ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 105-260 105-275 0-015 0.0% 104-298
High 105-292 106-020 0-048 0.1% 106-070
Low 105-212 105-252 0-040 0.1% 104-240
Close 105-275 105-302 0-028 0.1% 105-260
Range 0-080 0-088 0-008 9.4% 1-150
ATR 0-166 0-160 -0-006 -3.4% 0-000
Volume 1,355,613 2,704,734 1,349,121 99.5% 7,115,811
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 106-241 106-199 106-031
R3 106-153 106-112 106-007
R2 106-066 106-066 105-319
R1 106-024 106-024 105-311 106-045
PP 105-298 105-298 105-298 105-309
S1 105-257 105-257 105-294 105-278
S2 105-211 105-211 105-286
S3 105-123 105-169 105-278
S4 105-036 105-082 105-254
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 110-000 109-120 106-198
R3 108-170 107-290 106-069
R2 107-020 107-020 106-026
R1 106-140 106-140 105-303 106-240
PP 105-190 105-190 105-190 105-240
S1 104-310 104-310 105-217 105-090
S2 104-040 104-040 105-174
S3 102-210 103-160 105-131
S4 101-060 102-010 105-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-070 105-150 0-240 0.7% 0-131 0.4% 64% False False 1,683,524
10 106-070 104-240 1-150 1.4% 0-158 0.5% 81% False False 1,516,785
20 106-070 104-002 2-068 2.1% 0-162 0.5% 88% False False 1,525,208
40 106-070 103-235 2-155 2.3% 0-163 0.5% 89% False False 1,446,907
60 107-092 103-235 3-178 3.4% 0-150 0.4% 62% False False 1,333,590
80 107-300 103-235 4-065 4.0% 0-148 0.4% 53% False False 1,125,386
100 108-222 103-235 4-308 4.7% 0-139 0.4% 45% False False 900,446
120 109-110 103-235 5-195 5.3% 0-116 0.3% 39% False False 750,372
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-072
2.618 106-249
1.618 106-162
1.000 106-108
0.618 106-074
HIGH 106-020
0.618 105-307
0.500 105-296
0.382 105-286
LOW 105-252
0.618 105-198
1.000 105-165
1.618 105-111
2.618 105-023
4.250 104-201
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 105-300 105-302
PP 105-298 105-302
S1 105-296 105-301

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

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