ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 104-150 104-112 -0-038 -0.1% 104-072
High 104-248 105-050 0-122 0.4% 104-245
Low 104-110 104-110 0-000 0.0% 104-002
Close 104-152 104-305 0-152 0.5% 104-220
Range 0-138 0-260 0-122 89.1% 0-242
ATR 0-151 0-159 0-008 5.1% 0-000
Volume 1,569,552 1,921,609 352,057 22.4% 6,686,030
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 107-082 106-293 105-128
R3 106-142 106-033 105-056
R2 105-202 105-202 105-033
R1 105-093 105-093 105-009 105-148
PP 104-262 104-262 104-262 104-289
S1 104-153 104-153 104-281 104-208
S2 104-002 104-002 104-257
S3 103-062 103-213 104-234
S4 102-122 102-273 104-162
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
5 105-050 104-002 1-048 1.1% 0-160 0.5% 82% True False 1,449,403
10 105-050 103-235 1-135 1.4% 0-159 0.5% 86% True False 1,436,883
20 105-205 103-235 1-290 1.8% 0-162 0.5% 64% False False 1,349,316
40 106-165 103-235 2-250 2.6% 0-144 0.4% 44% False False 1,238,773
60 107-300 103-235 4-065 4.0% 0-144 0.4% 29% False False 1,133,612
80 108-222 103-235 4-308 4.7% 0-142 0.4% 25% False False 850,955
100 108-292 103-235 5-058 4.9% 0-117 0.3% 24% False False 680,764
120 111-060 103-235 7-145 7.1% 0-097 0.3% 16% False False 567,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 108-195
2.618 107-091
1.618 106-151
1.000 105-310
0.618 105-211
HIGH 105-050
0.618 104-271
0.500 104-240
0.382 104-209
LOW 104-110
0.618 103-269
1.000 103-170
1.618 103-009
2.618 102-069
4.250 100-285
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 104-283 104-283
PP 104-262 104-262
S1 104-240 104-240

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

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