ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	105-075	105-158	0-082	0.2%	105-292
High	105-185	105-175	-0-010	0.0%	105-318
Low	105-068	105-082	0-015	0.0%	105-025
Close	105-142	105-090	-0-052	-0.2%	105-142
Range	0-118	0-092	-0-025	-21.3%	0-292
ATR	0-133	0-130	-0-003	-2.2%	0-000
Volume	1,005,247	925,104	-80,143	-8.0%	5,353,201

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-073	106-014	105-141
R3	105-301	105-242	105-115
R2	105-208	105-208	105-107
R1	105-149	105-149	105-098	105-132
PP	105-116	105-116	105-116	105-108
S1	105-057	105-057	105-082	105-040
S2	105-023	105-023	105-073
S3	104-251	104-284	105-065
S4	104-158	104-192	105-039

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%	0-123	0.4%	22%	False	False	1,117,849
10	106-132	105-025	1-108	1.3%	0-118	0.3%	15%	False	False	1,027,987
20	107-092	105-025	2-068	2.1%	0-124	0.4%	9%	False	False	1,202,269
40	107-300	105-025	2-275	2.7%	0-134	0.4%	7%	False	False	777,823
60	108-222	105-025	3-198	3.4%	0-122	0.4%	6%	False	False	518,722
80	109-308	105-025	4-282	4.6%	0-092	0.3%	4%	False	False	389,042
100	112-035	105-025	7-010	6.7%	0-074	0.2%	3%	False	False	311,233
120	112-035	105-025	7-010	6.7%	0-061	0.2%	3%	False	False	259,361

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	106-248
2.618	106-097
1.618	106-005
1.000	105-268
0.618	105-232
HIGH	105-175
0.618	105-140
0.500	105-129
0.382	105-118
LOW	105-082
0.618	105-025
1.000	104-310
1.618	104-253
2.618	104-160
4.250	104-009

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	105-129	105-105
PP	105-116	105-100
S1	105-103	105-095

Download as Excel Spreadsheet

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

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