ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 104-032 104-172 0-140 0.4% 104-072
High 104-198 104-245 0-048 0.1% 104-245
Low 104-002 104-142 0-140 0.4% 104-002
Close 104-182 104-220 0-038 0.1% 104-220
Range 0-195 0-102 -0-092 -47.4% 0-242
ATR 0-160 0-156 -0-004 -2.6% 0-000
Volume 1,533,310 1,158,054 -375,256 -24.5% 6,686,030
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 105-190 105-148 104-276
R3 105-088 105-045 104-248
R2 104-305 104-305 104-239
R1 104-262 104-262 104-229 104-284
PP 104-202 104-202 104-202 104-213
S1 104-160 104-160 104-211 104-181
S2 104-100 104-100 104-201
S3 103-318 104-058 104-192
S4 103-215 103-275 104-164
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 106-243 106-154 105-033
R3 106-001 105-232 104-287
R2 105-078 105-078 104-264
R1 104-309 104-309 104-242 105-034
PP 104-156 104-156 104-156 104-178
S1 104-067 104-067 104-198 104-111
S2 103-233 103-233 104-176
S3 102-311 103-144 104-153
S4 102-068 102-222 104-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104-245 104-002 0-242 0.7% 0-157 0.5% 90% True False 1,337,206
10 105-048 103-235 1-132 1.4% 0-158 0.5% 67% False False 1,366,115
20 105-205 103-235 1-290 1.8% 0-162 0.5% 50% False False 1,335,817
40 107-092 103-235 3-178 3.4% 0-144 0.4% 27% False False 1,217,530
60 107-300 103-235 4-065 4.0% 0-145 0.4% 23% False False 1,058,232
80 108-222 103-235 4-308 4.7% 0-138 0.4% 19% False False 794,009
100 109-065 103-235 5-150 5.2% 0-112 0.3% 17% False False 635,207
120 111-198 103-235 7-282 7.5% 0-093 0.3% 12% False False 529,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 106-041
2.618 105-193
1.618 105-091
1.000 105-028
0.618 104-308
HIGH 104-245
0.618 104-206
0.500 104-194
0.382 104-182
LOW 104-142
0.618 104-079
1.000 104-040
1.618 103-297
2.618 103-194
4.250 103-027
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 104-211 104-188
PP 104-202 104-156
S1 104-194 104-124

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

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