ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 104-075 103-312 -0-082 -0.2% 105-005
High 104-135 104-045 -0-090 -0.3% 105-205
Low 103-308 103-235 -0-072 -0.2% 104-288
Close 104-008 103-295 -0-032 -0.1% 105-055
Range 0-148 0-130 -0-018 -11.9% 0-238
ATR 0-157 0-155 -0-002 -1.2% 0-000
Volume 1,442,247 1,751,672 309,425 21.5% 6,034,473
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-048 104-302 104-046
R3 104-238 104-172 104-011
R2 104-108 104-108 103-319
R1 104-042 104-042 103-307 104-010
PP 103-298 103-298 103-298 103-282
S1 103-232 103-232 103-283 103-200
S2 103-168 103-168 103-271
S3 103-038 103-102 103-259
S4 102-228 102-292 103-224
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
5 105-120 103-235 1-205 1.6% 0-150 0.4% 11% False True 1,327,451
10 105-205 103-235 1-290 1.8% 0-167 0.5% 10% False True 1,318,173
20 105-205 103-235 1-290 1.8% 0-153 0.5% 10% False True 1,313,313
40 107-092 103-235 3-178 3.4% 0-139 0.4% 5% False True 1,335,498
60 107-300 103-235 4-065 4.0% 0-144 0.4% 4% False True 924,196
80 108-222 103-235 4-308 4.8% 0-128 0.4% 4% False True 693,241
100 109-308 103-235 6-072 6.0% 0-102 0.3% 3% False True 554,592
120 112-035 103-235 8-120 8.1% 0-085 0.3% 2% False True 462,160
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105-278
2.618 105-065
1.618 104-255
1.000 104-175
0.618 104-125
HIGH 104-045
0.618 103-315
0.500 103-300
0.382 103-285
LOW 103-235
0.618 103-155
1.000 103-105
1.618 103-025
2.618 102-215
4.250 102-002
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 103-300 104-102
PP 103-298 104-060
S1 103-297 104-018

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

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