ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-035 |
106-312 |
-0-042 |
-0.1% |
106-272 |
| High |
107-070 |
107-122 |
0-052 |
0.2% |
107-010 |
| Low |
106-305 |
106-188 |
-0-118 |
-0.3% |
105-308 |
| Close |
107-008 |
106-232 |
-0-095 |
-0.3% |
106-288 |
| Range |
0-085 |
0-255 |
0-170 |
200.0% |
1-022 |
| ATR |
0-160 |
0-167 |
0-007 |
4.2% |
0-000 |
| Volume |
867,160 |
1,553,288 |
686,128 |
79.1% |
6,709,337 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-092 |
108-258 |
107-053 |
|
| R3 |
108-158 |
108-002 |
106-303 |
|
| R2 |
107-222 |
107-222 |
106-279 |
|
| R1 |
107-068 |
107-068 |
106-256 |
107-018 |
| PP |
106-288 |
106-288 |
106-288 |
106-262 |
| S1 |
106-132 |
106-132 |
106-209 |
106-082 |
| S2 |
106-032 |
106-032 |
106-186 |
|
| S3 |
105-098 |
105-198 |
106-162 |
|
| S4 |
104-162 |
104-262 |
106-092 |
|
|
| 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 |
107-122 |
105-308 |
1-135 |
1.3% |
0-186 |
0.5% |
54% |
True |
False |
1,202,497 |
| 10 |
107-122 |
105-308 |
1-135 |
1.3% |
0-162 |
0.5% |
54% |
True |
False |
1,220,694 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-154 |
0.5% |
36% |
False |
False |
1,126,000 |
| 40 |
108-070 |
105-195 |
2-195 |
2.4% |
0-170 |
0.5% |
43% |
False |
False |
1,159,906 |
| 60 |
110-278 |
105-195 |
5-082 |
4.9% |
0-177 |
0.5% |
21% |
False |
False |
1,158,970 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-173 |
0.5% |
18% |
False |
False |
873,208 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-151 |
0.4% |
18% |
False |
False |
698,573 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-127 |
0.4% |
18% |
False |
False |
582,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-246 |
|
2.618 |
109-150 |
|
1.618 |
108-215 |
|
1.000 |
108-058 |
|
0.618 |
107-280 |
|
HIGH |
107-122 |
|
0.618 |
107-025 |
|
0.500 |
106-315 |
|
0.382 |
106-285 |
|
LOW |
106-188 |
|
0.618 |
106-030 |
|
1.000 |
105-252 |
|
1.618 |
105-095 |
|
2.618 |
104-160 |
|
4.250 |
103-064 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-315 |
106-315 |
| PP |
106-288 |
106-288 |
| S1 |
106-260 |
106-260 |
|