ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	105-280	105-302	0-022	0.1%	106-090
High	106-035	105-312	-0-042	-0.1%	106-115
Low	105-272	105-175	-0-098	-0.3%	105-202
Close	105-305	105-198	-0-108	-0.3%	105-305
Range	0-082	0-138	0-055	66.7%	0-232
ATR	0-157	0-156	-0-001	-0.9%	0-000
Volume	941,552	1,097,928	156,376	16.6%	6,084,893

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-001	106-237	105-273
R3	106-183	106-099	105-235
R2	106-046	106-046	105-223
R1	105-282	105-282	105-210	105-255
PP	105-228	105-228	105-228	105-215
S1	105-144	105-144	105-185	105-118
S2	105-091	105-091	105-172
S3	104-273	105-007	105-160
S4	104-136	104-189	105-122

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	106-092	105-175	0-238	0.7%	0-134	0.4%	9%	False	True	1,233,211
10	107-122	105-175	1-268	1.7%	0-143	0.4%	4%	False	True	1,176,574
20	107-122	105-175	1-268	1.7%	0-154	0.5%	4%	False	True	1,219,187
40	108-025	105-175	2-170	2.4%	0-161	0.5%	3%	False	True	1,167,468
60	109-155	105-175	3-300	3.7%	0-173	0.5%	2%	False	True	1,201,874
80	111-310	105-175	6-135	6.1%	0-176	0.5%	1%	False	True	977,722
100	111-310	105-175	6-135	6.1%	0-161	0.5%	1%	False	True	782,347
120	111-310	105-175	6-135	6.1%	0-135	0.4%	1%	False	True	651,956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-257
2.618	107-032
1.618	106-215
1.000	106-130
0.618	106-077
HIGH	105-312
0.618	105-260
0.500	105-244
0.382	105-228
LOW	105-175
0.618	105-090
1.000	105-038
1.618	104-273
2.618	104-135
4.250	103-231

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	105-244	105-265
PP	105-228	105-242
S1	105-213	105-220

Download as Excel Spreadsheet

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

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