ECBOT 5 Year T-Note Future March 2024

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	105-122	105-110	-0-012	0.0%	106-148
High	105-122	105-215	0-092	0.3%	106-148
Low	105-122	105-110	-0-012	0.0%	105-228
Close	105-122	105-215	0-092	0.3%	105-292
Range	0-000	0-105	0-105		0-240
ATR	0-062	0-065	0-003	5.0%	0-000
Volume	0	1	1		0

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-175	106-140	105-273
R3	106-070	106-035	105-244
R2	105-285	105-285	105-234
R1	105-250	105-250	105-225	105-268
PP	105-180	105-180	105-180	105-189
S1	105-145	105-145	105-205	105-162
S2	105-075	105-075	105-196
S3	104-290	105-040	105-186
S4	104-185	104-255	105-157

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-089	107-271	106-104
R3	107-169	107-031	106-038
R2	106-249	106-249	106-016
R1	106-111	106-111	105-314	106-060
PP	106-009	106-009	106-009	105-304
S1	105-191	105-191	105-270	105-140
S2	105-089	105-089	105-248
S3	104-169	104-271	105-226
S4	103-249	104-031	105-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-292	105-110	0-182	0.5%	0-021	0.1%	58%	False	True
10	106-170	105-110	1-060	1.1%	0-010	0.0%	28%	False	True
20	107-215	105-110	2-105	2.2%	0-005	0.0%	14%	False	True	1
40	108-105	105-110	2-315	2.8%	0-003	0.0%	11%	False	True
60	109-080	105-110	3-290	3.7%	0-002	0.0%	8%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	107-021
2.618	106-170
1.618	106-065
1.000	106-000
0.618	105-280
HIGH	105-215
0.618	105-175
0.500	105-162
0.382	105-150
LOW	105-110
0.618	105-045
1.000	105-005
1.618	104-260
2.618	104-155
4.250	103-304

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	105-198	105-200
PP	105-180	105-185
S1	105-162	105-170

Download as Excel Spreadsheet

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

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