ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 19-Jul-2023
Day Change Summary
Previous Current
18-Jul-2023 19-Jul-2023 Change Change % Previous Week
Open 108-175 108-195 0-020 0.1% 107-062
High 108-222 108-205 -0-018 -0.1% 108-200
Low 108-090 108-088 -0-002 0.0% 107-055
Close 108-108 108-145 0-038 0.1% 108-060
Range 0-132 0-118 -0-015 -11.3% 1-145
ATR 0-116 0-116 0-000 0.1% 0-000
Volume 225 1,566 1,341 596.0% 187
Daily Pivots for day following 19-Jul-2023
Classic Woodie Camarilla DeMark
R4 109-178 109-119 108-210
R3 109-061 109-002 108-177
R2 108-263 108-263 108-167
R1 108-204 108-204 108-156 108-175
PP 108-146 108-146 108-146 108-131
S1 108-087 108-087 108-134 108-058
S2 108-028 108-028 108-123
S3 107-231 107-289 108-113
S4 107-113 107-172 108-080
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 112-113 111-232 108-316
R3 110-288 110-087 108-188
R2 109-143 109-143 108-145
R1 108-262 108-262 108-103 109-042
PP 107-318 107-318 107-318 108-049
S1 107-117 107-117 108-017 107-218
S2 106-173 106-173 107-295
S3 105-028 105-292 107-252
S4 103-203 104-147 107-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-222 108-038 0-185 0.5% 0-119 0.3% 58% False False 397
10 108-222 106-208 2-015 1.9% 0-091 0.3% 88% False False 201
20 108-222 106-208 2-015 1.9% 0-050 0.1% 88% False False 101
40 109-308 106-208 3-100 3.1% 0-025 0.1% 54% False False 50
60 112-035 106-208 5-148 5.0% 0-017 0.0% 33% False False 33
Crabel Price Patterns
NR True
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-064
2.618 109-193
1.618 109-075
1.000 109-002
0.618 108-278
HIGH 108-205
0.618 108-160
0.500 108-146
0.382 108-132
LOW 108-088
0.618 108-015
1.000 107-290
1.618 107-217
2.618 107-100
4.250 106-228
Fisher Pivots for day following 19-Jul-2023
Pivot 1 day 3 day
R1 108-146 108-142
PP 108-146 108-138
S1 108-145 108-135

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

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