ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	105-095	105-098	0-002	0.0%	105-292
High	105-148	105-145	-0-002	0.0%	105-318
Low	105-058	104-272	-0-105	-0.3%	105-025
Close	105-080	104-292	-0-108	-0.3%	105-142
Range	0-090	0-192	0-102	113.9%	0-292
ATR	0-127	0-132	0-005	3.7%	0-000
Volume	1,045,001	1,470,197	425,196	40.7%	5,353,201

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-281	106-159	105-078
R3	106-088	105-287	105-025
R2	105-216	105-216	105-008
R1	105-094	105-094	104-310	105-059
PP	105-023	105-023	105-023	105-006
S1	104-222	104-222	104-275	104-186
S2	104-151	104-151	104-257
S3	103-278	104-029	104-240
S4	103-086	103-157	104-187

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	105-185	104-272	0-232	0.7%	0-119	0.4%	9%	False	True	1,161,830
10	106-132	104-272	1-180	1.5%	0-118	0.4%	4%	False	True	1,098,339
20	107-092	104-272	2-140	2.3%	0-122	0.4%	3%	False	True	1,073,353
40	107-300	104-272	3-028	2.9%	0-135	0.4%	2%	False	True	840,503
60	108-222	104-272	3-270	3.7%	0-126	0.4%	2%	False	True	560,642
80	109-110	104-272	4-158	4.3%	0-096	0.3%	1%	False	True	420,482
100	111-198	104-272	6-245	6.4%	0-077	0.2%	1%	False	True	336,385
120	112-035	104-272	7-082	6.9%	0-064	0.2%	1%	False	True	280,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	108-003
2.618	107-009
1.618	106-136
1.000	106-018
0.618	105-264
HIGH	105-145
0.618	105-071
0.500	105-049
0.382	105-026
LOW	104-272
0.618	104-154
1.000	104-080
1.618	103-281
2.618	103-089
4.250	102-094

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	105-049	105-064
PP	105-023	105-033
S1	104-318	105-003

Download as Excel Spreadsheet

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

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