ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 109-315 109-272 -0-042 -0.1% 109-202
High 110-045 110-068 0-022 0.1% 110-045
Low 109-238 109-248 0-010 0.0% 109-105
Close 109-252 110-020 0-088 0.2% 109-252
Range 0-128 0-140 0-012 9.8% 0-260
ATR 0-147 0-146 0-000 -0.3% 0-000
Volume 2,260 1,737 -523 -23.1% 8,891
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 111-105 111-042 110-097
R3 110-285 110-222 110-058
R2 110-145 110-145 110-046
R1 110-082 110-082 110-033 110-114
PP 110-005 110-005 110-005 110-021
S1 109-262 109-262 110-007 109-294
S2 109-185 109-185 109-314
S3 109-045 109-122 109-302
S4 108-225 108-302 109-263
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 112-061 111-257 110-076
R3 111-121 110-317 110-004
R2 110-181 110-181 109-300
R1 110-057 110-057 109-276 110-119
PP 109-241 109-241 109-241 109-272
S1 109-117 109-117 109-229 109-179
S2 108-301 108-301 109-205
S3 108-041 108-177 109-181
S4 107-101 107-237 109-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-068 109-105 0-282 0.8% 0-086 0.2% 83% True False 2,114
10 110-312 109-105 1-208 1.5% 0-130 0.4% 45% False False 1,122
20 111-160 109-105 2-055 2.0% 0-084 0.2% 34% False False 564
40 111-160 106-240 4-240 4.3% 0-046 0.1% 70% False False 282
60 111-160 106-240 4-240 4.3% 0-031 0.1% 70% False False 188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112-022
2.618 111-114
1.618 110-294
1.000 110-208
0.618 110-154
HIGH 110-068
0.618 110-014
0.500 109-318
0.382 109-301
LOW 109-248
0.618 109-161
1.000 109-108
1.618 109-021
2.618 108-201
4.250 107-292
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 110-012 110-011
PP 110-005 110-002
S1 109-318 109-312

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

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