ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	106-082	106-030	-0-052	-0.2%	106-035
High	106-132	106-065	-0-068	-0.2%	106-132
Low	106-015	105-282	-0-052	-0.2%	105-202
Close	106-038	105-310	-0-048	-0.1%	105-310
Range	0-118	0-102	-0-015	-12.8%	0-250
ATR	0-133	0-131	-0-002	-1.6%	0-000
Volume	1,290,454	899,439	-391,015	-30.3%	4,657,223

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-313	106-254	106-046
R3	106-211	106-152	106-018
R2	106-108	106-108	106-009
R1	106-049	106-049	105-319	106-028
PP	106-006	106-006	106-006	105-315
S1	105-267	105-267	105-301	105-245
S2	105-223	105-223	105-291
S3	105-121	105-164	105-282
S4	105-018	105-062	105-254

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-112	107-301	106-128
R3	107-182	107-051	106-059
R2	106-252	106-252	106-036
R1	106-121	106-121	106-013	106-061
PP	106-002	106-002	106-002	105-292
S1	105-191	105-191	105-287	105-131
S2	105-072	105-072	105-264
S3	104-142	104-261	105-241
S4	103-212	104-011	105-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-132	105-202	0-250	0.7%	0-110	0.3%	43%	False	False	931,444
10	107-092	105-202	1-210	1.6%	0-127	0.4%	20%	False	False	1,002,548
20	107-092	105-202	1-210	1.6%	0-128	0.4%	20%	False	False	1,219,825
40	108-020	105-202	2-138	2.3%	0-139	0.4%	14%	False	False	621,028
60	108-222	105-202	3-020	2.9%	0-112	0.3%	11%	False	False	414,084
80	109-308	105-202	4-105	4.1%	0-084	0.2%	8%	False	False	310,563
100	112-035	105-202	6-152	6.1%	0-067	0.2%	5%	False	False	248,450

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	0-042
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-181
2.618	107-013
1.618	106-231
1.000	106-168
0.618	106-128
HIGH	106-065
0.618	106-026
0.500	106-014
0.382	106-002
LOW	105-282
0.618	105-219
1.000	105-180
1.618	105-117
2.618	105-014
4.250	104-167

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	106-014	106-008
PP	106-006	106-002
S1	105-318	105-316

Download as Excel Spreadsheet

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

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