ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 103-302 104-072 0-090 0.3% 105-035
High 104-150 104-200 0-050 0.1% 105-048
Low 103-295 104-005 0-030 0.1% 103-235
Close 104-112 104-198 0-085 0.3% 104-112
Range 0-175 0-195 0-020 11.4% 1-132
ATR 0-157 0-159 0-003 1.7% 0-000
Volume 1,375,479 1,348,524 -26,955 -2.0% 6,975,123
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-079 106-013 104-305
R3 105-204 105-138 104-251
R2 105-009 105-009 104-233
R1 104-263 104-263 104-215 104-296
PP 104-134 104-134 104-134 104-151
S1 104-068 104-068 104-180 104-101
S2 103-259 103-259 104-162
S3 103-064 103-193 104-144
S4 102-189 102-318 104-090
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 108-209 107-293 105-041
R3 107-077 106-161 104-237
R2 105-264 105-264 104-195
R1 105-028 105-028 104-154 104-240
PP 104-132 104-132 104-132 104-078
S1 103-216 103-216 104-071 103-108
S2 102-319 102-319 104-030
S3 101-187 102-083 103-308
S4 100-054 100-271 103-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104-290 103-235 1-055 1.1% 0-178 0.5% 75% False False 1,484,984
10 105-205 103-235 1-290 1.8% 0-162 0.5% 46% False False 1,378,314
20 105-205 103-235 1-290 1.8% 0-161 0.5% 46% False False 1,352,996
40 107-092 103-235 3-178 3.4% 0-142 0.4% 25% False False 1,277,633
60 107-300 103-235 4-065 4.0% 0-143 0.4% 21% False False 969,547
80 108-222 103-235 4-308 4.7% 0-132 0.4% 18% False False 727,291
100 109-308 103-235 6-072 6.0% 0-106 0.3% 14% False False 581,832
120 112-035 103-235 8-120 8.0% 0-088 0.3% 11% False False 484,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107-069
2.618 106-071
1.618 105-196
1.000 105-075
0.618 105-001
HIGH 104-200
0.618 104-126
0.500 104-102
0.382 104-079
LOW 104-005
0.618 103-204
1.000 103-130
1.618 103-009
2.618 102-134
4.250 101-136
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 104-166 104-151
PP 104-134 104-104
S1 104-102 104-058

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

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