ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	106-258	106-218	-0-040	-0.1%	107-022
High	106-258	106-218	-0-040	-0.1%	107-022
Low	106-258	106-218	-0-040	-0.1%	106-252
Close	106-258	106-218	-0-040	-0.1%	106-312
Range
ATR	0-063	0-061	-0-002	-2.6%	0-000
Volume	0	29	29		0

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-218	106-218	106-218
R3	106-218	106-218	106-218
R2	106-218	106-218	106-218
R1	106-218	106-218	106-218	106-218
PP	106-218	106-218	106-218	106-218
S1	106-218	106-218	106-218	106-218
S2	106-218	106-218	106-218
S3	106-218	106-218	106-218
S4	106-218	106-218	106-218

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-252	107-212	107-042
R3	107-162	107-122	107-017
R2	107-072	107-072	107-009
R1	107-032	107-032	107-001	107-008
PP	106-302	106-302	106-302	106-290
S1	106-262	106-262	106-304	106-238
S2	106-212	106-212	106-296
S3	106-122	106-172	106-288
S4	106-032	106-082	106-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-312	106-218	0-095	0.3%	0-000	0.0%	0%	False	True	5
10	107-215	106-218	0-318	0.9%	0-000	0.0%	0%	False	True	2
20	107-215	106-218	0-318	0.9%	0-000	0.0%	0%	False	True	1
40	108-170	106-218	1-272	1.7%	0-000	0.0%	0%	False	True

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	106-218
2.618	106-218
1.618	106-218
1.000	106-218
0.618	106-218
HIGH	106-218
0.618	106-218
0.500	106-218
0.382	106-218
LOW	106-218
0.618	106-218
1.000	106-218
1.618	106-218
2.618	106-218
4.250	106-218

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	106-218	106-252
PP	106-218	106-241
S1	106-218	106-229

Download as Excel Spreadsheet

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

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