ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 104-298 104-315 0-018 0.1% 105-232
High 105-018 106-018 1-000 1.0% 105-235
Low 104-240 104-280 0-040 0.1% 104-285
Close 105-000 106-005 1-005 1.0% 104-315
Range 0-098 1-058 0-280 287.2% 0-270
ATR 0-159 0-175 0-016 9.8% 0-000
Volume 931,827 1,826,707 894,880 96.0% 6,726,211
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 109-060 108-250 106-213
R3 108-002 107-192 106-109
R2 106-265 106-265 106-074
R1 106-135 106-135 106-040 106-200
PP 105-208 105-208 105-208 105-240
S1 105-078 105-078 105-290 105-142
S2 104-150 104-150 105-256
S3 103-092 104-020 105-221
S4 102-035 102-282 105-117
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 107-235 107-065 105-144
R3 106-285 106-115 105-069
R2 106-015 106-015 105-044
R1 105-165 105-165 105-020 105-115
PP 105-065 105-065 105-065 105-040
S1 104-215 104-215 104-290 104-165
S2 104-115 104-115 104-266
S3 103-165 103-265 104-241
S4 102-215 102-315 104-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-018 104-240 1-098 1.2% 0-185 0.5% 97% True False 1,350,045
10 106-018 104-110 1-228 1.6% 0-189 0.6% 98% True False 1,547,218
20 106-018 103-235 2-102 2.2% 0-168 0.5% 98% True False 1,468,082
40 106-018 103-235 2-102 2.2% 0-161 0.5% 98% True False 1,378,188
60 107-092 103-235 3-178 3.4% 0-149 0.4% 64% False False 1,348,288
80 107-300 103-235 4-065 4.0% 0-150 0.4% 54% False False 1,020,261
100 108-222 103-235 4-308 4.7% 0-133 0.4% 46% False False 816,270
120 109-308 103-235 6-072 5.9% 0-111 0.3% 37% False False 680,225
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 0-028
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 111-022
2.618 109-046
1.618 107-308
1.000 107-075
0.618 106-251
HIGH 106-018
0.618 105-193
0.500 105-149
0.382 105-104
LOW 104-280
0.618 104-047
1.000 103-222
1.618 102-309
2.618 101-252
4.250 99-276
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 105-266 105-260
PP 105-208 105-194
S1 105-149 105-129

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

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