ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 104-282 104-075 -0-208 -0.6% 105-005
High 104-290 104-135 -0-155 -0.5% 105-205
Low 104-045 103-308 -0-058 -0.2% 104-288
Close 104-072 104-008 -0-065 -0.2% 105-055
Range 0-245 0-148 -0-098 -39.8% 0-238
ATR 0-158 0-157 -0-001 -0.5% 0-000
Volume 1,506,998 1,442,247 -64,751 -4.3% 6,034,473
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-166 105-074 104-089
R3 105-018 104-247 104-048
R2 104-191 104-191 104-035
R1 104-099 104-099 104-021 104-071
PP 104-043 104-043 104-043 104-029
S1 103-272 103-272 103-314 103-244
S2 103-216 103-216 103-300
S3 103-068 103-124 103-287
S4 102-241 102-297 103-246
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
5 105-205 103-308 1-218 1.6% 0-171 0.5% 4% False True 1,280,520
10 105-205 103-308 1-218 1.6% 0-164 0.5% 4% False True 1,261,748
20 105-205 103-308 1-218 1.6% 0-152 0.5% 4% False True 1,293,910
40 107-092 103-308 3-105 3.2% 0-141 0.4% 2% False True 1,317,757
60 107-300 103-308 3-312 3.8% 0-144 0.4% 2% False True 895,019
80 108-222 103-308 4-235 4.6% 0-126 0.4% 1% False True 671,345
100 109-308 103-308 6-000 5.8% 0-101 0.3% 1% False True 537,076
120 112-035 103-308 8-048 7.8% 0-084 0.3% 1% False True 447,563
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-122
2.618 105-201
1.618 105-054
1.000 104-282
0.618 104-226
HIGH 104-135
0.618 104-079
0.500 104-061
0.382 104-044
LOW 103-308
0.618 103-216
1.000 103-160
1.618 103-069
2.618 102-241
4.250 102-001
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 104-061 104-178
PP 104-043 104-121
S1 104-025 104-064

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

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