ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	105-205	105-158	-0-048	-0.1%	105-242
High	105-250	105-185	-0-065	-0.2%	105-318
Low	105-170	105-138	-0-032	-0.1%	105-108
Close	105-195	105-175	-0-020	-0.1%	105-195
Range	0-080	0-048	-0-032	-40.6%	0-210
ATR	0-125	0-120	-0-005	-3.9%	0-000
Volume	83	75	-8	-9.6%	2,735

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-308	105-289	105-201
R3	105-261	105-242	105-188
R2	105-213	105-213	105-184
R1	105-194	105-194	105-179	105-204
PP	105-166	105-166	105-166	105-171
S1	105-147	105-147	105-171	105-156
S2	105-118	105-118	105-166
S3	105-071	105-099	105-162
S4	105-023	105-052	105-149

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-197	107-086	105-310
R3	106-307	106-196	105-253
R2	106-097	106-097	105-234
R1	105-306	105-306	105-214	105-256
PP	105-207	105-207	105-207	105-182
S1	105-096	105-096	105-176	105-046
S2	104-317	104-317	105-156
S3	104-107	104-206	105-137
S4	103-217	103-316	105-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-318	105-108	0-210	0.6%	0-092	0.3%	32%	False	False	552
10	106-062	105-108	0-275	0.8%	0-096	0.3%	25%	False	False	2,748
20	106-250	105-108	1-142	1.4%	0-115	0.3%	15%	False	False	855,965
40	107-142	105-108	2-035	2.0%	0-135	0.4%	10%	False	False	1,031,785
60	108-030	105-108	2-242	2.6%	0-146	0.4%	8%	False	False	1,061,983
80	109-155	105-108	4-048	3.9%	0-159	0.5%	5%	False	False	1,136,638
100	111-310	105-108	6-202	6.3%	0-164	0.5%	3%	False	False	942,422
120	111-310	105-108	6-202	6.3%	0-152	0.5%	3%	False	False	785,467

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	106-067
2.618	105-309
1.618	105-262
1.000	105-232
0.618	105-214
HIGH	105-185
0.618	105-167
0.500	105-161
0.382	105-156
LOW	105-138
0.618	105-108
1.000	105-090
1.618	105-061
2.618	105-013
4.250	104-256

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	105-170	105-228
PP	105-166	105-210
S1	105-161	105-192

Download as Excel Spreadsheet

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

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