ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	105-238	105-198	-0-040	-0.1%	105-302
High	105-262	105-260	-0-002	0.0%	106-022
Low	105-138	105-168	0-030	0.1%	105-138
Close	105-210	105-242	0-032	0.1%	105-210
Range	0-125	0-092	-0-032	-26.0%	0-205
ATR	0-148	0-144	-0-004	-2.7%	0-000
Volume	3,619,774	3,256,369	-363,405	-10.0%	11,403,753

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-181	106-144	105-293
R3	106-088	106-052	105-268
R2	105-316	105-316	105-259
R1	105-279	105-279	105-251	105-298
PP	105-223	105-223	105-223	105-232
S1	105-187	105-187	105-234	105-205
S2	105-131	105-131	105-226
S3	105-038	105-094	105-217
S4	104-266	105-002	105-192

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%	0-119	0.4%	51%	False	False	2,712,438
10	106-092	105-138	0-275	0.8%	0-127	0.4%	38%	False	False	1,972,825
20	107-122	105-138	1-305	1.8%	0-144	0.4%	17%	False	False	1,591,350
40	108-025	105-138	2-208	2.5%	0-157	0.5%	12%	False	False	1,360,627
60	109-095	105-138	3-278	3.7%	0-165	0.5%	8%	False	False	1,280,063
80	111-310	105-138	6-172	6.2%	0-169	0.5%	5%	False	False	1,146,835
100	111-310	105-138	6-172	6.2%	0-165	0.5%	5%	False	False	917,968
120	111-310	105-138	6-172	6.2%	0-140	0.4%	5%	False	False	764,974

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107-013
2.618	106-182
1.618	106-090
1.000	106-032
0.618	105-317
HIGH	105-260
0.618	105-225
0.500	105-214
0.382	105-203
LOW	105-168
0.618	105-110
1.000	105-075
1.618	105-018
2.618	104-245
4.250	104-094

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	105-233	105-239
PP	105-223	105-235
S1	105-214	105-231

Download as Excel Spreadsheet

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

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