ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 04-May-2023
Day Change Summary
Previous Current
03-May-2023 04-May-2023 Change Change % Previous Week
Open 110-218 111-200 0-302 0.9% 109-272
High 111-145 111-310 0-165 0.5% 110-300
Low 110-210 111-032 0-142 0.4% 109-248
Close 110-298 111-195 0-218 0.6% 110-108
Range 0-255 0-278 0-022 8.8% 1-052
ATR 0-181 0-192 0-011 6.0% 0-000
Volume 18,285 30,841 12,556 68.7% 9,436
Daily Pivots for day following 04-May-2023
Classic Woodie Camarilla DeMark
R4 114-052 113-241 112-028
R3 113-094 112-283 111-271
R2 112-137 112-137 111-246
R1 112-006 112-006 111-220 111-252
PP 111-179 111-179 111-179 111-142
S1 111-048 111-048 111-170 110-295
S2 110-222 110-222 111-144
S3 109-264 110-091 111-119
S4 108-307 109-133 111-042
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
5 111-310 109-265 2-045 1.9% 0-247 0.7% 83% True False 12,633
10 111-310 109-238 2-072 2.0% 0-200 0.6% 84% True False 7,363
20 111-310 109-105 2-205 2.4% 0-155 0.4% 86% True False 4,043
40 111-310 108-165 3-145 3.1% 0-090 0.3% 90% True False 2,023
60 111-310 106-240 5-070 4.7% 0-060 0.2% 93% True False 1,348
80 111-310 106-240 5-070 4.7% 0-045 0.1% 93% True False 1,011
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 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-209
2.618 114-076
1.618 113-119
1.000 112-268
0.618 112-161
HIGH 111-310
0.618 111-204
0.500 111-171
0.382 111-139
LOW 111-032
0.618 110-181
1.000 110-075
1.618 109-224
2.618 108-266
4.250 107-133
Fisher Pivots for day following 04-May-2023
Pivot 1 day 3 day
R1 111-187 111-123
PP 111-179 111-051
S1 111-171 110-299

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

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