ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	105-200	105-180	-0-020	-0.1%	106-055
High	105-240	105-290	0-050	0.1%	106-062
Low	105-188	105-108	-0-080	-0.2%	105-180
Close	105-230	105-265	0-035	0.1%	105-255
Range	0-052	0-182	0-130	247.6%	0-202
ATR	0-127	0-131	0-004	3.2%	0-000
Volume	128	1,786	1,658	1,295.3%	24,673

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-128	107-059	106-045
R3	106-266	106-197	105-315
R2	106-083	106-083	105-298
R1	106-014	106-014	105-282	106-049
PP	105-221	105-221	105-221	105-238
S1	105-152	105-152	105-248	105-186
S2	105-038	105-038	105-232
S3	104-176	104-289	105-215
S4	103-313	104-107	105-165

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	105-108	0-232	0.7%	0-096	0.3%	68%	False	True	889
10	106-250	105-108	1-142	1.4%	0-113	0.3%	34%	False	True	49,380
20	106-250	105-108	1-142	1.4%	0-121	0.4%	34%	False	True	1,034,223
40	108-002	105-108	2-215	2.5%	0-139	0.4%	18%	False	True	1,101,084
60	108-035	105-108	2-248	2.6%	0-150	0.4%	18%	False	True	1,111,901
80	109-230	105-108	4-122	4.1%	0-162	0.5%	11%	False	True	1,166,902
100	111-310	105-108	6-202	6.3%	0-166	0.5%	7%	False	True	942,479
120	111-310	105-108	6-202	6.3%	0-150	0.4%	7%	False	True	785,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	108-106
2.618	107-128
1.618	106-265
1.000	106-152
0.618	106-083
HIGH	105-290
0.618	105-220
0.500	105-199
0.382	105-177
LOW	105-108
0.618	104-315
1.000	104-245
1.618	104-132
2.618	103-270
4.250	102-292

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	105-243	105-243
PP	105-221	105-221
S1	105-199	105-199

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