ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	105-302	105-192	-0-110	-0.3%	106-090
High	105-312	105-230	-0-082	-0.2%	106-115
Low	105-175	105-142	-0-032	-0.1%	105-202
Close	105-198	105-168	-0-030	-0.1%	105-305
Range	0-138	0-088	-0-050	-36.4%	0-232
ATR	0-156	0-151	-0-005	-3.1%	0-000
Volume	1,097,928	1,158,583	60,655	5.5%	6,084,893

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-122	106-072	105-216
R3	106-035	105-305	105-192
R2	105-268	105-268	105-184
R1	105-218	105-218	105-176	105-199
PP	105-180	105-180	105-180	105-171
S1	105-130	105-130	105-159	105-111
S2	105-092	105-092	105-151
S3	105-005	105-042	105-143
S4	104-238	104-275	105-119

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	106-082	105-142	0-260	0.8%	0-112	0.3%	10%	False	True	1,164,500
10	107-122	105-142	1-300	1.8%	0-139	0.4%	4%	False	True	1,195,640
20	107-122	105-142	1-300	1.8%	0-153	0.5%	4%	False	True	1,222,749
40	108-025	105-142	2-202	2.5%	0-161	0.5%	3%	False	True	1,177,767
60	109-155	105-142	4-012	3.8%	0-171	0.5%	2%	False	True	1,175,775
80	111-310	105-142	6-168	6.2%	0-175	0.5%	1%	False	True	992,194
100	111-310	105-142	6-168	6.2%	0-162	0.5%	1%	False	True	793,933
120	111-310	105-142	6-168	6.2%	0-136	0.4%	1%	False	True	661,611

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	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-282
2.618	106-139
1.618	106-052
1.000	105-318
0.618	105-284
HIGH	105-230
0.618	105-197
0.500	105-186
0.382	105-176
LOW	105-142
0.618	105-088
1.000	105-055
1.618	105-001
2.618	104-233
4.250	104-091

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	105-186	105-249
PP	105-180	105-222
S1	105-174	105-195

Download as Excel Spreadsheet

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

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