ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 104-312 105-035 0-042 0.1% 105-005
High 105-120 105-048 -0-072 -0.2% 105-205
Low 104-308 104-275 -0-032 -0.1% 104-288
Close 105-055 104-282 -0-092 -0.3% 105-055
Range 0-132 0-092 -0-040 -30.2% 0-238
ATR 0-155 0-151 -0-004 -2.5% 0-000
Volume 1,037,611 898,727 -138,884 -13.4% 6,034,473
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-266 105-207 105-013
R3 105-173 105-114 104-308
R2 105-081 105-081 104-299
R1 105-022 105-022 104-291 105-005
PP 104-308 104-308 104-308 104-300
S1 104-249 104-249 104-274 104-232
S2 104-216 104-216 104-266
S3 104-123 104-157 104-257
S4 104-031 104-064 104-232
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
5 105-205 104-275 0-250 0.7% 0-146 0.4% 3% False True 1,271,645
10 105-205 104-085 1-120 1.3% 0-162 0.5% 45% False False 1,285,098
20 105-318 104-085 1-232 1.6% 0-147 0.4% 36% False False 1,261,212
40 107-092 104-085 3-008 2.9% 0-137 0.4% 20% False False 1,255,383
60 108-020 104-085 3-255 3.6% 0-142 0.4% 16% False False 845,892
80 108-222 104-085 4-138 4.2% 0-121 0.4% 14% False False 634,479
100 109-308 104-085 5-222 5.4% 0-097 0.3% 11% False False 507,583
120 112-035 104-085 7-270 7.5% 0-081 0.2% 8% False False 422,986
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 0-029
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 106-121
2.618 105-290
1.618 105-197
1.000 105-140
0.618 105-105
HIGH 105-048
0.618 105-012
0.500 105-001
0.382 104-310
LOW 104-275
0.618 104-218
1.000 104-182
1.618 104-125
2.618 104-033
4.250 103-202
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 105-001 105-080
PP 104-308 105-041
S1 104-295 105-002

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

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