ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-312 |
106-192 |
-0-120 |
-0.4% |
107-000 |
| High |
107-122 |
106-250 |
-0-192 |
-0.6% |
107-122 |
| Low |
106-188 |
106-080 |
-0-108 |
-0.3% |
106-080 |
| Close |
106-232 |
106-092 |
-0-140 |
-0.4% |
106-092 |
| Range |
0-255 |
0-170 |
-0-085 |
-33.3% |
1-042 |
| ATR |
0-167 |
0-167 |
0-000 |
0.1% |
0-000 |
| Volume |
1,553,288 |
1,194,551 |
-358,737 |
-23.1% |
5,536,393 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-011 |
107-222 |
106-186 |
|
| R3 |
107-161 |
107-052 |
106-139 |
|
| R2 |
106-311 |
106-311 |
106-124 |
|
| R1 |
106-202 |
106-202 |
106-108 |
106-171 |
| PP |
106-141 |
106-141 |
106-141 |
106-126 |
| S1 |
106-032 |
106-032 |
106-077 |
106-001 |
| S2 |
105-291 |
105-291 |
106-061 |
|
| S3 |
105-121 |
105-182 |
106-046 |
|
| S4 |
104-271 |
105-012 |
105-319 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-012 |
109-095 |
106-292 |
|
| R3 |
108-290 |
108-052 |
106-192 |
|
| R2 |
107-248 |
107-248 |
106-159 |
|
| R1 |
107-010 |
107-010 |
106-126 |
106-268 |
| PP |
106-205 |
106-205 |
106-205 |
106-174 |
| S1 |
105-288 |
105-288 |
106-059 |
105-225 |
| S2 |
105-162 |
105-162 |
106-026 |
|
| S3 |
104-120 |
104-245 |
105-313 |
|
| S4 |
103-078 |
103-202 |
105-213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-122 |
106-080 |
1-042 |
1.1% |
0-152 |
0.4% |
3% |
False |
True |
1,107,278 |
| 10 |
107-122 |
105-308 |
1-135 |
1.3% |
0-160 |
0.5% |
23% |
False |
False |
1,224,573 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-155 |
0.5% |
15% |
False |
False |
1,133,377 |
| 40 |
108-070 |
105-195 |
2-195 |
2.5% |
0-168 |
0.5% |
26% |
False |
False |
1,150,173 |
| 60 |
110-145 |
105-195 |
4-270 |
4.6% |
0-176 |
0.5% |
14% |
False |
False |
1,177,241 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-174 |
0.5% |
11% |
False |
False |
888,139 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-153 |
0.4% |
11% |
False |
False |
710,519 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-129 |
0.4% |
11% |
False |
False |
592,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-012 |
|
2.618 |
108-055 |
|
1.618 |
107-205 |
|
1.000 |
107-100 |
|
0.618 |
107-035 |
|
HIGH |
106-250 |
|
0.618 |
106-185 |
|
0.500 |
106-165 |
|
0.382 |
106-145 |
|
LOW |
106-080 |
|
0.618 |
105-295 |
|
1.000 |
105-230 |
|
1.618 |
105-125 |
|
2.618 |
104-275 |
|
4.250 |
103-318 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-165 |
106-261 |
| PP |
106-141 |
106-205 |
| S1 |
106-117 |
106-149 |
|