ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 110-220 110-185 -0-035 -0.1% 109-202
High 110-295 110-218 -0-078 -0.2% 110-045
Low 110-150 110-000 -0-150 -0.4% 109-105
Close 110-215 110-018 -0-198 -0.6% 109-252
Range 0-145 0-218 0-072 50.0% 0-260
ATR 0-155 0-160 0-004 2.9% 0-000
Volume 3,045 821 -2,224 -73.0% 8,891
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 112-091 111-272 110-137
R3 111-193 111-054 110-077
R2 110-296 110-296 110-057
R1 110-157 110-157 110-037 110-118
PP 110-078 110-078 110-078 110-059
S1 109-259 109-259 109-318 109-220
S2 109-181 109-181 109-298
S3 108-283 109-042 109-278
S4 108-066 108-144 109-218
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
5 110-300 109-238 1-062 1.1% 0-154 0.4% 26% False False 2,092
10 110-300 109-105 1-195 1.5% 0-131 0.4% 45% False False 1,720
20 111-160 109-105 2-055 2.0% 0-109 0.3% 33% False False 887
40 111-160 106-240 4-240 4.3% 0-059 0.2% 70% False False 443
60 111-160 106-240 4-240 4.3% 0-039 0.1% 70% False False 295
80 111-160 106-240 4-240 4.3% 0-029 0.1% 70% False False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 113-182
2.618 112-147
1.618 111-249
1.000 111-115
0.618 111-032
HIGH 110-218
0.618 110-134
0.500 110-109
0.382 110-083
LOW 110-000
0.618 109-186
1.000 109-102
1.618 108-288
2.618 108-071
4.250 107-036
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 110-109 110-150
PP 110-078 110-106
S1 110-048 110-062

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

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