ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	105-158	105-095	-0-062	-0.2%	105-292
High	105-175	105-148	-0-028	-0.1%	105-318
Low	105-082	105-058	-0-025	-0.1%	105-025
Close	105-090	105-080	-0-010	0.0%	105-142
Range	0-092	0-090	-0-002	-2.7%	0-292
ATR	0-130	0-127	-0-003	-2.2%	0-000
Volume	925,104	1,045,001	119,897	13.0%	5,353,201

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-045	105-312	105-130
R3	105-275	105-222	105-105
R2	105-185	105-185	105-096
R1	105-132	105-132	105-088	105-114
PP	105-095	105-095	105-095	105-086
S1	105-042	105-042	105-072	105-024
S2	105-005	105-005	105-064
S3	104-235	104-272	105-055
S4	104-145	104-182	105-030

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	105-298	105-025	0-272	0.8%	0-118	0.3%	20%	False	False	1,133,775
10	106-132	105-025	1-108	1.3%	0-122	0.4%	13%	False	False	1,073,601
20	107-092	105-025	2-068	2.1%	0-124	0.4%	8%	False	False	1,106,957
40	107-300	105-025	2-275	2.7%	0-133	0.4%	6%	False	False	803,865
60	108-222	105-025	3-198	3.4%	0-123	0.4%	5%	False	False	536,139
80	109-110	105-025	4-085	4.1%	0-093	0.3%	4%	False	False	402,104
100	112-035	105-025	7-010	6.7%	0-075	0.2%	2%	False	False	321,683
120	112-035	105-025	7-010	6.7%	0-062	0.2%	2%	False	False	268,069

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	106-210
2.618	106-063
1.618	105-293
1.000	105-238
0.618	105-203
HIGH	105-148
0.618	105-113
0.500	105-102
0.382	105-092
LOW	105-058
0.618	105-002
1.000	104-288
1.618	104-232
2.618	104-142
4.250	103-315

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	105-102	105-121
PP	105-095	105-108
S1	105-088	105-094

Download as Excel Spreadsheet

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

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