ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	105-038	105-090	0-052	0.2%	105-158
High	105-065	105-110	0-045	0.1%	105-202
Low	105-020	104-305	-0-035	-0.1%	104-272
Close	105-028	104-310	-0-038	-0.1%	105-038
Range	0-045	0-125	0-080	177.8%	0-250
ATR	0-118	0-118	0-001	0.4%	0-000
Volume	103	946	843	818.4%	1,561

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-083	106-002	105-059
R3	105-278	105-197	105-024
R2	105-153	105-153	105-013
R1	105-072	105-072	105-001	105-050
PP	105-028	105-028	105-028	105-018
S1	104-267	104-267	104-299	104-245
S2	104-223	104-223	104-287
S3	104-098	104-142	104-276
S4	103-293	104-017	104-241

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%	0-090	0.3%	15%	False	False	503
10	105-318	104-272	1-045	1.1%	0-096	0.3%	10%	False	False	516
20	106-250	104-272	1-298	1.8%	0-106	0.3%	6%	False	False	123,086
40	107-122	104-272	2-170	2.4%	0-125	0.4%	5%	False	False	857,218
60	108-025	104-272	3-072	3.1%	0-140	0.4%	4%	False	False	948,114
80	109-095	104-272	4-142	4.2%	0-150	0.4%	3%	False	False	990,819
100	111-310	104-272	7-038	6.8%	0-157	0.5%	2%	False	False	942,085
120	111-310	104-272	7-038	6.8%	0-155	0.5%	2%	False	False	785,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107-001
2.618	106-117
1.618	105-312
1.000	105-235
0.618	105-187
HIGH	105-110
0.618	105-062
0.500	105-048
0.382	105-033
LOW	104-305
0.618	104-228
1.000	104-180
1.618	104-103
2.618	103-298
4.250	103-094

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	105-048	105-046
PP	105-028	105-028
S1	105-009	105-009

Download as Excel Spreadsheet

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

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