ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	106-030	105-292	-0-058	-0.2%	106-035
High	106-065	105-310	-0-075	-0.2%	106-132
Low	105-282	105-245	-0-038	-0.1%	105-202
Close	105-310	105-290	-0-020	-0.1%	105-310
Range	0-102	0-065	-0-038	-36.6%	0-250
ATR	0-131	0-126	-0-005	-3.6%	0-000
Volume	899,439	689,056	-210,383	-23.4%	4,657,223

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-157	106-128	106-006
R3	106-092	106-063	105-308
R2	106-027	106-027	105-302
R1	105-318	105-318	105-296	105-300
PP	105-282	105-282	105-282	105-272
S1	105-253	105-253	105-284	105-235
S2	105-217	105-217	105-278
S3	105-152	105-188	105-272
S4	105-087	105-123	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%	0-112	0.3%	35%	False	False	938,124
10	106-228	105-202	1-025	1.0%	0-112	0.3%	25%	False	False	927,472
20	107-092	105-202	1-210	1.6%	0-126	0.4%	17%	False	False	1,249,553
40	108-020	105-202	2-138	2.3%	0-139	0.4%	11%	False	False	638,232
60	108-222	105-202	3-020	2.9%	0-113	0.3%	9%	False	False	425,568
80	109-308	105-202	4-105	4.1%	0-085	0.2%	6%	False	False	319,176
100	112-035	105-202	6-152	6.1%	0-068	0.2%	4%	False	False	255,341

Crabel Price Patterns
NR	True
NR4	True
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	0-035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106-266
2.618	106-160
1.618	106-095
1.000	106-055
0.618	106-030
HIGH	105-310
0.618	105-285
0.500	105-278
0.382	105-270
LOW	105-245
0.618	105-205
1.000	105-180
1.618	105-140
2.618	105-075
4.250	104-289

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	105-286	106-029
PP	105-282	106-009
S1	105-278	105-310

Download as Excel Spreadsheet

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

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