ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 104-185 104-152 -0-032 -0.1% 105-035
High 104-232 104-182 -0-050 -0.1% 105-048
Low 104-102 104-020 -0-082 -0.2% 103-235
Close 104-150 104-038 -0-112 -0.3% 104-112
Range 0-130 0-162 0-032 25.0% 1-132
ATR 0-157 0-158 0-000 0.2% 0-000
Volume 1,357,179 1,288,963 -68,216 -5.0% 6,975,123
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-248 105-145 104-127
R3 105-085 104-302 104-082
R2 104-242 104-242 104-067
R1 104-140 104-140 104-052 104-110
PP 104-080 104-080 104-080 104-065
S1 103-298 103-298 104-023 103-268
S2 103-238 103-238 104-008
S3 103-075 103-135 103-313
S4 102-232 102-292 103-268
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
5 104-232 103-235 0-318 1.0% 0-158 0.5% 39% False False 1,424,363
10 105-205 103-235 1-290 1.8% 0-165 0.5% 20% False False 1,352,441
20 105-205 103-235 1-290 1.8% 0-162 0.5% 20% False False 1,359,543
40 107-092 103-235 3-178 3.4% 0-142 0.4% 11% False False 1,216,448
60 107-300 103-235 4-065 4.0% 0-144 0.4% 9% False False 1,013,516
80 108-222 103-235 4-308 4.8% 0-135 0.4% 8% False False 760,367
100 109-110 103-235 5-195 5.4% 0-109 0.3% 7% False False 608,294
120 111-198 103-235 7-282 7.6% 0-091 0.3% 5% False False 506,911
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-233
2.618 105-288
1.618 105-125
1.000 105-025
0.618 104-283
HIGH 104-182
0.618 104-120
0.500 104-101
0.382 104-082
LOW 104-020
0.618 103-240
1.000 103-178
1.618 103-077
2.618 102-235
4.250 101-289
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 104-101 104-119
PP 104-080 104-092
S1 104-059 104-065

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

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