ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	105-282	105-242	-0-040	-0.1%	106-055
High	106-020	105-250	-0-090	-0.3%	106-062
Low	105-242	105-205	-0-038	-0.1%	105-180
Close	105-255	105-238	-0-018	-0.1%	105-255
Range	0-098	0-045	-0-052	-53.8%	0-202
ATR	0-139	0-132	-0-006	-4.6%	0-000
Volume	1,492	50	-1,442	-96.6%	24,673

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-046	106-027	105-262
R3	106-001	105-302	105-250
R2	105-276	105-276	105-246
R1	105-257	105-257	105-242	105-244
PP	105-231	105-231	105-231	105-224
S1	105-212	105-212	105-233	105-199
S2	105-186	105-186	105-229
S3	105-141	105-167	105-225
S4	105-096	105-122	105-213

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	106-062	105-180	0-202	0.6%	0-098	0.3%	28%	False	False	4,944
10	106-250	105-168	1-082	1.2%	0-120	0.4%	17%	False	False	571,280
20	106-250	105-138	1-112	1.3%	0-125	0.4%	23%	False	False	1,160,072
40	108-025	105-138	2-208	2.5%	0-140	0.4%	12%	False	False	1,146,724
60	108-070	105-138	2-252	2.6%	0-154	0.5%	11%	False	False	1,153,473
80	110-145	105-138	5-008	4.8%	0-163	0.5%	6%	False	False	1,172,949
100	111-310	105-138	6-172	6.2%	0-165	0.5%	5%	False	False	942,526
120	111-310	105-138	6-172	6.2%	0-148	0.4%	5%	False	False	785,444

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	106-121
2.618	106-048
1.618	106-003
1.000	105-295
0.618	105-278
HIGH	105-250
0.618	105-233
0.500	105-228
0.382	105-222
LOW	105-205
0.618	105-177
1.000	105-160
1.618	105-132
2.618	105-087
4.250	105-014

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	105-234	105-261
PP	105-231	105-253
S1	105-228	105-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols