ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	106-140	106-018	-0-122	-0.4%	106-250
High	106-150	106-062	-0-088	-0.3%	106-282
Low	106-002	105-295	-0-028	-0.1%	106-035
Close	106-032	106-000	-0-032	-0.1%	106-140
Range	0-148	0-088	-0-060	-40.7%	0-248
ATR	0-145	0-141	-0-004	-2.8%	0-000
Volume	186,696	267,570	80,874	43.3%	390,447

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-275	106-225	106-048
R3	106-188	106-138	106-024
R2	106-100	106-100	106-016
R1	106-050	106-050	106-008	106-031
PP	106-012	106-012	106-012	106-003
S1	105-282	105-282	105-312	105-264
S2	105-245	105-245	105-304
S3	105-158	105-195	105-296
S4	105-070	105-108	105-272

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	106-250	105-295	0-275	0.8%	0-117	0.3%	9%	False	True	143,593
10	107-300	105-295	2-005	1.9%	0-142	0.4%	4%	False	True	93,761
20	107-300	105-295	2-005	1.9%	0-151	0.4%	4%	False	True	49,543
40	108-222	105-295	2-248	2.6%	0-112	0.3%	3%	False	True	24,932
60	109-308	105-295	4-012	3.8%	0-074	0.2%	2%	False	True	16,621
80	112-035	105-295	6-060	5.8%	0-056	0.2%	1%	False	True	12,466

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	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-114
2.618	106-292
1.618	106-204
1.000	106-150
0.618	106-117
HIGH	106-062
0.618	106-029
0.500	106-019
0.382	106-008
LOW	105-295
0.618	105-241
1.000	105-208
1.618	105-153
2.618	105-066
4.250	104-243

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	106-019	106-084
PP	106-012	106-056
S1	106-006	106-028

Download as Excel Spreadsheet

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

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