ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	106-232	107-120	0-208	0.6%	106-312
High	107-152	108-012	0-180	0.5%	107-088
Low	106-222	107-118	0-215	0.6%	105-195
Close	107-132	108-005	0-192	0.6%	106-090
Range	0-250	0-215	-0-035	-14.0%	1-212
ATR	0-188	0-190	0-002	1.0%	0-000
Volume	1,494,033	1,520,114	26,081	1.7%	5,002,649

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-263	109-189	108-123
R3	109-048	108-294	108-064
R2	108-153	108-153	108-044
R1	108-079	108-079	108-025	108-116
PP	107-258	107-258	107-258	107-277
S1	107-184	107-184	107-305	107-221
S2	107-043	107-043	107-286
S3	106-148	106-289	107-266
S4	105-253	106-074	107-207

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-122	110-158	107-063
R3	109-229	108-266	106-236
R2	108-017	108-017	106-188
R1	107-053	107-053	106-139	106-249
PP	106-124	106-124	106-124	106-062
S1	105-161	105-161	106-041	105-036
S2	104-232	104-232	105-312
S3	103-019	103-268	105-264
S4	101-127	102-056	105-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-012	105-312	2-020	1.9%	0-199	0.6%	99%	True	False	1,269,845
10	108-012	105-195	2-138	2.2%	0-202	0.6%	99%	True	False	1,297,474
20	108-070	105-195	2-195	2.4%	0-186	0.5%	92%	False	False	1,193,811
40	110-278	105-195	5-082	4.9%	0-188	0.5%	46%	False	False	1,175,455
60	111-310	105-195	6-115	5.9%	0-180	0.5%	38%	False	False	788,943
80	111-310	105-195	6-115	5.9%	0-150	0.4%	38%	False	False	591,716
100	111-310	105-195	6-115	5.9%	0-122	0.4%	38%	False	False	473,373
120	111-310	105-195	6-115	5.9%	0-102	0.3%	38%	False	False	394,477

Crabel Price Patterns
NR	True
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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-286
2.618	109-255
1.618	109-040
1.000	108-228
0.618	108-145
HIGH	108-012
0.618	107-250
0.500	107-225
0.382	107-200
LOW	107-118
0.618	106-305
1.000	106-222
1.618	106-090
2.618	105-195
4.250	104-164

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	107-292	107-250
PP	107-258	107-176
S1	107-225	107-101

Download as Excel Spreadsheet

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

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