ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 109-302 110-218 0-235 0.7% 109-272
High 110-252 111-145 0-212 0.6% 110-300
Low 109-288 110-210 0-242 0.7% 109-248
Close 110-212 110-298 0-085 0.2% 110-108
Range 0-285 0-255 -0-030 -10.5% 1-052
ATR 0-175 0-181 0-006 3.3% 0-000
Volume 9,625 18,285 8,660 90.0% 9,436
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 113-129 112-308 111-118
R3 112-194 112-053 111-048
R2 111-259 111-259 111-024
R1 111-118 111-118 111-001 111-189
PP 111-004 111-004 111-004 111-039
S1 110-183 110-183 110-274 110-254
S2 110-069 110-069 110-251
S3 109-134 109-248 110-227
S4 108-199 108-313 110-157
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 113-269 113-081 110-312
R3 112-217 112-028 110-210
R2 111-164 111-164 110-176
R1 110-296 110-296 110-142 111-070
PP 110-112 110-112 110-112 110-159
S1 109-243 109-243 110-073 110-018
S2 109-059 109-059 110-039
S3 108-007 108-191 110-005
S4 106-274 107-138 109-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-145 109-265 1-200 1.5% 0-235 0.7% 68% True False 6,629
10 111-145 109-238 1-228 1.5% 0-176 0.5% 69% True False 4,928
20 111-152 109-105 2-048 1.9% 0-146 0.4% 75% False False 2,501
40 111-160 107-105 4-055 3.8% 0-083 0.2% 86% False False 1,252
60 111-160 106-240 4-240 4.3% 0-055 0.2% 88% False False 834
80 111-160 106-240 4-240 4.3% 0-041 0.1% 88% False False 626
Crabel Price Patterns
NR True
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-269
2.618 113-173
1.618 112-238
1.000 112-080
0.618 111-303
HIGH 111-145
0.618 111-048
0.500 111-018
0.382 110-307
LOW 110-210
0.618 110-052
1.000 109-275
1.618 109-117
2.618 108-182
4.250 107-086
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 111-018 110-267
PP 111-004 110-236
S1 110-311 110-205

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

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