ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	106-118	106-055	-0-062	-0.2%	105-198
High	106-250	106-062	-0-188	-0.5%	106-250
Low	106-040	105-275	-0-085	-0.3%	105-168
Close	106-080	105-278	-0-122	-0.4%	106-080
Range	0-210	0-108	-0-102	-48.8%	1-082
ATR	0-147	0-145	-0-002	-1.1%	0-000
Volume	26,033	6,091	-19,942	-76.6%	5,688,080

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-314	106-243	106-017
R3	106-207	106-136	105-307
R2	106-099	106-099	105-297
R1	106-028	106-028	105-287	106-010
PP	105-312	105-312	105-312	105-302
S1	105-241	105-241	105-268	105-222
S2	105-204	105-204	105-258
S3	105-097	105-133	105-248
S4	104-309	105-026	105-218

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-307	109-116	106-301
R3	108-224	108-033	106-191
R2	107-142	107-142	106-154
R1	106-271	106-271	106-117	107-046
PP	106-059	106-059	106-059	106-107
S1	105-188	105-188	106-043	105-284
S2	104-297	104-297	106-006
S3	103-214	104-106	105-289
S4	102-132	103-023	105-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-250	105-212	1-038	1.1%	0-145	0.4%	18%	False	False	487,560
10	106-250	105-138	1-112	1.3%	0-132	0.4%	32%	False	False	1,599,999
20	107-122	105-138	1-305	1.8%	0-138	0.4%	22%	False	False	1,388,287
40	108-025	105-138	2-208	2.5%	0-148	0.4%	17%	False	False	1,270,384
60	108-218	105-138	3-080	3.1%	0-161	0.5%	13%	False	False	1,231,554
80	111-158	105-138	6-020	5.7%	0-166	0.5%	7%	False	False	1,175,353
100	111-310	105-138	6-172	6.2%	0-167	0.5%	7%	False	False	942,346
120	111-310	105-138	6-172	6.2%	0-146	0.4%	7%	False	False	785,289

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-199
2.618	107-024
1.618	106-236
1.000	106-170
0.618	106-129
HIGH	106-062
0.618	106-021
0.500	106-009
0.382	105-316
LOW	105-275
0.618	105-209
1.000	105-168
1.618	105-101
2.618	104-314
4.250	104-138

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	106-009	106-102
PP	105-312	106-054
S1	105-295	106-006

Download as Excel Spreadsheet

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

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