ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 106-295 107-010 0-035 0.1% 106-262
High 106-295 107-010 0-035 0.1% 107-078
Low 106-295 107-010 0-035 0.1% 106-240
Close 106-295 107-010 0-035 0.1% 106-295
Range
ATR 0-077 0-074 -0-003 -3.9% 0-000
Volume
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 107-010 107-010 107-010
R3 107-010 107-010 107-010
R2 107-010 107-010 107-010
R1 107-010 107-010 107-010 107-010
PP 107-010 107-010 107-010 107-010
S1 107-010 107-010 107-010 107-010
S2 107-010 107-010 107-010
S3 107-010 107-010 107-010
S4 107-010 107-010 107-010
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 108-143 108-057 107-062
R3 107-306 107-219 107-018
R2 107-148 107-148 107-004
R1 107-062 107-062 106-309 107-105
PP 106-311 106-311 106-311 107-012
S1 106-224 106-224 106-281 106-268
S2 106-153 106-153 106-266
S3 105-316 106-067 106-252
S4 105-158 105-229 106-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-078 106-240 0-158 0.5% 0-000 0.0% 57% False False
10 107-078 106-240 0-158 0.5% 0-000 0.0% 57% False False
20 108-105 106-240 1-185 1.5% 0-000 0.0% 18% False False
40 109-080 106-240 2-160 2.3% 0-000 0.0% 11% 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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 107-010
2.618 107-010
1.618 107-010
1.000 107-010
0.618 107-010
HIGH 107-010
0.618 107-010
0.500 107-010
0.382 107-010
LOW 107-010
0.618 107-010
1.000 107-010
1.618 107-010
2.618 107-010
4.250 107-010
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 107-010 107-005
PP 107-010 107-000
S1 107-010 106-315

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

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