ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 105-088 105-248 0-160 0.5% 105-130
High 105-088 105-248 0-160 0.5% 105-155
Low 105-088 105-248 0-160 0.5% 104-280
Close 105-088 105-248 0-160 0.5% 105-155
Range
ATR 0-086 0-091 0-005 6.2% 0-000
Volume
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 105-248 105-248 105-248
R3 105-248 105-248 105-248
R2 105-248 105-248 105-248
R1 105-248 105-248 105-248 105-248
PP 105-248 105-248 105-248 105-248
S1 105-248 105-248 105-248 105-248
S2 105-248 105-248 105-248
S3 105-248 105-248 105-248
S4 105-248 105-248 105-248
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 107-035 106-290 105-262
R3 106-160 106-095 105-209
R2 105-285 105-285 105-191
R1 105-220 105-220 105-173 105-252
PP 105-090 105-090 105-090 105-106
S1 105-025 105-025 105-137 105-058
S2 104-215 104-215 105-119
S3 104-020 104-150 105-101
S4 103-145 103-275 105-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-248 105-088 0-160 0.5% 0-000 0.0% 100% True False
10 105-248 104-235 1-012 1.0% 0-000 0.0% 100% True False
20 106-102 104-235 1-188 1.5% 0-000 0.0% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-000
Fibonacci Retracements and Extensions
4.250 105-248
2.618 105-248
1.618 105-248
1.000 105-248
0.618 105-248
HIGH 105-248
0.618 105-248
0.500 105-248
0.382 105-248
LOW 105-248
0.618 105-248
1.000 105-248
1.618 105-248
2.618 105-248
4.250 105-248
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 105-248 105-221
PP 105-248 105-194
S1 105-248 105-168

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

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