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

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

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