ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	107-175	108-032	0-178	0.5%	108-018
High	107-175	108-032	0-178	0.5%	108-032
Low	107-175	108-032	0-178	0.5%	107-175
Close	107-175	108-032	0-178	0.5%	108-032
Range
ATR	0-087	0-093	0-006	7.4%	0-000
Volume

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-032	108-032	108-032
R3	108-032	108-032	108-032
R2	108-032	108-032	108-032
R1	108-032	108-032	108-032	108-032
PP	108-032	108-032	108-032	108-032
S1	108-032	108-032	108-032	108-032
S2	108-032	108-032	108-032
S3	108-032	108-032	108-032
S4	108-032	108-032	108-032

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-186	109-127	108-130
R3	109-008	108-269	108-081
R2	108-151	108-151	108-065
R1	108-092	108-092	108-049	108-121
PP	107-293	107-293	107-293	107-308
S1	107-234	107-234	108-016	107-264
S2	107-116	107-116	108-000
S3	106-258	107-057	107-304
S4	106-081	106-199	107-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-032	107-175	0-178	0.5%	0-000	0.0%	100%	True	False
10	108-155	107-175	0-300	0.9%	0-000	0.0%	59%	False	False
20	109-080	107-175	1-225	1.6%	0-000	0.0%	33%	False	False

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	108-032
2.618	108-032
1.618	108-032
1.000	108-032
0.618	108-032
HIGH	108-032
0.618	108-032
0.500	108-032
0.382	108-032
LOW	108-032
0.618	108-032
1.000	108-032
1.618	108-032
2.618	108-032
4.250	108-032

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	108-032	108-003
PP	108-032	107-293
S1	108-032	107-264

Download as Excel Spreadsheet

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

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