ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 107-152 107-022 -0-130 -0.4% 107-010
High 107-152 107-022 -0-130 -0.4% 107-215
Low 107-152 107-022 -0-130 -0.4% 107-010
Close 107-152 107-022 -0-130 -0.4% 107-152
Range
ATR 0-072 0-076 0-004 5.8% 0-000
Volume
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-022 107-022 107-022
R3 107-022 107-022 107-022
R2 107-022 107-022 107-022
R1 107-022 107-022 107-022 107-022
PP 107-022 107-022 107-022 107-022
S1 107-022 107-022 107-022 107-022
S2 107-022 107-022 107-022
S3 107-022 107-022 107-022
S4 107-022 107-022 107-022
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 109-101 109-012 107-265
R3 108-216 108-127 107-209
R2 108-011 108-011 107-190
R1 107-242 107-242 107-171 107-286
PP 107-126 107-126 107-126 107-148
S1 107-037 107-037 107-134 107-081
S2 106-241 106-241 107-115
S3 106-036 106-152 107-096
S4 105-151 105-267 107-040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-215 107-022 0-192 0.6% 0-000 0.0% 0% False True
10 107-215 106-240 0-295 0.9% 0-000 0.0% 35% False False
20 108-105 106-240 1-185 1.5% 0-000 0.0% 20% False False
40 109-080 106-240 2-160 2.3% 0-000 0.0% 13% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 107-022
2.618 107-022
1.618 107-022
1.000 107-022
0.618 107-022
HIGH 107-022
0.618 107-022
0.500 107-022
0.382 107-022
LOW 107-022
0.618 107-022
1.000 107-022
1.618 107-022
2.618 107-022
4.250 107-022
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 107-022 107-119
PP 107-022 107-087
S1 107-022 107-055

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

View Archives - Comment on this page... - Back to Index of Symbols