ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 106-292 106-288 -0-005 0.0% 107-022
High 106-292 106-288 -0-005 0.0% 107-022
Low 106-292 106-288 -0-005 0.0% 106-252
Close 106-292 106-288 -0-005 0.0% 106-312
Range
ATR 0-070 0-066 -0-005 -6.6% 0-000
Volume
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 106-288 106-288 106-288
R3 106-288 106-288 106-288
R2 106-288 106-288 106-288
R1 106-288 106-288 106-288 106-288
PP 106-288 106-288 106-288 106-288
S1 106-288 106-288 106-288 106-288
S2 106-288 106-288 106-288
S3 106-288 106-288 106-288
S4 106-288 106-288 106-288
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-252 107-212 107-042
R3 107-162 107-122 107-017
R2 107-072 107-072 107-009
R1 107-032 107-032 107-001 107-008
PP 106-302 106-302 106-302 106-290
S1 106-262 106-262 106-304 106-238
S2 106-212 106-212 106-296
S3 106-122 106-172 106-288
S4 106-032 106-082 106-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-020 106-252 0-088 0.3% 0-000 0.0% 40% False False
10 107-215 106-252 0-282 0.8% 0-000 0.0% 12% False False
20 107-215 106-240 0-295 0.9% 0-000 0.0% 16% False False
40 109-030 106-240 2-110 2.2% 0-000 0.0% 6% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 106-288
2.618 106-288
1.618 106-288
1.000 106-288
0.618 106-288
HIGH 106-288
0.618 106-288
0.500 106-288
0.382 106-288
LOW 106-288
0.618 106-288
1.000 106-288
1.618 106-288
2.618 106-288
4.250 106-288
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 106-288 106-300
PP 106-288 106-296
S1 106-288 106-292

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

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