ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 104-230 104-150 -0-080 -0.2% 104-072
High 104-230 104-248 0-018 0.1% 104-245
Low 104-125 104-110 -0-015 0.0% 104-002
Close 104-178 104-152 -0-025 -0.1% 104-220
Range 0-105 0-138 0-032 31.0% 0-242
ATR 0-153 0-151 -0-001 -0.7% 0-000
Volume 1,064,494 1,569,552 505,058 47.4% 6,686,030
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-262 105-185 104-228
R3 105-125 105-048 104-190
R2 104-308 104-308 104-178
R1 104-230 104-230 104-165 104-269
PP 104-170 104-170 104-170 104-189
S1 104-092 104-092 104-140 104-131
S2 104-032 104-032 104-127
S3 103-215 103-275 104-115
S4 103-078 103-138 104-077
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
5 104-248 104-002 0-245 0.7% 0-140 0.4% 61% True False 1,322,874
10 104-248 103-235 1-012 1.0% 0-148 0.4% 71% True False 1,388,947
20 105-205 103-235 1-290 1.8% 0-160 0.5% 39% False False 1,335,161
40 106-165 103-235 2-250 2.7% 0-141 0.4% 27% False False 1,220,805
60 107-300 103-235 4-065 4.0% 0-142 0.4% 18% False False 1,101,898
80 108-222 103-235 4-308 4.7% 0-140 0.4% 15% False False 826,935
100 108-292 103-235 5-058 5.0% 0-114 0.3% 14% False False 661,548
120 111-198 103-235 7-282 7.5% 0-095 0.3% 9% False False 551,290
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106-192
2.618 105-287
1.618 105-150
1.000 105-065
0.618 105-012
HIGH 104-248
0.618 104-195
0.500 104-179
0.382 104-163
LOW 104-110
0.618 104-025
1.000 103-292
1.618 103-208
2.618 103-070
4.250 102-166
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 104-179 104-179
PP 104-170 104-170
S1 104-161 104-161

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

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