ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 106-252 107-020 0-088 0.3% 107-010
High 106-252 107-020 0-088 0.3% 107-215
Low 106-252 107-020 0-088 0.3% 107-010
Close 106-252 107-020 0-088 0.3% 107-152
Range
ATR 0-077 0-078 0-001 1.0% 0-000
Volume
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-020 107-020 107-020
R3 107-020 107-020 107-020
R2 107-020 107-020 107-020
R1 107-020 107-020 107-020 107-020
PP 107-020 107-020 107-020 107-020
S1 107-020 107-020 107-020 107-020
S2 107-020 107-020 107-020
S3 107-020 107-020 107-020
S4 107-020 107-020 107-020
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 109-101 109-012 107-265
R3 108-216 108-127 107-209
R2 108-011 108-011 107-190
R1 107-242 107-242 107-171 107-286
PP 107-126 107-126 107-126 107-148
S1 107-037 107-037 107-134 107-081
S2 106-241 106-241 107-115
S3 106-036 106-152 107-096
S4 105-151 105-267 107-040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-215 106-252 0-282 0.8% 0-000 0.0% 31% False False
10 107-215 106-252 0-282 0.8% 0-000 0.0% 31% False False
20 107-298 106-240 1-058 1.1% 0-000 0.0% 26% False False
40 109-080 106-240 2-160 2.3% 0-000 0.0% 13% 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
4.250 107-020
2.618 107-020
1.618 107-020
1.000 107-020
0.618 107-020
HIGH 107-020
0.618 107-020
0.500 107-020
0.382 107-020
LOW 107-020
0.618 107-020
1.000 107-020
1.618 107-020
2.618 107-020
4.250 107-020
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 107-020 107-006
PP 107-020 106-312
S1 107-020 106-298

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

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