ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	105-242	105-200	-0-042	-0.1%	106-055
High	105-250	105-240	-0-010	0.0%	106-062
Low	105-205	105-188	-0-018	-0.1%	105-180
Close	105-238	105-230	-0-008	0.0%	105-255
Range	0-045	0-052	0-008	16.7%	0-202
ATR	0-132	0-127	-0-006	-4.3%	0-000
Volume	50	128	78	156.0%	24,673

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-057	106-036	105-259
R3	106-004	105-303	105-244
R2	105-272	105-272	105-240
R1	105-251	105-251	105-235	105-261
PP	105-219	105-219	105-219	105-224
S1	105-198	105-198	105-225	105-209
S2	105-167	105-167	105-220
S3	105-114	105-146	105-216
S4	105-062	105-093	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	106-020	105-180	0-160	0.5%	0-088	0.3%	31%	False	False	3,752
10	106-250	105-180	1-070	1.2%	0-116	0.3%	13%	False	False	245,656
20	106-250	105-138	1-112	1.3%	0-122	0.4%	21%	False	False	1,109,240
40	108-025	105-138	2-208	2.5%	0-139	0.4%	11%	False	False	1,129,096
60	108-058	105-138	2-240	2.6%	0-151	0.4%	11%	False	False	1,130,290
80	110-048	105-138	4-230	4.5%	0-162	0.5%	6%	False	False	1,170,872
100	111-310	105-138	6-172	6.2%	0-165	0.5%	4%	False	False	942,526
120	111-310	105-138	6-172	6.2%	0-149	0.4%	4%	False	False	785,445

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-143
2.618	106-057
1.618	106-005
1.000	105-292
0.618	105-272
HIGH	105-240
0.618	105-220
0.500	105-214
0.382	105-208
LOW	105-188
0.618	105-155
1.000	105-135
1.618	105-103
2.618	105-050
4.250	104-284

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	105-225	105-264
PP	105-219	105-252
S1	105-214	105-241

Download as Excel Spreadsheet

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

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