ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	105-292	105-302	0-010	0.0%	106-035
High	105-310	105-318	0-008	0.0%	106-132
Low	105-245	105-200	-0-045	-0.1%	105-202
Close	105-290	105-208	-0-082	-0.2%	105-310
Range	0-065	0-118	0-052	80.8%	0-250
ATR	0-126	0-126	-0-001	-0.5%	0-000
Volume	689,056	965,372	276,316	40.1%	4,657,223

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-274	106-198	105-272
R3	106-157	106-081	105-240
R2	106-039	106-039	105-229
R1	105-283	105-283	105-218	105-262
PP	105-242	105-242	105-242	105-231
S1	105-166	105-166	105-197	105-145
S2	105-124	105-124	105-186
S3	105-007	105-048	105-175
S4	104-209	104-251	105-143

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	105-200	0-252	0.7%	0-126	0.4%	3%	False	True	1,013,426
10	106-165	105-200	0-285	0.8%	0-110	0.3%	3%	False	True	917,686
20	107-092	105-200	1-212	1.6%	0-125	0.4%	1%	False	True	1,288,487
40	107-300	105-200	2-100	2.2%	0-138	0.4%	1%	False	True	662,334
60	108-222	105-200	3-022	2.9%	0-115	0.3%	1%	False	True	441,658
80	109-308	105-200	4-108	4.1%	0-086	0.3%	1%	False	True	331,243
100	112-035	105-200	6-155	6.1%	0-069	0.2%	0%	False	True	264,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-177
2.618	106-305
1.618	106-188
1.000	106-115
0.618	106-070
HIGH	105-318
0.618	105-273
0.500	105-259
0.382	105-245
LOW	105-200
0.618	105-127
1.000	105-082
1.618	105-010
2.618	104-212
4.250	104-021

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	105-259	105-292
PP	105-242	105-264
S1	105-225	105-236

Download as Excel Spreadsheet

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

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