ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 105-035 104-282 -0-072 -0.2% 105-005
High 105-048 104-290 -0-078 -0.2% 105-205
Low 104-275 104-045 -0-230 -0.7% 104-288
Close 104-282 104-072 -0-210 -0.6% 105-055
Range 0-092 0-245 0-152 164.9% 0-238
ATR 0-151 0-158 0-007 4.4% 0-000
Volume 898,727 1,506,998 608,271 67.7% 6,034,473
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-231 106-077 104-207
R3 105-306 105-152 104-140
R2 105-061 105-061 104-117
R1 104-227 104-227 104-095 104-181
PP 104-136 104-136 104-136 104-113
S1 103-302 103-302 104-050 103-256
S2 103-211 103-211 104-028
S3 102-286 103-057 104-005
S4 102-041 102-132 103-258
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
5 105-205 104-045 1-160 1.4% 0-166 0.5% 6% False True 1,274,519
10 105-205 104-045 1-160 1.4% 0-172 0.5% 6% False True 1,281,375
20 105-298 104-045 1-252 1.7% 0-154 0.5% 5% False True 1,288,294
40 107-092 104-045 3-048 3.0% 0-139 0.4% 3% False True 1,288,390
60 107-300 104-045 3-255 3.6% 0-143 0.4% 2% False True 870,987
80 108-222 104-045 4-178 4.4% 0-124 0.4% 2% False True 653,317
100 109-308 104-045 5-262 5.6% 0-100 0.3% 1% False True 522,653
120 112-035 104-045 7-310 7.6% 0-083 0.2% 1% False True 435,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 108-051
2.618 106-291
1.618 106-046
1.000 105-215
0.618 105-121
HIGH 104-290
0.618 104-196
0.500 104-168
0.382 104-139
LOW 104-045
0.618 103-214
1.000 103-120
1.618 102-289
2.618 102-044
4.250 100-284
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 104-168 104-242
PP 104-136 104-186
S1 104-104 104-129

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

View Archives - Comment on this page... - Back to Index of Symbols