ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 104-172 104-230 0-058 0.2% 104-072
High 104-245 104-230 -0-015 0.0% 104-245
Low 104-142 104-125 -0-018 -0.1% 104-002
Close 104-220 104-178 -0-042 -0.1% 104-220
Range 0-102 0-105 0-002 2.4% 0-242
ATR 0-156 0-153 -0-004 -2.3% 0-000
Volume 1,158,054 1,064,494 -93,560 -8.1% 6,686,030
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-172 105-120 104-235
R3 105-068 105-015 104-206
R2 104-282 104-282 104-197
R1 104-230 104-230 104-187 104-204
PP 104-178 104-178 104-178 104-164
S1 104-125 104-125 104-168 104-099
S2 104-072 104-072 104-158
S3 103-288 104-020 104-149
S4 103-182 103-235 104-120
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-243 106-154 105-033
R3 106-001 105-232 104-287
R2 105-078 105-078 104-264
R1 104-309 104-309 104-242 105-034
PP 104-156 104-156 104-156 104-178
S1 104-067 104-067 104-198 104-111
S2 103-233 103-233 104-176
S3 102-311 103-144 104-153
S4 102-068 102-222 104-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104-245 104-002 0-242 0.7% 0-139 0.4% 72% False False 1,280,400
10 104-290 103-235 1-055 1.1% 0-159 0.5% 70% False False 1,382,692
20 105-205 103-235 1-290 1.8% 0-160 0.5% 43% False False 1,333,895
40 106-228 103-235 2-312 2.8% 0-141 0.4% 28% False False 1,208,147
60 107-300 103-235 4-065 4.0% 0-142 0.4% 20% False False 1,075,887
80 108-222 103-235 4-308 4.7% 0-139 0.4% 17% False False 807,315
100 109-065 103-235 5-150 5.2% 0-113 0.3% 15% False False 645,852
120 111-198 103-235 7-282 7.5% 0-094 0.3% 10% False False 538,210
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-036
2.618 105-185
1.618 105-080
1.000 105-015
0.618 104-295
HIGH 104-230
0.618 104-190
0.500 104-178
0.382 104-165
LOW 104-125
0.618 104-060
1.000 104-020
1.618 103-275
2.618 103-170
4.250 102-319
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 104-178 104-160
PP 104-178 104-142
S1 104-178 104-124

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

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