ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 104-280 104-302 0-022 0.1% 104-185
High 105-008 105-032 0-025 0.1% 105-025
Low 104-235 104-215 -0-020 -0.1% 104-105
Close 104-278 104-258 -0-020 -0.1% 105-005
Range 0-092 0-138 0-045 48.6% 0-240
ATR 0-127 0-127 0-001 0.6% 0-000
Volume 107 1,892 1,785 1,668.2% 18,367
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-048 105-290 105-013
R3 105-230 105-152 104-295
R2 105-092 105-092 104-283
R1 105-015 105-015 104-270 104-305
PP 104-275 104-275 104-275 104-260
S1 104-198 104-198 104-245 104-168
S2 104-138 104-138 104-232
S3 104-000 104-060 104-220
S4 103-182 103-242 104-182
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
5 105-032 104-105 0-248 0.7% 0-138 0.4% 62% True False 2,356
10 105-032 104-040 0-312 0.9% 0-135 0.4% 70% True False 2,268
20 105-295 104-040 1-255 1.7% 0-103 0.3% 38% False False 1,156
40 107-020 104-040 2-300 2.8% 0-054 0.2% 23% False False 578
60 108-105 104-040 4-065 4.0% 0-036 0.1% 16% False False 385
80 109-080 104-040 5-040 4.9% 0-027 0.1% 13% False False 289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106-297
2.618 106-072
1.618 105-255
1.000 105-170
0.618 105-117
HIGH 105-032
0.618 104-300
0.500 104-284
0.382 104-268
LOW 104-215
0.618 104-130
1.000 104-078
1.618 103-313
2.618 103-175
4.250 102-271
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 104-284 104-284
PP 104-275 104-275
S1 104-266 104-266

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

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