ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	105-198	105-250	0-052	0.2%	105-302
High	105-260	106-105	0-165	0.5%	106-022
Low	105-168	105-212	0-045	0.1%	105-138
Close	105-242	106-080	0-158	0.5%	105-210
Range	0-092	0-212	0-120	129.7%	0-205
ATR	0-144	0-149	0-005	3.4%	0-000
Volume	3,256,369	1,964,544	-1,291,825	-39.7%	11,403,753

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-023	107-264	106-197
R3	107-131	107-052	106-138
R2	106-238	106-238	106-119
R1	106-159	106-159	106-099	106-199
PP	106-026	106-026	106-026	106-046
S1	105-267	105-267	106-061	105-306
S2	105-133	105-133	106-041
S3	104-241	105-054	106-022
S4	104-028	104-162	105-283

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	106-105	105-138	0-288	0.8%	0-144	0.4%	91%	True	False	2,873,631
10	106-105	105-138	0-288	0.8%	0-128	0.4%	91%	True	False	2,019,065
20	107-122	105-138	1-305	1.8%	0-148	0.4%	42%	False	False	1,629,824
40	108-025	105-138	2-208	2.5%	0-158	0.5%	31%	False	False	1,390,474
60	108-288	105-138	3-150	3.3%	0-164	0.5%	24%	False	False	1,291,950
80	111-158	105-138	6-020	5.7%	0-168	0.5%	14%	False	False	1,171,006
100	111-310	105-138	6-172	6.2%	0-166	0.5%	13%	False	False	937,614
120	111-310	105-138	6-172	6.2%	0-142	0.4%	13%	False	False	781,345

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	109-048
2.618	108-021
1.618	107-129
1.000	106-318
0.618	106-236
HIGH	106-105
0.618	106-024
0.500	105-319
0.382	105-294
LOW	105-212
0.618	105-081
1.000	105-000
1.618	104-189
2.618	103-296
4.250	102-269

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	106-053	106-040
PP	106-026	106-001
S1	105-319	105-281

Download as Excel Spreadsheet

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

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