ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	106-055	105-305	-0-070	-0.2%	105-198
High	106-062	106-000	-0-062	-0.2%	106-250
Low	105-275	105-180	-0-095	-0.3%	105-168
Close	105-278	105-192	-0-085	-0.3%	106-080
Range	0-108	0-140	0-032	30.2%	1-082
ATR	0-145	0-145	0-000	-0.3%	0-000
Volume	6,091	16,098	10,007	164.3%	5,688,080

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-011	106-242	105-270
R3	106-191	106-102	105-231
R2	106-051	106-051	105-218
R1	105-282	105-282	105-205	105-256
PP	105-231	105-231	105-231	105-218
S1	105-142	105-142	105-180	105-116
S2	105-091	105-091	105-167
S3	104-271	105-002	105-154
S4	104-131	104-182	105-116

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	105-180	1-070	1.2%	0-130	0.4%	3%	False	True	97,871
10	106-250	105-138	1-112	1.3%	0-137	0.4%	13%	False	False	1,485,751
20	107-122	105-138	1-305	1.8%	0-138	0.4%	9%	False	False	1,340,695
40	108-025	105-138	2-208	2.5%	0-150	0.4%	6%	False	False	1,248,190
60	108-218	105-138	3-080	3.1%	0-161	0.5%	5%	False	False	1,219,247
80	111-070	105-138	5-252	5.5%	0-166	0.5%	3%	False	False	1,175,105
100	111-310	105-138	6-172	6.2%	0-167	0.5%	3%	False	False	942,502
120	111-310	105-138	6-172	6.2%	0-146	0.4%	3%	False	False	785,423

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-275
2.618	107-047
1.618	106-227
1.000	106-140
0.618	106-087
HIGH	106-000
0.618	105-267
0.500	105-250
0.382	105-233
LOW	105-180
0.618	105-093
1.000	105-040
1.618	104-273
2.618	104-133
4.250	103-225

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	105-250	106-055
PP	105-231	105-314
S1	105-212	105-253

Download as Excel Spreadsheet

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

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