ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	105-155	105-300	0-145	0.4%	106-090
High	106-022	106-005	-0-018	-0.1%	106-115
Low	105-148	105-230	0-082	0.2%	105-202
Close	106-000	105-250	-0-070	-0.2%	105-305
Range	0-195	0-095	-0-100	-51.3%	0-232
ATR	0-154	0-150	-0-004	-2.7%	0-000
Volume	2,252,953	3,274,515	1,021,562	45.3%	6,084,893

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-233	106-177	105-302
R3	106-138	106-082	105-276
R2	106-043	106-043	105-267
R1	105-307	105-307	105-259	105-288
PP	105-268	105-268	105-268	105-259
S1	105-212	105-212	105-241	105-192
S2	105-173	105-173	105-233
S3	105-078	105-117	105-224
S4	104-303	105-022	105-198

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%	51%	False	False	1,745,106
10	106-250	105-142	1-108	1.3%	0-134	0.4%	25%	False	False	1,506,342
20	107-122	105-142	1-300	1.8%	0-148	0.4%	17%	False	False	1,363,518
40	108-025	105-142	2-202	2.5%	0-161	0.5%	13%	False	False	1,263,954
60	109-155	105-142	4-012	3.8%	0-167	0.5%	8%	False	False	1,213,385
80	111-310	105-142	6-168	6.2%	0-173	0.5%	5%	False	False	1,061,232
100	111-310	105-142	6-168	6.2%	0-165	0.5%	5%	False	False	849,207
120	111-310	105-142	6-168	6.2%	0-139	0.4%	5%	False	False	707,673

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-089
2.618	106-254
1.618	106-159
1.000	106-100
0.618	106-064
HIGH	106-005
0.618	105-289
0.500	105-278
0.382	105-266
LOW	105-230
0.618	105-171
1.000	105-135
1.618	105-076
2.618	104-301
4.250	104-146

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	105-278	105-248
PP	105-268	105-245
S1	105-259	105-242

Download as Excel Spreadsheet

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

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