ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 104-152 104-032 -0-120 -0.4% 105-035
High 104-182 104-198 0-015 0.0% 105-048
Low 104-020 104-002 -0-018 -0.1% 103-235
Close 104-038 104-182 0-145 0.4% 104-112
Range 0-162 0-195 0-032 20.0% 1-132
ATR 0-158 0-160 0-003 1.7% 0-000
Volume 1,288,963 1,533,310 244,347 19.0% 6,975,123
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-072 106-002 104-290
R3 105-198 105-128 104-236
R2 105-002 105-002 104-218
R1 104-252 104-252 104-200 104-288
PP 104-128 104-128 104-128 104-145
S1 104-058 104-058 104-165 104-092
S2 103-252 103-252 104-147
S3 103-058 103-182 104-129
S4 102-182 102-308 104-075
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
5 104-232 103-295 0-258 0.8% 0-172 0.5% 81% False False 1,380,691
10 105-120 103-235 1-205 1.6% 0-160 0.5% 51% False False 1,354,071
20 105-205 103-235 1-290 1.8% 0-163 0.5% 44% False False 1,364,947
40 107-092 103-235 3-178 3.4% 0-143 0.4% 24% False False 1,222,080
60 107-300 103-235 4-065 4.0% 0-145 0.4% 20% False False 1,038,999
80 108-222 103-235 4-308 4.7% 0-137 0.4% 17% False False 779,534
100 109-068 103-235 5-152 5.2% 0-111 0.3% 15% False False 623,627
120 111-198 103-235 7-282 7.5% 0-092 0.3% 11% False False 519,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107-066
2.618 106-068
1.618 105-193
1.000 105-072
0.618 104-318
HIGH 104-198
0.618 104-123
0.500 104-100
0.382 104-077
LOW 104-002
0.618 103-202
1.000 103-128
1.618 103-007
2.618 102-132
4.250 101-134
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 104-155 104-161
PP 104-128 104-139
S1 104-100 104-118

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

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