ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	106-112	106-140	0-028	0.1%	106-250
High	106-192	106-150	-0-042	-0.1%	106-282
Low	106-108	106-002	-0-105	-0.3%	106-035
Close	106-140	106-032	-0-108	-0.3%	106-140
Range	0-085	0-148	0-062	73.5%	0-248
ATR	0-145	0-145	0-000	0.1%	0-000
Volume	94,487	186,696	92,209	97.6%	390,447

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-184	107-096	106-114
R3	107-037	106-268	106-073
R2	106-209	106-209	106-060
R1	106-121	106-121	106-046	106-091
PP	106-062	106-062	106-062	106-047
S1	105-293	105-293	106-019	105-264
S2	105-234	105-234	106-005
S3	105-087	105-146	105-312
S4	104-259	104-318	105-271

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-255	108-125	106-276
R3	108-008	107-198	106-208
R2	107-080	107-080	106-185
R1	106-270	106-270	106-163	106-211
PP	106-152	106-152	106-152	106-123
S1	106-022	106-022	106-117	105-284
S2	105-225	105-225	106-095
S3	104-298	105-095	106-072
S4	104-050	104-168	106-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-260	106-002	0-258	0.8%	0-140	0.4%	12%	False	True	106,962
10	107-300	106-002	1-298	1.8%	0-146	0.4%	5%	False	True	68,882
20	107-300	106-002	1-298	1.8%	0-151	0.4%	5%	False	True	36,180
40	108-222	106-002	2-220	2.5%	0-110	0.3%	3%	False	True	18,243
60	109-308	106-002	3-305	3.7%	0-073	0.2%	2%	False	True	12,162
80	112-035	106-002	6-032	5.8%	0-055	0.2%	2%	False	True	9,121

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	0-043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-137
2.618	107-216
1.618	107-069
1.000	106-298
0.618	106-241
HIGH	106-150
0.618	106-094
0.500	106-076
0.382	106-059
LOW	106-002
0.618	105-231
1.000	105-175
1.618	105-084
2.618	104-256
4.250	104-016

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	106-076	106-098
PP	106-062	106-076
S1	106-047	106-054

Download as Excel Spreadsheet

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

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