ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	105-090	105-030	-0-060	-0.2%	105-158
High	105-110	105-030	-0-080	-0.2%	105-202
Low	104-305	104-212	-0-092	-0.3%	104-272
Close	104-310	104-228	-0-082	-0.2%	105-038
Range	0-125	0-138	0-012	10.0%	0-250
ATR	0-118	0-120	0-001	1.2%	0-000
Volume	946	538	-408	-43.1%	1,561

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-036	105-269	104-303
R3	105-218	105-132	104-265
R2	105-081	105-081	104-253
R1	104-314	104-314	104-240	104-289
PP	104-263	104-263	104-263	104-251
S1	104-177	104-177	104-215	104-151
S2	104-126	104-126	104-202
S3	103-308	104-039	104-190
S4	103-171	103-222	104-152

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	105-110	104-212	0-218	0.6%	0-084	0.2%	7%	False	True	374
10	105-318	104-212	1-105	1.3%	0-091	0.3%	4%	False	True	391
20	106-250	104-212	2-038	2.0%	0-102	0.3%	2%	False	True	24,886
40	107-122	104-212	2-230	2.6%	0-125	0.4%	2%	False	True	827,355
60	108-025	104-212	3-132	3.3%	0-140	0.4%	1%	False	True	935,278
80	108-288	104-212	4-075	4.0%	0-149	0.4%	1%	False	True	975,184
100	111-158	104-212	6-265	6.5%	0-155	0.5%	1%	False	True	941,782
120	111-310	104-212	7-098	7.0%	0-155	0.5%	1%	False	True	785,492

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	106-294
2.618	106-070
1.618	105-252
1.000	105-168
0.618	105-115
HIGH	105-030
0.618	104-297
0.500	104-281
0.382	104-265
LOW	104-212
0.618	104-128
1.000	104-075
1.618	103-310
2.618	103-173
4.250	102-268

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	104-281	105-001
PP	104-263	104-290
S1	104-245	104-259

Download as Excel Spreadsheet

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

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