ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	106-082	106-098	0-015	0.0%	105-302
High	106-148	106-145	-0-002	0.0%	106-022
Low	106-028	106-070	0-042	0.1%	105-138
Close	106-092	106-130	0-038	0.1%	105-210
Range	0-120	0-075	-0-045	-37.5%	0-205
ATR	0-147	0-142	-0-005	-3.5%	0-000
Volume	382,697	58,437	-324,260	-84.7%	11,403,753

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-020	106-310	106-171
R3	106-265	106-235	106-151
R2	106-190	106-190	106-144
R1	106-160	106-160	106-137	106-175
PP	106-115	106-115	106-115	106-122
S1	106-085	106-085	106-123	106-100
S2	106-040	106-040	106-116
S3	105-285	106-010	106-109
S4	105-210	105-255	106-089

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	106-148	105-138	1-010	1.0%	0-125	0.4%	95%	False	False	1,856,364
10	106-148	105-138	1-010	1.0%	0-122	0.4%	95%	False	False	1,800,735
20	107-122	105-138	1-305	1.8%	0-145	0.4%	50%	False	False	1,517,886
40	108-025	105-138	2-208	2.5%	0-151	0.4%	37%	False	False	1,330,362
60	108-242	105-138	3-105	3.1%	0-162	0.5%	29%	False	False	1,267,301
80	111-158	105-138	6-020	5.7%	0-167	0.5%	16%	False	False	1,175,871
100	111-310	105-138	6-172	6.1%	0-167	0.5%	15%	False	False	942,025
120	111-310	105-138	6-172	6.1%	0-144	0.4%	15%	False	False	785,021

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	107-144
2.618	107-021
1.618	106-266
1.000	106-220
0.618	106-191
HIGH	106-145
0.618	106-116
0.500	106-108
0.382	106-099
LOW	106-070
0.618	106-024
1.000	105-315
1.618	105-269
2.618	105-194
4.250	105-071

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	106-122	106-093
PP	106-115	106-057
S1	106-108	106-020

Download as Excel Spreadsheet

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

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