ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	105-158	105-135	-0-022	-0.1%	105-242
High	105-185	105-195	0-010	0.0%	105-318
Low	105-138	105-095	-0-042	-0.1%	105-108
Close	105-175	105-100	-0-075	-0.2%	105-195
Range	0-048	0-100	0-052	110.5%	0-210
ATR	0-120	0-119	-0-001	-1.2%	0-000
Volume	75	19	-56	-74.7%	2,735

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-110	106-045	105-155
R3	106-010	105-265	105-128
R2	105-230	105-230	105-118
R1	105-165	105-165	105-109	105-148
PP	105-130	105-130	105-130	105-121
S1	105-065	105-065	105-091	105-048
S2	105-030	105-030	105-082
S3	104-250	104-285	105-072
S4	104-150	104-185	105-045

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	105-095	0-222	0.7%	0-102	0.3%	2%	False	True	530
10	106-020	105-095	0-245	0.7%	0-095	0.3%	2%	False	True	2,141
20	106-250	105-095	1-155	1.4%	0-113	0.3%	1%	False	True	801,070
40	107-122	105-095	2-028	2.0%	0-134	0.4%	1%	False	True	1,010,128
60	108-025	105-095	2-250	2.6%	0-145	0.4%	1%	False	True	1,045,336
80	109-155	105-095	4-060	4.0%	0-158	0.5%	0%	False	True	1,101,673
100	111-310	105-095	6-215	6.3%	0-164	0.5%	0%	False	True	942,392
120	111-310	105-095	6-215	6.3%	0-153	0.5%	0%	False	True	785,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106-300
2.618	106-137
1.618	106-037
1.000	105-295
0.618	105-257
HIGH	105-195
0.618	105-157
0.500	105-145
0.382	105-133
LOW	105-095
0.618	105-033
1.000	104-315
1.618	104-253
2.618	104-153
4.250	103-310

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	105-145	105-172
PP	105-130	105-148
S1	105-115	105-124

Download as Excel Spreadsheet

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

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