ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	106-105	106-035	-0-070	-0.2%	106-218
High	106-165	106-070	-0-095	-0.3%	106-228
Low	106-058	106-018	-0-040	-0.1%	105-318
Close	106-072	106-052	-0-020	-0.1%	106-072
Range	0-108	0-052	-0-055	-51.2%	0-230
ATR	0-139	0-133	-0-006	-4.3%	0-000
Volume	715,596	655,656	-59,940	-8.4%	3,928,442

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-204	106-181	106-081
R3	106-152	106-128	106-067
R2	106-099	106-099	106-062
R1	106-076	106-076	106-057	106-088
PP	106-047	106-047	106-047	106-052
S1	106-023	106-023	106-048	106-035
S2	105-314	105-314	106-043
S3	105-262	105-291	106-038
S4	105-209	105-238	106-024

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-149	108-021	106-199
R3	107-239	107-111	106-136
R2	107-009	107-009	106-115
R1	106-201	106-201	106-094	106-150
PP	106-099	106-099	106-099	106-074
S1	105-291	105-291	106-051	105-240
S2	105-189	105-189	106-030
S3	104-279	105-061	106-009
S4	104-049	104-151	105-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-228	105-318	0-230	0.7%	0-111	0.3%	24%	False	False	916,819
10	107-092	105-318	1-095	1.2%	0-130	0.4%	13%	False	False	1,376,552
20	107-092	105-295	1-118	1.3%	0-132	0.4%	18%	False	False	1,034,545
40	108-222	105-295	2-248	2.6%	0-138	0.4%	9%	False	False	521,082
60	108-255	105-295	2-280	2.7%	0-103	0.3%	8%	False	False	347,391
80	110-178	105-295	4-202	4.4%	0-078	0.2%	5%	False	False	260,543
100	112-035	105-295	6-060	5.8%	0-062	0.2%	4%	False	False	208,434

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	106-293
2.618	106-207
1.618	106-155
1.000	106-122
0.618	106-102
HIGH	106-070
0.618	106-050
0.500	106-044
0.382	106-038
LOW	106-018
0.618	105-305
1.000	105-285
1.618	105-253
2.618	105-200
4.250	105-114

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	106-050	106-081
PP	106-047	106-072
S1	106-044	106-062

Download as Excel Spreadsheet

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

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