ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	105-272	105-280	0-008	0.0%	106-090
High	105-300	106-035	0-055	0.2%	106-115
Low	105-202	105-272	0-070	0.2%	105-202
Close	105-242	105-305	0-062	0.2%	105-305
Range	0-098	0-082	-0-015	-15.4%	0-232
ATR	0-161	0-157	-0-003	-2.1%	0-000
Volume	1,393,330	941,552	-451,778	-32.4%	6,084,893

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-238	106-194	106-030
R3	106-156	106-112	106-008
R2	106-073	106-073	106-000
R1	106-029	106-029	105-313	106-051
PP	105-311	105-311	105-311	106-002
S1	105-267	105-267	105-297	105-289
S2	105-228	105-228	105-290
S3	105-146	105-184	105-282
S4	105-063	105-102	105-260

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-052	107-251	106-113
R3	107-139	107-018	106-049
R2	106-227	106-227	106-028
R1	106-106	106-106	106-006	106-050
PP	105-314	105-314	105-314	105-286
S1	105-193	105-193	105-284	105-138
S2	105-082	105-082	105-262
S3	104-169	104-281	105-241
S4	103-257	104-048	105-177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-115	105-202	0-232	0.7%	0-132	0.4%	44%	False	False	1,216,978
10	107-122	105-202	1-240	1.7%	0-142	0.4%	18%	False	False	1,162,128
20	107-142	105-202	1-260	1.7%	0-155	0.5%	18%	False	False	1,207,605
40	108-030	105-195	2-155	2.3%	0-162	0.5%	14%	False	False	1,164,992
60	109-155	105-195	3-280	3.7%	0-173	0.5%	9%	False	False	1,230,196
80	111-310	105-195	6-115	6.0%	0-176	0.5%	5%	False	False	964,036
100	111-310	105-195	6-115	6.0%	0-159	0.5%	5%	False	False	771,368
120	111-310	105-195	6-115	6.0%	0-134	0.4%	5%	False	False	642,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-044
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	107-066
2.618	106-251
1.618	106-168
1.000	106-118
0.618	106-086
HIGH	106-035
0.618	106-003
0.500	105-314
0.382	105-304
LOW	105-272
0.618	105-222
1.000	105-190
1.618	105-139
2.618	105-057
4.250	104-242

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	105-314	105-304
PP	105-311	105-303
S1	105-308	105-302

Download as Excel Spreadsheet

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

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