ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	105-098	105-010	-0-088	-0.3%	105-292
High	105-145	105-092	-0-052	-0.2%	105-318
Low	104-272	104-240	-0-032	-0.1%	105-025
Close	104-292	105-065	0-092	0.3%	105-142
Range	0-192	0-172	-0-020	-10.4%	0-292
ATR	0-132	0-135	0-003	2.2%	0-000
Volume	1,470,197	1,425,223	-44,974	-3.1%	5,353,201

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-223	106-157	105-160
R3	106-051	105-304	105-112
R2	105-198	105-198	105-097
R1	105-132	105-132	105-081	105-165
PP	105-026	105-026	105-026	105-042
S1	104-279	104-279	105-049	104-312
S2	104-173	104-173	105-033
S3	104-001	104-107	105-018
S4	103-148	103-254	104-290

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	104-240	0-265	0.8%	0-133	0.4%	55%	False	True	1,174,154
10	106-065	104-240	1-145	1.4%	0-124	0.4%	31%	False	True	1,111,816
20	107-092	104-240	2-172	2.4%	0-124	0.4%	18%	False	True	1,079,212
40	107-300	104-240	3-060	3.0%	0-136	0.4%	14%	False	True	876,025
60	108-222	104-240	3-302	3.8%	0-129	0.4%	11%	False	True	584,396
80	109-068	104-240	4-148	4.2%	0-098	0.3%	10%	False	True	438,297
100	111-198	104-240	6-278	6.5%	0-078	0.2%	7%	False	True	350,637
120	112-035	104-240	7-115	7.0%	0-065	0.2%	6%	False	True	292,198

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-186
2.618	106-224
1.618	106-052
1.000	105-265
0.618	105-199
HIGH	105-092
0.618	105-027
0.500	105-006
0.382	104-306
LOW	104-240
0.618	104-133
1.000	104-068
1.618	103-281
2.618	103-108
4.250	102-147

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	105-045	105-055
PP	105-026	105-044
S1	105-006	105-034

Download as Excel Spreadsheet

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

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