ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 105-088 104-190 -0-218 -0.6% 105-272
High 105-088 104-195 -0-212 -0.6% 105-295
Low 105-088 104-170 -0-238 -0.7% 105-100
Close 105-088 104-192 -0-215 -0.6% 105-180
Range 0-000 0-025 0-025 0-195
ATR 0-105 0-114 0-009 9.0% 0-000
Volume 0 103 103 114
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 104-261 104-252 104-206
R3 104-236 104-227 104-199
R2 104-211 104-211 104-197
R1 104-202 104-202 104-195 104-206
PP 104-186 104-186 104-186 104-188
S1 104-177 104-177 104-190 104-181
S2 104-161 104-161 104-188
S3 104-136 104-152 104-186
S4 104-111 104-127 104-179
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 107-137 107-033 105-287
R3 106-262 106-158 105-234
R2 106-067 106-067 105-216
R1 105-283 105-283 105-198 105-238
PP 105-192 105-192 105-192 105-169
S1 105-088 105-088 105-162 105-042
S2 104-317 104-317 105-144
S3 104-122 104-213 105-126
S4 103-247 104-018 105-073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-295 104-170 1-125 1.3% 0-077 0.2% 5% False True 42
10 105-295 104-170 1-125 1.3% 0-071 0.2% 5% False True 44
20 106-040 104-170 1-190 1.5% 0-041 0.1% 4% False True 22
40 107-215 104-170 3-045 3.0% 0-020 0.1% 2% False True 11
60 108-155 104-170 3-305 3.8% 0-014 0.0% 2% False True 7
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104-301
2.618 104-260
1.618 104-235
1.000 104-220
0.618 104-210
HIGH 104-195
0.618 104-185
0.500 104-182
0.382 104-180
LOW 104-170
0.618 104-155
1.000 104-145
1.618 104-130
2.618 104-105
4.250 104-064
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 104-189 105-044
PP 104-186 104-307
S1 104-182 104-250

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

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