ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-285 |
107-035 |
0-070 |
0.2% |
106-272 |
| High |
107-082 |
107-070 |
-0-012 |
0.0% |
107-010 |
| Low |
106-275 |
106-305 |
0-030 |
0.1% |
105-308 |
| Close |
107-035 |
107-008 |
-0-028 |
-0.1% |
106-288 |
| Range |
0-128 |
0-085 |
-0-042 |
-33.3% |
1-022 |
| ATR |
0-166 |
0-160 |
-0-006 |
-3.5% |
0-000 |
| Volume |
967,929 |
867,160 |
-100,769 |
-10.4% |
6,709,337 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-276 |
107-227 |
107-054 |
|
| R3 |
107-191 |
107-142 |
107-031 |
|
| R2 |
107-106 |
107-106 |
107-023 |
|
| R1 |
107-057 |
107-057 |
107-015 |
107-039 |
| PP |
107-021 |
107-021 |
107-021 |
107-012 |
| S1 |
106-292 |
106-292 |
107-000 |
106-274 |
| S2 |
106-256 |
106-256 |
106-312 |
|
| S3 |
106-171 |
106-207 |
106-304 |
|
| S4 |
106-086 |
106-122 |
106-281 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-269 |
109-141 |
107-156 |
|
| R3 |
108-247 |
108-118 |
107-062 |
|
| R2 |
107-224 |
107-224 |
107-030 |
|
| R1 |
107-096 |
107-096 |
106-319 |
107-160 |
| PP |
106-202 |
106-202 |
106-202 |
106-234 |
| S1 |
106-073 |
106-073 |
106-256 |
106-138 |
| S2 |
105-179 |
105-179 |
106-225 |
|
| S3 |
104-157 |
105-051 |
106-193 |
|
| S4 |
103-134 |
104-028 |
106-099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-082 |
105-308 |
1-095 |
1.2% |
0-158 |
0.5% |
82% |
False |
False |
1,172,154 |
| 10 |
107-092 |
105-308 |
1-105 |
1.2% |
0-162 |
0.5% |
80% |
False |
False |
1,219,106 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-152 |
0.4% |
50% |
False |
False |
1,124,342 |
| 40 |
108-218 |
105-195 |
3-022 |
2.9% |
0-171 |
0.5% |
46% |
False |
False |
1,158,305 |
| 60 |
110-278 |
105-195 |
5-082 |
4.9% |
0-174 |
0.5% |
27% |
False |
False |
1,133,705 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-172 |
0.5% |
22% |
False |
False |
853,792 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-149 |
0.4% |
22% |
False |
False |
683,040 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-125 |
0.4% |
22% |
False |
False |
569,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-111 |
|
2.618 |
107-293 |
|
1.618 |
107-208 |
|
1.000 |
107-155 |
|
0.618 |
107-123 |
|
HIGH |
107-070 |
|
0.618 |
107-038 |
|
0.500 |
107-028 |
|
0.382 |
107-017 |
|
LOW |
106-305 |
|
0.618 |
106-252 |
|
1.000 |
106-220 |
|
1.618 |
106-167 |
|
2.618 |
106-082 |
|
4.250 |
105-264 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-028 |
106-319 |
| PP |
107-021 |
106-310 |
| S1 |
107-014 |
106-301 |
|