ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	105-010	105-082	0-072	0.2%	105-158
High	105-092	105-180	0-088	0.3%	105-180
Low	104-240	105-055	0-135	0.4%	104-240
Close	105-065	105-115	0-050	0.1%	105-115
Range	0-172	0-125	-0-048	-27.5%	0-260
ATR	0-135	0-134	-0-001	-0.5%	0-000
Volume	1,425,223	1,740,655	315,432	22.1%	6,606,180

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-172	106-108	105-184
R3	106-047	105-303	105-149
R2	105-242	105-242	105-138
R1	105-178	105-178	105-126	105-210
PP	105-117	105-117	105-117	105-132
S1	105-053	105-053	105-104	105-085
S2	104-312	104-312	105-092
S3	104-187	104-248	105-081
S4	104-062	104-123	105-046

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-212	107-103	105-258
R3	106-272	106-163	105-186
R2	106-012	106-012	105-163
R1	105-223	105-223	105-139	105-148
PP	105-072	105-072	105-072	105-034
S1	104-283	104-283	105-091	104-208
S2	104-132	104-132	105-067
S3	103-192	104-023	105-044
S4	102-252	103-083	104-292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-180	104-240	0-260	0.8%	0-134	0.4%	75%	True	False	1,321,236
10	105-318	104-240	1-078	1.2%	0-126	0.4%	49%	False	False	1,195,938
20	107-092	104-240	2-172	2.4%	0-127	0.4%	24%	False	False	1,099,243
40	107-300	104-240	3-060	3.0%	0-136	0.4%	19%	False	False	919,439
60	108-222	104-240	3-302	3.7%	0-130	0.4%	15%	False	False	613,407
80	109-065	104-240	4-145	4.2%	0-099	0.3%	14%	False	False	460,055
100	111-198	104-240	6-278	6.5%	0-080	0.2%	9%	False	False	368,044
120	112-035	104-240	7-115	7.0%	0-066	0.2%	8%	False	False	306,703

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-071
2.618	106-187
1.618	106-062
1.000	105-305
0.618	105-257
HIGH	105-180
0.618	105-132
0.500	105-118
0.382	105-103
LOW	105-055
0.618	104-298
1.000	104-250
1.618	104-173
2.618	104-048
4.250	103-164

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	105-118	105-093
PP	105-117	105-072
S1	105-116	105-050

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols