ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	105-135	105-110	-0-025	-0.1%	105-242
High	105-195	105-202	0-008	0.0%	105-318
Low	105-095	105-035	-0-060	-0.2%	105-108
Close	105-100	105-125	0-025	0.1%	105-195
Range	0-100	0-168	0-068	67.5%	0-210
ATR	0-119	0-122	0-003	2.9%	0-000
Volume	19	1,182	1,163	6,121.1%	2,735

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-303	106-222	105-217
R3	106-136	106-054	105-171
R2	105-288	105-288	105-156
R1	105-207	105-207	105-140	105-248
PP	105-121	105-121	105-121	105-141
S1	105-039	105-039	105-110	105-080
S2	104-273	104-273	105-094
S3	104-106	104-192	105-079
S4	103-258	104-024	105-033

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	105-035	0-282	0.8%	0-099	0.3%	32%	False	True	409
10	106-020	105-035	0-305	0.9%	0-098	0.3%	30%	False	True	649
20	106-250	105-035	1-215	1.6%	0-117	0.3%	17%	False	True	743,200
40	107-122	105-035	2-088	2.2%	0-135	0.4%	12%	False	True	982,974
60	108-025	105-035	2-310	2.8%	0-146	0.4%	9%	False	True	1,032,911
80	109-155	105-035	4-120	4.2%	0-157	0.5%	6%	False	True	1,067,631
100	111-310	105-035	6-275	6.5%	0-163	0.5%	4%	False	True	942,395
120	111-310	105-035	6-275	6.5%	0-154	0.5%	4%	False	True	785,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	107-274
2.618	107-001
1.618	106-154
1.000	106-050
0.618	105-306
HIGH	105-202
0.618	105-139
0.500	105-119
0.382	105-099
LOW	105-035
0.618	104-251
1.000	104-188
1.618	104-084
2.618	103-236
4.250	102-283

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	105-123	105-123
PP	105-121	105-121
S1	105-119	105-119

Download as Excel Spreadsheet

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

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