ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	105-128	105-075	-0-052	-0.2%	105-292
High	105-128	105-185	0-058	0.2%	105-318
Low	105-025	105-068	0-042	0.1%	105-025
Close	105-078	105-142	0-065	0.2%	105-142
Range	0-102	0-118	0-015	14.6%	0-292
ATR	0-134	0-133	-0-001	-0.9%	0-000
Volume	1,363,603	1,005,247	-358,356	-26.3%	5,353,201

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-164	106-111	105-207
R3	106-047	105-313	105-175
R2	105-249	105-249	105-164
R1	105-196	105-196	105-153	105-222
PP	105-132	105-132	105-132	105-145
S1	105-078	105-078	105-132	105-105
S2	105-014	105-014	105-121
S3	104-217	104-281	105-110
S4	104-099	104-163	105-078

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-079	107-243	105-303
R3	107-107	106-271	105-223
R2	106-134	106-134	105-196
R1	105-298	105-298	105-169	105-230
PP	105-162	105-162	105-162	105-128
S1	105-006	105-006	105-116	104-258
S2	104-189	104-189	105-089
S3	103-217	104-033	105-062
S4	102-244	103-061	104-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-318	105-025	0-292	0.9%	0-118	0.3%	40%	False	False	1,070,640
10	106-132	105-025	1-108	1.3%	0-114	0.3%	27%	False	False	1,001,042
20	107-092	105-025	2-068	2.1%	0-126	0.4%	17%	False	False	1,289,962
40	107-300	105-025	2-275	2.7%	0-136	0.4%	13%	False	False	754,723
60	108-222	105-025	3-198	3.4%	0-121	0.4%	10%	False	False	503,304
80	109-308	105-025	4-282	4.6%	0-091	0.3%	8%	False	False	377,478
100	112-035	105-025	7-010	6.7%	0-073	0.2%	5%	False	False	301,982
120	112-035	105-025	7-010	6.7%	0-061	0.2%	5%	False	False	251,652

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-044
2.618	106-173
1.618	106-055
1.000	105-302
0.618	105-258
HIGH	105-185
0.618	105-140
0.500	105-126
0.382	105-112
LOW	105-068
0.618	104-315
1.000	104-270
1.618	104-197
2.618	104-080
4.250	103-208

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	105-137	105-161
PP	105-132	105-155
S1	105-126	105-149

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols