ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	105-180	105-262	0-082	0.2%	106-055
High	105-290	105-318	0-028	0.1%	106-062
Low	105-108	105-218	0-110	0.3%	105-180
Close	105-265	105-238	-0-028	-0.1%	105-255
Range	0-182	0-100	-0-082	-45.2%	0-202
ATR	0-131	0-128	-0-002	-1.7%	0-000
Volume	1,786	688	-1,098	-61.5%	24,673

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-238	106-178	105-292
R3	106-138	106-078	105-265
R2	106-038	106-038	105-256
R1	105-298	105-298	105-247	105-278
PP	105-258	105-258	105-258	105-248
S1	105-198	105-198	105-228	105-178
S2	105-158	105-158	105-219
S3	105-058	105-098	105-210
S4	104-278	104-318	105-182

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%	56%	False	False	828
10	106-250	105-108	1-142	1.4%	0-111	0.3%	28%	False	False	11,179
20	106-250	105-108	1-142	1.4%	0-118	0.3%	28%	False	False	972,702
40	107-245	105-108	2-138	2.3%	0-139	0.4%	17%	False	False	1,076,653
60	108-030	105-108	2-242	2.6%	0-149	0.4%	15%	False	False	1,093,937
80	109-182	105-108	4-075	4.0%	0-161	0.5%	10%	False	False	1,162,199
100	111-310	105-108	6-202	6.3%	0-166	0.5%	6%	False	False	942,464
120	111-310	105-108	6-202	6.3%	0-151	0.4%	6%	False	False	785,466

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-102
2.618	106-259
1.618	106-159
1.000	106-098
0.618	106-059
HIGH	105-318
0.618	105-279
0.500	105-268
0.382	105-256
LOW	105-218
0.618	105-156
1.000	105-118
1.618	105-056
2.618	104-276
4.250	104-112

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	105-268	105-229
PP	105-258	105-221
S1	105-248	105-212

Download as Excel Spreadsheet

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

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