ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	106-035	106-050	0-015	0.0%	106-218
High	106-070	106-065	-0-005	0.0%	106-228
Low	106-018	106-015	-0-002	0.0%	105-318
Close	106-052	106-048	-0-005	0.0%	106-072
Range	0-052	0-050	-0-002	-4.8%	0-230
ATR	0-133	0-127	-0-006	-4.5%	0-000
Volume	655,656	588,861	-66,795	-10.2%	3,928,442

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-192	106-170	106-075
R3	106-142	106-120	106-061
R2	106-092	106-092	106-057
R1	106-070	106-070	106-052	106-056
PP	106-042	106-042	106-042	106-036
S1	106-020	106-020	106-043	106-006
S2	105-312	105-312	106-038
S3	105-262	105-290	106-034
S4	105-212	105-240	106-020

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	106-165	105-318	0-168	0.5%	0-095	0.3%	30%	False	False	821,946
10	107-092	105-318	1-095	1.2%	0-126	0.4%	12%	False	False	1,140,313
20	107-092	105-295	1-118	1.3%	0-129	0.4%	17%	False	False	1,061,871
40	108-222	105-295	2-248	2.6%	0-137	0.4%	8%	False	False	535,803
60	108-222	105-295	2-248	2.6%	0-104	0.3%	8%	False	False	357,205
80	110-012	105-295	4-038	3.9%	0-078	0.2%	6%	False	False	267,904
100	112-035	105-295	6-060	5.8%	0-062	0.2%	4%	False	False	214,323

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	106-278
2.618	106-196
1.618	106-146
1.000	106-115
0.618	106-096
HIGH	106-065
0.618	106-046
0.500	106-040
0.382	106-034
LOW	106-015
0.618	105-304
1.000	105-285
1.618	105-254
2.618	105-204
4.250	105-122

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	106-045	106-090
PP	106-042	106-076
S1	106-040	106-062

Download as Excel Spreadsheet

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

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