ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	105-192	105-155	-0-038	-0.1%	106-090
High	105-230	106-022	0-112	0.3%	106-115
Low	105-142	105-148	0-005	0.0%	105-202
Close	105-168	106-000	0-152	0.5%	105-305
Range	0-088	0-195	0-108	122.9%	0-232
ATR	0-151	0-154	0-003	2.1%	0-000
Volume	1,158,583	2,252,953	1,094,370	94.5%	6,084,893

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-215	107-142	106-107
R3	107-020	106-268	106-054
R2	106-145	106-145	106-036
R1	106-072	106-072	106-018	106-109
PP	105-270	105-270	105-270	105-288
S1	105-198	105-198	105-302	105-234
S2	105-075	105-075	105-284
S3	104-200	105-002	105-266
S4	104-005	104-128	105-213

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	106-035	105-142	0-212	0.6%	0-120	0.4%	84%	False	False	1,368,869
10	107-122	105-142	1-300	1.8%	0-150	0.4%	29%	False	False	1,334,219
20	107-122	105-142	1-300	1.8%	0-156	0.5%	29%	False	False	1,276,663
40	108-025	105-142	2-202	2.5%	0-162	0.5%	21%	False	False	1,207,688
60	109-155	105-142	4-012	3.8%	0-170	0.5%	14%	False	False	1,186,680
80	111-310	105-142	6-168	6.2%	0-175	0.5%	9%	False	False	1,020,341
100	111-310	105-142	6-168	6.2%	0-164	0.5%	9%	False	False	816,462
120	111-310	105-142	6-168	6.2%	0-138	0.4%	9%	False	False	680,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	108-211
2.618	107-213
1.618	107-018
1.000	106-218
0.618	106-143
HIGH	106-022
0.618	105-268
0.500	105-245
0.382	105-222
LOW	105-148
0.618	105-027
1.000	104-272
1.618	104-152
2.618	103-277
4.250	102-279

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	105-295	105-294
PP	105-270	105-268
S1	105-245	105-242

Download as Excel Spreadsheet

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

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