ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	104-310	105-038	0-048	0.1%	105-158
High	105-062	105-065	0-002	0.0%	105-202
Low	104-302	105-020	0-038	0.1%	104-272
Close	105-038	105-028	-0-010	0.0%	105-038
Range	0-080	0-045	-0-035	-43.8%	0-250
ATR	0-123	0-118	-0-006	-4.5%	0-000
Volume	201	103	-98	-48.8%	1,561

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105-172	105-145	105-052
R3	105-128	105-100	105-040
R2	105-082	105-082	105-036
R1	105-055	105-055	105-032	105-046
PP	105-038	105-038	105-038	105-033
S1	105-010	105-010	105-023	105-001
S2	104-312	104-312	105-019
S3	104-268	104-285	105-015
S4	104-222	104-240	105-003

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%	0-084	0.3%	30%	False	False	317
10	105-318	104-272	1-045	1.1%	0-088	0.3%	21%	False	False	434
20	106-250	104-272	1-298	1.8%	0-104	0.3%	12%	False	False	285,857
40	107-122	104-272	2-170	2.4%	0-125	0.4%	9%	False	False	886,288
60	108-025	104-272	3-072	3.1%	0-140	0.4%	7%	False	False	974,760
80	109-155	104-272	4-202	4.4%	0-151	0.4%	5%	False	False	1,006,052
100	111-310	104-272	7-038	6.8%	0-158	0.5%	3%	False	False	942,259
120	111-310	104-272	7-038	6.8%	0-156	0.5%	3%	False	False	785,480

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

Fibonacci Retracements and Extensions
4.250	105-256
2.618	105-183
1.618	105-138
1.000	105-110
0.618	105-093
HIGH	105-065
0.618	105-048
0.500	105-042
0.382	105-037
LOW	105-020
0.618	104-312
1.000	104-295
1.618	104-267
2.618	104-222
4.250	104-149

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	105-042	105-021
PP	105-038	105-015
S1	105-032	105-009

Download as Excel Spreadsheet

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

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