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

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

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