ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	105-030	105-028	-0-002	0.0%	105-158
High	105-030	105-030	0-000	0.0%	105-202
Low	104-212	104-218	0-005	0.0%	104-272
Close	104-228	104-318	0-090	0.3%	105-038
Range	0-138	0-132	-0-005	-3.6%	0-250
ATR	0-120	0-121	0-001	0.8%	0-000
Volume	538	10	-528	-98.1%	1,561

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-052	105-318	105-070
R3	105-240	105-185	105-034
R2	105-108	105-108	105-022
R1	105-052	105-052	105-010	105-014
PP	104-295	104-295	104-295	104-276
S1	104-240	104-240	104-305	104-201
S2	104-162	104-162	104-293
S3	104-030	104-108	104-281
S4	103-218	103-295	104-245

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%	0-104	0.3%	48%	False	False	359
10	105-250	104-212	1-038	1.1%	0-094	0.3%	29%	False	False	324
20	106-250	104-212	2-038	2.0%	0-103	0.3%	15%	False	False	5,751
40	107-122	104-212	2-230	2.6%	0-125	0.4%	12%	False	False	795,397
60	108-025	104-212	3-132	3.3%	0-139	0.4%	10%	False	False	916,570
80	108-288	104-212	4-075	4.0%	0-148	0.4%	8%	False	False	961,577
100	111-158	104-212	6-265	6.5%	0-155	0.5%	5%	False	False	941,635
120	111-310	104-212	7-098	7.0%	0-156	0.5%	4%	False	False	785,492

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106-273
2.618	106-057
1.618	105-244
1.000	105-162
0.618	105-112
HIGH	105-030
0.618	104-299
0.500	104-284
0.382	104-268
LOW	104-218
0.618	104-136
1.000	104-085
1.618	104-003
2.618	103-191
4.250	102-294

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	104-306	105-001
PP	104-295	105-000
S1	104-284	104-319

Download as Excel Spreadsheet

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

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