ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 103-312 103-302 -0-010 0.0% 105-035
High 104-045 104-150 0-105 0.3% 105-048
Low 103-235 103-295 0-060 0.2% 103-235
Close 103-295 104-112 0-138 0.4% 104-112
Range 0-130 0-175 0-045 34.6% 1-132
ATR 0-155 0-157 0-001 0.9% 0-000
Volume 1,751,672 1,375,479 -376,193 -21.5% 6,975,123
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-284 105-213 104-209
R3 105-109 105-038 104-161
R2 104-254 104-254 104-145
R1 104-183 104-183 104-129 104-219
PP 104-079 104-079 104-079 104-097
S1 104-008 104-008 104-096 104-044
S2 103-224 103-224 104-080
S3 103-049 103-153 104-064
S4 102-194 102-298 104-016
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 108-209 107-293 105-041
R3 107-077 106-161 104-237
R2 105-264 105-264 104-195
R1 105-028 105-028 104-154 104-240
PP 104-132 104-132 104-132 104-078
S1 103-216 103-216 104-071 103-108
S2 102-319 102-319 104-030
S3 101-187 102-083 103-308
S4 100-054 100-271 103-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-048 103-235 1-132 1.4% 0-158 0.5% 44% False False 1,395,024
10 105-205 103-235 1-290 1.8% 0-163 0.5% 32% False False 1,300,959
20 105-205 103-235 1-290 1.8% 0-156 0.5% 32% False False 1,331,825
40 107-092 103-235 3-178 3.4% 0-141 0.4% 17% False False 1,310,893
60 107-300 103-235 4-065 4.0% 0-143 0.4% 15% False False 947,090
80 108-222 103-235 4-308 4.8% 0-130 0.4% 12% False False 710,434
100 109-308 103-235 6-072 6.0% 0-104 0.3% 10% False False 568,347
120 112-035 103-235 8-120 8.0% 0-087 0.3% 7% False False 473,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106-254
2.618 105-288
1.618 105-113
1.000 105-005
0.618 104-258
HIGH 104-150
0.618 104-083
0.500 104-062
0.382 104-042
LOW 103-295
0.618 103-187
1.000 103-120
1.618 103-012
2.618 102-157
4.250 101-191
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 104-096 104-086
PP 104-079 104-059
S1 104-062 104-032

Download as Excel Spreadsheet

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

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