ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	105-302	106-140	0-158	0.5%	106-250
High	106-182	106-168	-0-015	0.0%	106-282
Low	105-300	106-070	0-090	0.3%	106-035
Close	106-158	106-095	-0-062	-0.2%	106-140
Range	0-202	0-098	-0-105	-51.9%	0-248
ATR	0-145	0-142	-0-003	-2.3%	0-000
Volume	1,042,039	2,359,670	1,317,631	126.4%	390,447

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-083	107-027	106-149
R3	106-306	106-249	106-122
R2	106-208	106-208	106-113
R1	106-152	106-152	106-104	106-131
PP	106-111	106-111	106-111	106-101
S1	106-054	106-054	106-086	106-034
S2	106-013	106-013	106-077
S3	105-236	105-277	106-068
S4	105-138	105-179	106-041

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%	0-124	0.4%	55%	False	False	790,092
10	107-105	105-295	1-130	1.3%	0-138	0.4%	27%	False	False	426,471
20	107-300	105-295	2-005	1.9%	0-146	0.4%	19%	False	False	219,484
40	108-222	105-295	2-248	2.6%	0-119	0.4%	14%	False	False	109,975
60	109-308	105-295	4-012	3.8%	0-079	0.2%	9%	False	False	73,316
80	112-035	105-295	6-060	5.8%	0-060	0.2%	6%	False	False	54,987
100	112-035	105-295	6-060	5.8%	0-048	0.1%	6%	False	False	43,990

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-262
2.618	107-103
1.618	107-005
1.000	106-265
0.618	106-228
HIGH	106-168
0.618	106-130
0.500	106-119
0.382	106-107
LOW	106-070
0.618	106-010
1.000	105-292
1.618	105-232
2.618	105-135
4.250	104-296

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	106-119	106-090
PP	106-111	106-084
S1	106-103	106-079

Download as Excel Spreadsheet

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

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