ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	105-110	104-302	-0-128	-0.4%	105-242
High	105-202	104-302	-0-220	-0.7%	105-318
Low	105-035	104-272	-0-082	-0.2%	105-108
Close	105-125	104-290	-0-155	-0.5%	105-195
Range	0-168	0-030	-0-138	-82.1%	0-210
ATR	0-122	0-126	0-004	2.9%	0-000
Volume	1,182	84	-1,098	-92.9%	2,735

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-058	105-044	104-306
R3	105-028	105-014	104-298
R2	104-318	104-318	104-296
R1	104-304	104-304	104-293	104-296
PP	104-288	104-288	104-288	104-284
S1	104-274	104-274	104-287	104-266
S2	104-258	104-258	104-284
S3	104-228	104-244	104-282
S4	104-198	104-214	104-274

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	105-250	104-272	0-298	0.9%	0-085	0.3%	6%	False	True	288
10	106-020	104-272	1-068	1.2%	0-090	0.3%	5%	False	True	558
20	106-250	104-272	1-298	1.8%	0-109	0.3%	3%	False	True	630,556
40	107-122	104-272	2-170	2.4%	0-132	0.4%	2%	False	True	953,610
60	108-025	104-272	3-072	3.1%	0-144	0.4%	2%	False	True	1,015,310
80	109-155	104-272	4-202	4.4%	0-155	0.5%	1%	False	True	1,047,649
100	111-310	104-272	7-038	6.8%	0-162	0.5%	1%	False	True	942,384
120	111-310	104-272	7-038	6.8%	0-155	0.5%	1%	False	True	785,478

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-035
Narrowest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	105-110
2.618	105-061
1.618	105-031
1.000	105-012
0.618	105-001
HIGH	104-302
0.618	104-291
0.500	104-288
0.382	104-284
LOW	104-272
0.618	104-254
1.000	104-242
1.618	104-224
2.618	104-194
4.250	104-145

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	104-289	105-078
PP	104-288	105-042
S1	104-288	105-006

Download as Excel Spreadsheet

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

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