ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 105-302 106-142 0-160 0.5% 105-260
High 106-148 106-262 0-115 0.3% 106-048
Low 105-268 106-132 0-185 0.5% 105-178
Close 106-138 106-215 0-078 0.2% 105-190
Range 0-200 0-130 -0-070 -35.0% 0-190
ATR 0-160 0-158 -0-002 -1.3% 0-000
Volume 2,285,467 531,542 -1,753,925 -76.7% 9,640,159
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 107-273 107-214 106-286
R3 107-143 107-084 106-251
R2 107-013 107-013 106-239
R1 106-274 106-274 106-227 106-304
PP 106-203 106-203 106-203 106-218
S1 106-144 106-144 106-203 106-174
S2 106-073 106-073 106-191
S3 105-263 106-014 106-179
S4 105-133 105-204 106-144
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
5 106-262 105-150 1-112 1.3% 0-152 0.4% 89% True False 2,969,801
10 106-262 105-150 1-112 1.3% 0-142 0.4% 89% True False 2,326,663
20 106-262 104-110 2-152 2.3% 0-165 0.5% 94% True False 1,936,940
40 106-262 103-235 3-028 2.9% 0-162 0.5% 95% True False 1,636,051
60 106-262 103-235 3-028 2.9% 0-149 0.4% 95% True False 1,459,517
80 107-300 103-235 4-065 3.9% 0-148 0.4% 70% False False 1,310,659
100 108-222 103-235 4-308 4.7% 0-145 0.4% 59% False False 1,048,936
120 108-292 103-235 5-058 4.9% 0-123 0.4% 57% False False 874,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108-175
2.618 107-283
1.618 107-153
1.000 107-072
0.618 107-023
HIGH 106-262
0.618 106-213
0.500 106-198
0.382 106-182
LOW 106-132
0.618 106-052
1.000 106-002
1.618 105-242
2.618 105-112
4.250 104-220
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 106-209 106-159
PP 106-203 106-102
S1 106-198 106-046

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

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