ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	105-230	105-128	-0-102	-0.3%	106-035
High	105-298	105-128	-0-170	-0.5%	106-132
Low	105-112	105-025	-0-088	-0.3%	105-202
Close	105-210	105-078	-0-132	-0.4%	105-310
Range	0-185	0-102	-0-082	-44.6%	0-250
ATR	0-130	0-134	0-004	3.0%	0-000
Volume	1,329,923	1,363,603	33,680	2.5%	4,657,223

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-064	106-013	105-134
R3	105-282	105-231	105-106
R2	105-179	105-179	105-096
R1	105-128	105-128	105-087	105-102
PP	105-077	105-077	105-077	105-064
S1	105-026	105-026	105-068	105-000
S2	104-294	104-294	105-059
S3	104-192	104-243	105-049
S4	104-089	104-141	105-021

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	106-065	105-025	1-040	1.1%	0-114	0.3%	15%	False	True	1,049,478
10	106-165	105-025	1-140	1.4%	0-113	0.3%	11%	False	True	972,077
20	107-092	105-025	2-068	2.1%	0-125	0.4%	7%	False	True	1,357,683
40	107-300	105-025	2-275	2.7%	0-140	0.4%	6%	False	True	729,637
60	108-222	105-025	3-198	3.4%	0-119	0.4%	5%	False	True	486,550
80	109-308	105-025	4-282	4.6%	0-090	0.3%	3%	False	True	364,912
100	112-035	105-025	7-010	6.7%	0-072	0.2%	2%	False	True	291,930
120	112-035	105-025	7-010	6.7%	0-060	0.2%	2%	False	True	243,275

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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-243
2.618	106-076
1.618	105-293
1.000	105-230
0.618	105-191
HIGH	105-128
0.618	105-088
0.500	105-076
0.382	105-064
LOW	105-025
0.618	104-282
1.000	104-242
1.618	104-179
2.618	104-077
4.250	103-229

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	105-077	105-171
PP	105-077	105-140
S1	105-076	105-109

Download as Excel Spreadsheet

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

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