ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	105-302	105-230	-0-072	-0.2%	106-035
High	105-318	105-298	-0-020	-0.1%	106-132
Low	105-200	105-112	-0-088	-0.3%	105-202
Close	105-208	105-210	0-002	0.0%	105-310
Range	0-118	0-185	0-068	57.4%	0-250
ATR	0-126	0-130	0-004	3.4%	0-000
Volume	965,372	1,329,923	364,551	37.8%	4,657,223

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-122	107-031	105-312
R3	106-257	106-166	105-261
R2	106-072	106-072	105-244
R1	105-301	105-301	105-227	105-254
PP	105-207	105-207	105-207	105-183
S1	105-116	105-116	105-193	105-069
S2	105-022	105-022	105-176
S3	104-157	104-251	105-159
S4	103-292	104-066	105-108

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	105-112	1-020	1.0%	0-118	0.3%	29%	False	True	1,034,848
10	106-165	105-112	1-052	1.1%	0-114	0.3%	26%	False	True	930,388
20	107-092	105-112	1-300	1.8%	0-130	0.4%	16%	False	True	1,341,605
40	107-300	105-112	2-188	2.4%	0-140	0.4%	12%	False	True	695,574
60	108-222	105-112	3-110	3.2%	0-118	0.3%	9%	False	True	463,823
80	109-308	105-112	4-195	4.4%	0-088	0.3%	7%	False	True	347,867
100	112-035	105-112	6-242	6.4%	0-071	0.2%	5%	False	True	278,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	108-124
2.618	107-142
1.618	106-277
1.000	106-162
0.618	106-092
HIGH	105-298
0.618	105-227
0.500	105-205
0.382	105-183
LOW	105-112
0.618	104-318
1.000	104-248
1.618	104-133
2.618	103-268
4.250	102-286

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	105-208	105-215
PP	105-207	105-213
S1	105-205	105-212

Download as Excel Spreadsheet

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

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