ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 104-262 104-280 0-018 0.1% 104-185
High 105-025 105-008 -0-018 -0.1% 105-025
Low 104-250 104-235 -0-015 0.0% 104-105
Close 105-005 104-278 -0-048 -0.1% 105-005
Range 0-095 0-092 -0-002 -2.6% 0-240
ATR 0-129 0-127 -0-003 -2.0% 0-000
Volume 553 107 -446 -80.7% 18,367
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-238 105-190 105-008
R3 105-145 105-098 104-303
R2 105-052 105-052 104-294
R1 105-005 105-005 104-286 104-302
PP 104-280 104-280 104-280 104-269
S1 104-232 104-232 104-269 104-210
S2 104-188 104-188 104-261
S3 104-095 104-140 104-252
S4 104-002 104-048 104-227
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% 0-135 0.4% 72% False False 2,790
10 105-025 104-040 0-305 0.9% 0-124 0.4% 78% False False 2,089
20 105-295 104-040 1-255 1.7% 0-096 0.3% 41% False False 1,061
40 107-022 104-040 2-302 2.8% 0-051 0.2% 25% False False 531
60 108-105 104-040 4-065 4.0% 0-034 0.1% 18% False False 354
80 109-080 104-040 5-040 4.9% 0-025 0.1% 14% False False 265
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 0-038
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 106-081
2.618 105-250
1.618 105-157
1.000 105-100
0.618 105-065
HIGH 105-008
0.618 104-292
0.500 104-281
0.382 104-270
LOW 104-235
0.618 104-178
1.000 104-142
1.618 104-085
2.618 103-313
4.250 103-162
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 104-281 104-260
PP 104-280 104-242
S1 104-279 104-225

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

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