ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 105-272 105-198 -0-075 -0.2% 105-260
High 105-295 106-000 0-025 0.1% 106-048
Low 105-178 105-150 -0-028 -0.1% 105-178
Close 105-190 105-310 0-120 0.4% 105-190
Range 0-118 0-170 0-052 44.7% 0-190
ATR 0-156 0-157 0-001 0.6% 0-000
Volume 2,023,994 6,452,185 4,428,191 218.8% 9,640,159
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 107-130 107-070 106-084
R3 106-280 106-220 106-037
R2 106-110 106-110 106-021
R1 106-050 106-050 106-006 106-080
PP 105-260 105-260 105-260 105-275
S1 105-200 105-200 105-294 105-230
S2 105-090 105-090 105-279
S3 104-240 105-030 105-263
S4 104-070 104-180 105-216
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 107-175 107-052 105-294
R3 106-305 106-182 105-242
R2 106-115 106-115 105-225
R1 105-312 105-312 105-207 105-279
PP 105-245 105-245 105-245 105-228
S1 105-122 105-122 105-173 105-089
S2 105-055 105-055 105-155
S3 104-185 104-252 105-138
S4 103-315 104-062 105-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-048 105-150 0-218 0.6% 0-120 0.4% 74% False True 3,218,468
10 106-070 104-240 1-150 1.4% 0-156 0.5% 83% False False 2,320,815
20 106-070 104-110 1-280 1.8% 0-161 0.5% 87% False False 1,927,792
40 106-070 103-235 2-155 2.3% 0-161 0.5% 90% False False 1,631,805
60 107-092 103-235 3-178 3.4% 0-150 0.4% 63% False False 1,454,284
80 107-300 103-235 4-065 4.0% 0-149 0.4% 53% False False 1,275,622
100 108-222 103-235 4-308 4.7% 0-143 0.4% 45% False False 1,020,766
120 109-065 103-235 5-150 5.2% 0-120 0.4% 41% False False 850,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 108-082
2.618 107-125
1.618 106-275
1.000 106-170
0.618 106-105
HIGH 106-000
0.618 105-255
0.500 105-235
0.382 105-215
LOW 105-150
0.618 105-045
1.000 104-300
1.618 104-195
2.618 104-025
4.250 103-068
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 105-285 105-293
PP 105-260 105-276
S1 105-235 105-259

Download as Excel Spreadsheet

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

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