ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	105-300	105-238	-0-062	-0.2%	105-302
High	106-005	105-262	-0-062	-0.2%	106-022
Low	105-230	105-138	-0-092	-0.3%	105-138
Close	105-250	105-210	-0-040	-0.1%	105-210
Range	0-095	0-125	0-030	31.6%	0-205
ATR	0-150	0-148	-0-002	-1.2%	0-000
Volume	3,274,515	3,619,774	345,259	10.5%	11,403,753

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-258	106-199	105-279
R3	106-133	106-074	105-244
R2	106-008	106-008	105-233
R1	105-269	105-269	105-221	105-236
PP	105-203	105-203	105-203	105-187
S1	105-144	105-144	105-199	105-111
S2	105-078	105-078	105-187
S3	104-273	105-019	105-176
S4	104-148	104-214	105-141

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-205	107-092	106-003
R3	107-000	106-208	105-266
R2	106-115	106-115	105-248
R1	106-002	106-002	105-229	105-276
PP	105-230	105-230	105-230	105-207
S1	105-118	105-118	105-191	105-071
S2	105-025	105-025	105-172
S3	104-140	104-232	105-154
S4	103-255	104-028	105-097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-022	105-138	0-205	0.6%	0-128	0.4%	35%	False	True	2,280,750
10	106-115	105-138	0-298	0.9%	0-130	0.4%	24%	False	True	1,748,864
20	107-122	105-138	1-305	1.8%	0-145	0.4%	12%	False	True	1,486,718
40	108-025	105-138	2-208	2.5%	0-158	0.5%	9%	False	True	1,319,212
60	109-155	105-138	4-018	3.8%	0-167	0.5%	6%	False	True	1,246,116
80	111-310	105-138	6-172	6.2%	0-171	0.5%	3%	False	True	1,106,359
100	111-310	105-138	6-172	6.2%	0-166	0.5%	3%	False	True	885,405
120	111-310	105-138	6-172	6.2%	0-140	0.4%	3%	False	True	737,838

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-154
2.618	106-270
1.618	106-145
1.000	106-068
0.618	106-020
HIGH	105-262
0.618	105-215
0.500	105-200
0.382	105-185
LOW	105-138
0.618	105-060
1.000	105-012
1.618	104-255
2.618	104-130
4.250	103-246

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	105-207	105-240
PP	105-203	105-230
S1	105-200	105-220

Download as Excel Spreadsheet

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

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