ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	105-028	105-065	0-038	0.1%	105-038
High	105-030	105-122	0-092	0.3%	105-122
Low	104-218	104-318	0-100	0.3%	104-212
Close	104-318	105-050	0-052	0.2%	105-050
Range	0-132	0-125	-0-008	-5.7%	0-230
ATR	0-121	0-121	0-000	0.3%	0-000
Volume	10	70	60	600.0%	1,667

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-112	106-046	105-119
R3	105-307	105-241	105-084
R2	105-182	105-182	105-073
R1	105-116	105-116	105-061	105-086
PP	105-057	105-057	105-057	105-042
S1	104-311	104-311	105-039	104-281
S2	104-252	104-252	105-027
S3	104-127	104-186	105-016
S4	104-002	104-061	104-301

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-072	106-291	105-176
R3	106-162	106-061	105-113
R2	105-252	105-252	105-092
R1	105-151	105-151	105-071	105-201
PP	105-022	105-022	105-022	105-047
S1	104-241	104-241	105-029	104-291
S2	104-112	104-112	105-008
S3	103-202	104-011	104-307
S4	102-292	103-101	104-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-122	104-212	0-230	0.7%	0-113	0.3%	68%	True	False	333
10	105-202	104-212	0-310	0.9%	0-099	0.3%	51%	False	False	322
20	106-250	104-212	2-038	2.0%	0-105	0.3%	23%	False	False	2,833
40	107-122	104-212	2-230	2.6%	0-125	0.4%	18%	False	False	760,360
60	108-025	104-212	3-132	3.2%	0-136	0.4%	14%	False	False	887,852
80	108-242	104-212	4-030	3.9%	0-148	0.4%	12%	False	False	951,184
100	111-158	104-212	6-265	6.5%	0-154	0.5%	7%	False	False	941,263
120	111-310	104-212	7-098	6.9%	0-157	0.5%	7%	False	False	785,493

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-014
2.618	106-130
1.618	106-005
1.000	105-248
0.618	105-200
HIGH	105-122
0.618	105-075
0.500	105-060
0.382	105-045
LOW	104-318
0.618	104-240
1.000	104-192
1.618	104-115
2.618	103-310
4.250	103-106

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	105-060	105-036
PP	105-057	105-022
S1	105-053	105-008

Download as Excel Spreadsheet

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

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