ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	104-302	104-310	0-008	0.0%	105-158
High	104-302	105-062	0-080	0.2%	105-202
Low	104-272	104-302	0-030	0.1%	104-272
Close	104-290	105-038	0-068	0.2%	105-038
Range	0-030	0-080	0-050	166.7%	0-250
ATR	0-126	0-123	-0-002	-1.9%	0-000
Volume	84	201	117	139.3%	1,561

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-268	105-232	105-082
R3	105-188	105-152	105-060
R2	105-108	105-108	105-052
R1	105-072	105-072	105-045	105-090
PP	105-028	105-028	105-028	105-036
S1	104-312	104-312	105-030	105-010
S2	104-268	104-268	105-023
S3	104-188	104-232	105-016
S4	104-108	104-152	104-314

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-174	107-036	105-175
R3	106-244	106-106	105-106
R2	105-314	105-314	105-083
R1	105-176	105-176	105-060	105-120
PP	105-064	105-064	105-064	105-036
S1	104-246	104-246	105-015	104-190
S2	104-134	104-134	104-312
S3	103-204	103-316	104-289
S4	102-274	103-066	104-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-202	104-272	0-250	0.7%	0-085	0.3%	34%	False	False	312
10	105-318	104-272	1-045	1.1%	0-088	0.3%	23%	False	False	429
20	106-250	104-272	1-298	1.8%	0-108	0.3%	14%	False	False	466,841
40	107-122	104-272	2-170	2.4%	0-128	0.4%	10%	False	False	915,179
60	108-025	104-272	3-072	3.1%	0-144	0.4%	8%	False	False	998,250
80	109-155	104-272	4-202	4.4%	0-152	0.5%	6%	False	False	1,026,749
100	111-310	104-272	7-038	6.8%	0-160	0.5%	4%	False	False	942,354
120	111-310	104-272	7-038	6.8%	0-155	0.5%	4%	False	False	785,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-082
2.618	105-272
1.618	105-192
1.000	105-142
0.618	105-112
HIGH	105-062
0.618	105-032
0.500	105-022
0.382	105-013
LOW	104-302
0.618	104-253
1.000	104-222
1.618	104-173
2.618	104-093
4.250	103-282

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	105-032	105-078
PP	105-028	105-064
S1	105-022	105-051

Download as Excel Spreadsheet

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

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