ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	105-082	105-080	-0-002	0.0%	105-158
High	105-180	105-082	-0-098	-0.3%	105-180
Low	105-055	104-275	-0-100	-0.3%	104-240
Close	105-115	104-292	-0-142	-0.4%	105-115
Range	0-125	0-128	0-002	2.0%	0-260
ATR	0-134	0-136	0-002	1.4%	0-000
Volume	1,740,655	1,102,946	-637,709	-36.6%	6,606,180

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-066	105-307	105-043
R3	105-258	105-179	105-008
R2	105-131	105-131	104-316
R1	105-052	105-052	104-304	105-028
PP	105-003	105-003	105-003	104-311
S1	104-244	104-244	104-281	104-220
S2	104-196	104-196	104-269
S3	104-068	104-117	104-257
S4	103-261	103-309	104-222

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-212	107-103	105-258
R3	106-272	106-163	105-186
R2	106-012	106-012	105-163
R1	105-223	105-223	105-139	105-148
PP	105-072	105-072	105-072	105-034
S1	104-283	104-283	105-091	104-208
S2	104-132	104-132	105-067
S3	103-192	104-023	105-044
S4	102-252	103-083	104-292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-180	104-240	0-260	0.8%	0-142	0.4%	20%	False	False	1,356,804
10	105-318	104-240	1-078	1.2%	0-132	0.4%	13%	False	False	1,237,327
20	106-228	104-240	1-308	1.9%	0-122	0.4%	8%	False	False	1,082,399
40	107-300	104-240	3-060	3.0%	0-132	0.4%	5%	False	False	946,883
60	108-222	104-240	3-302	3.8%	0-131	0.4%	4%	False	False	631,789
80	109-065	104-240	4-145	4.2%	0-101	0.3%	4%	False	False	473,842
100	111-198	104-240	6-278	6.5%	0-081	0.2%	2%	False	False	379,073
120	112-035	104-240	7-115	7.0%	0-067	0.2%	2%	False	False	315,894

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-304
2.618	106-096
1.618	105-289
1.000	105-210
0.618	105-161
HIGH	105-082
0.618	105-034
0.500	105-019
0.382	105-004
LOW	104-275
0.618	104-196
1.000	104-148
1.618	104-069
2.618	103-261
4.250	103-053

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	105-019	105-050
PP	105-003	105-024
S1	104-308	104-318

Download as Excel Spreadsheet

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

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