105-252
0.618 105-202
HIGH 105-120
0.618 105-069
0.500 105-054
0.382 105-038
LOW 104-308
0.618 104-226
1.000 104-175
1.618 104-093
2.618 103-281
4.250 103-064
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 105-055 105-086
PP 105-054 105-076
S1 105-054 105-065

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

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