ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 106-040 105-228 -0-132 -0.4% 106-292
High 106-040 105-228 -0-132 -0.4% 106-292
Low 106-040 105-228 -0-132 -0.4% 106-170
Close 106-040 105-228 -0-132 -0.4% 106-170
Range
ATR 0-057 0-063 0-005 9.4% 0-000
Volume
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 105-228 105-228 105-228
R3 105-228 105-228 105-228
R2 105-228 105-228 105-228
R1 105-228 105-228 105-228 105-228
PP 105-228 105-228 105-228 105-228
S1 105-228 105-228 105-228 105-228
S2 105-228 105-228 105-228
S3 105-228 105-228 105-228
S4 105-228 105-228 105-228
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-258 107-177 106-237
R3 107-136 107-054 106-204
R2 107-013 107-013 106-192
R1 106-252 106-252 106-181 106-231
PP 106-211 106-211 106-211 106-201
S1 106-129 106-129 106-159 106-109
S2 106-088 106-088 106-148
S3 105-286 106-007 106-136
S4 105-163 105-204 106-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-170 105-228 0-262 0.8% 0-000 0.0% 0% False True
10 106-312 105-228 1-085 1.2% 0-000 0.0% 0% False True 2
20 107-215 105-228 1-308 1.9% 0-000 0.0% 0% False True 1
40 108-105 105-228 2-198 2.5% 0-000 0.0% 0% False True
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
4.250 105-228
2.618 105-228
1.618 105-228
1.000 105-228
0.618 105-228
HIGH 105-228
0.618 105-228
0.500 105-228
0.382 105-228
LOW 105-228
0.618 105-228
1.000 105-228
1.618 105-228
2.618 105-228
4.250 105-228
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 105-228 105-294
PP 105-228 105-272
S1 105-228 105-250

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

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