ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 106-010 106-150 0-140 0.4% 105-118
High 106-160 106-222 0-062 0.2% 106-222
Low 106-008 106-065 0-058 0.2% 105-050
Close 106-138 106-092 -0-045 -0.1% 106-092
Range 0-152 0-158 0-005 3.3% 1-172
ATR 0-167 0-166 -0-001 -0.4% 0-000
Volume 61,023 114,609 53,586 87.8% 340,116
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 107-279 107-183 106-179
R3 107-122 107-026 106-136
R2 106-284 106-284 106-121
R1 106-188 106-188 106-107 106-158
PP 106-127 106-127 106-127 106-111
S1 106-031 106-031 106-078 106-000
S2 105-289 105-289 106-064
S3 105-132 105-193 106-049
S4 104-294 105-036 106-006
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 110-212 110-005 107-043
R3 109-040 108-152 106-228
R2 107-188 107-188 106-183
R1 106-300 106-300 106-138 107-084
PP 106-015 106-015 106-015 106-067
S1 105-128 105-128 106-047 105-231
S2 104-162 104-162 106-002
S3 102-310 103-275 105-277
S4 101-138 102-102 105-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-222 105-050 1-172 1.4% 0-194 0.6% 74% True False 68,023
10 106-222 105-050 1-172 1.4% 0-172 0.5% 74% True False 44,029
20 106-222 104-105 2-118 2.2% 0-171 0.5% 83% True False 23,996
40 106-222 104-040 2-182 2.4% 0-115 0.3% 84% True False 12,067
60 107-215 104-040 3-175 3.3% 0-076 0.2% 61% False False 8,045
80 108-105 104-040 4-065 4.0% 0-057 0.2% 51% False False 6,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-252
2.618 107-315
1.618 107-157
1.000 107-060
0.618 107-000
HIGH 106-222
0.618 106-162
0.500 106-144
0.382 106-125
LOW 106-065
0.618 105-288
1.000 105-228
1.618 105-130
2.618 104-293
4.250 104-036
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 106-144 106-096
PP 106-127 106-095
S1 106-110 106-094

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

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