ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	105-252	105-282	0-030	0.1%	106-055
High	105-285	106-020	0-055	0.2%	106-062
Low	105-182	105-242	0-060	0.2%	105-180
Close	105-278	105-255	-0-022	-0.1%	105-255
Range	0-102	0-098	-0-005	-4.9%	0-202
ATR	0-142	0-139	-0-003	-2.2%	0-000
Volume	992	1,492	500	50.4%	24,673

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-252	106-191	105-309
R3	106-154	106-093	105-282
R2	106-057	106-057	105-273
R1	105-316	105-316	105-264	105-298
PP	105-279	105-279	105-279	105-270
S1	105-218	105-218	105-246	105-200
S2	105-182	105-182	105-237
S3	105-084	105-121	105-228
S4	104-307	105-023	105-201

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-240	107-130	106-046
R3	107-038	106-248	105-311
R2	106-155	106-155	105-292
R1	106-045	106-045	105-274	105-319
PP	105-272	105-272	105-272	105-249
S1	105-162	105-162	105-236	105-116
S2	105-070	105-070	105-218
S3	104-188	104-280	105-199
S4	103-305	104-078	105-144

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%	0-132	0.4%	19%	False	False	10,141
10	106-250	105-138	1-112	1.3%	0-128	0.4%	27%	False	False	933,252
20	106-250	105-138	1-112	1.3%	0-131	0.4%	27%	False	False	1,219,797
40	108-025	105-138	2-208	2.5%	0-143	0.4%	14%	False	False	1,172,899
60	108-070	105-138	2-252	2.6%	0-157	0.5%	13%	False	False	1,179,870
80	110-278	105-138	5-140	5.1%	0-165	0.5%	7%	False	False	1,174,177
100	111-310	105-138	6-172	6.2%	0-165	0.5%	6%	False	False	942,526
120	111-310	105-138	6-172	6.2%	0-148	0.4%	6%	False	False	785,444

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	107-114
2.618	106-275
1.618	106-178
1.000	106-118
0.618	106-080
HIGH	106-020
0.618	105-303
0.500	105-291
0.382	105-280
LOW	105-242
0.618	105-182
1.000	105-145
1.618	105-085
2.618	104-307
4.250	104-148

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	105-291	105-260
PP	105-279	105-258
S1	105-267	105-257

Download as Excel Spreadsheet

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

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