ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	106-018	105-302	-0-035	-0.1%	106-250
High	106-062	106-182	0-120	0.4%	106-282
Low	105-295	105-300	0-005	0.0%	106-035
Close	106-000	106-158	0-158	0.5%	106-140
Range	0-088	0-202	0-115	131.4%	0-248
ATR	0-141	0-145	0-004	3.1%	0-000
Volume	267,570	1,042,039	774,469	289.4%	390,447

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-074	107-318	106-269
R3	107-192	107-116	106-213
R2	106-309	106-309	106-195
R1	106-233	106-233	106-176	106-271
PP	106-107	106-107	106-107	106-126
S1	106-031	106-031	106-139	106-069
S2	105-224	105-224	106-120
S3	105-022	105-148	106-102
S4	104-139	104-266	106-046

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	106-192	105-295	0-218	0.6%	0-125	0.4%	84%	False	False	335,487
10	107-300	105-295	2-005	1.9%	0-154	0.5%	28%	False	False	195,063
20	107-300	105-295	2-005	1.9%	0-154	0.5%	28%	False	False	101,590
40	108-222	105-295	2-248	2.6%	0-117	0.3%	21%	False	False	50,983
60	109-308	105-295	4-012	3.8%	0-078	0.2%	14%	False	False	33,989
80	112-035	105-295	6-060	5.8%	0-058	0.2%	9%	False	False	25,491
100	112-035	105-295	6-060	5.8%	0-047	0.1%	9%	False	False	20,393

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	109-083
2.618	108-073
1.618	107-190
1.000	107-065
0.618	106-308
HIGH	106-182
0.618	106-105
0.500	106-081
0.382	106-057
LOW	105-300
0.618	105-175
1.000	105-098
1.618	104-292
2.618	104-090
4.250	103-079

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	106-132	106-131
PP	106-107	106-105
S1	106-081	106-079

Download as Excel Spreadsheet

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

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