ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 105-122 105-110 -0-012 0.0% 106-148
High 105-122 105-215 0-092 0.3% 106-148
Low 105-122 105-110 -0-012 0.0% 105-228
Close 105-122 105-215 0-092 0.3% 105-292
Range 0-000 0-105 0-105 0-240
ATR 0-062 0-065 0-003 5.0% 0-000
Volume 0 1 1 0
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 106-175 106-140 105-273
R3 106-070 106-035 105-244
R2 105-285 105-285 105-234
R1 105-250 105-250 105-225 105-268
PP 105-180 105-180 105-180 105-189
S1 105-145 105-145 105-205 105-162
S2 105-075 105-075 105-196
S3 104-290 105-040 105-186
S4 104-185 104-255 105-157
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 108-089 107-271 106-104
R3 107-169 107-031 106-038
R2 106-249 106-249 106-016
R1 106-111 106-111 105-314 106-060
PP 106-009 106-009 106-009 105-304
S1 105-191 105-191 105-270 105-140
S2 105-089 105-089 105-248
S3 104-169 104-271 105-226
S4 103-249 104-031 105-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-292 105-110 0-182 0.5% 0-021 0.1% 58% False True
10 106-170 105-110 1-060 1.1% 0-010 0.0% 28% False True
20 107-215 105-110 2-105 2.2% 0-005 0.0% 14% False True 1
40 108-105 105-110 2-315 2.8% 0-003 0.0% 11% False True
60 109-080 105-110 3-290 3.7% 0-002 0.0% 8% False True
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 False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 107-021
2.618 106-170
1.618 106-065
1.000 106-000
0.618 105-280
HIGH 105-215
0.618 105-175
0.500 105-162
0.382 105-150
LOW 105-110
0.618 105-045
1.000 105-005
1.618 104-260
2.618 104-155
4.250 103-304
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 105-198 105-200
PP 105-180 105-185
S1 105-162 105-170

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

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