ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 104-185 104-262 0-078 0.2% 104-185
High 104-295 105-025 0-050 0.1% 105-025
Low 104-105 104-250 0-145 0.4% 104-105
Close 104-282 105-005 0-042 0.1% 105-005
Range 0-190 0-095 -0-095 -50.0% 0-240
ATR 0-132 0-129 -0-003 -2.0% 0-000
Volume 724 553 -171 -23.6% 18,367
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-272 105-233 105-057
R3 105-177 105-138 105-031
R2 105-082 105-082 105-022
R1 105-043 105-043 105-014 105-062
PP 104-307 104-307 104-307 104-316
S1 104-268 104-268 104-316 104-288
S2 104-212 104-212 104-308
S3 104-117 104-173 104-299
S4 104-022 104-078 104-273
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 107-018 106-252 105-137
R3 106-098 106-012 105-071
R2 105-178 105-178 105-049
R1 105-092 105-092 105-027 105-135
PP 104-258 104-258 104-258 104-280
S1 104-172 104-172 104-303 104-215
S2 104-018 104-018 104-281
S3 103-098 103-252 104-259
S4 102-178 103-012 104-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-025 104-105 0-240 0.7% 0-154 0.5% 92% True False 3,673
10 105-088 104-040 1-048 1.1% 0-114 0.3% 78% False False 2,078
20 105-295 104-040 1-255 1.7% 0-091 0.3% 50% False False 1,056
40 107-152 104-040 3-112 3.2% 0-048 0.1% 27% False False 528
60 108-105 104-040 4-065 4.0% 0-032 0.1% 21% False False 352
80 109-080 104-040 5-040 4.9% 0-024 0.1% 17% False False 264
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 106-109
2.618 105-274
1.618 105-179
1.000 105-120
0.618 105-084
HIGH 105-025
0.618 104-309
0.500 104-298
0.382 104-286
LOW 104-250
0.618 104-191
1.000 104-155
1.618 104-096
2.618 104-001
4.250 103-166
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 104-316 104-292
PP 104-307 104-258
S1 104-298 104-225

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

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