ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-192 |
106-090 |
-0-102 |
-0.3% |
107-000 |
| High |
106-250 |
106-115 |
-0-135 |
-0.4% |
107-122 |
| Low |
106-080 |
105-312 |
-0-088 |
-0.3% |
106-080 |
| Close |
106-092 |
106-022 |
-0-070 |
-0.2% |
106-092 |
| Range |
0-170 |
0-122 |
-0-048 |
-27.9% |
1-042 |
| ATR |
0-167 |
0-164 |
-0-003 |
-1.9% |
0-000 |
| Volume |
1,194,551 |
1,016,762 |
-177,789 |
-14.9% |
5,536,393 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-091 |
107-019 |
106-090 |
|
| R3 |
106-288 |
106-217 |
106-056 |
|
| R2 |
106-166 |
106-166 |
106-045 |
|
| R1 |
106-094 |
106-094 |
106-034 |
106-069 |
| PP |
106-043 |
106-043 |
106-043 |
106-031 |
| S1 |
105-292 |
105-292 |
106-011 |
105-266 |
| S2 |
105-241 |
105-241 |
106-000 |
|
| S3 |
105-118 |
105-169 |
105-309 |
|
| S4 |
104-316 |
105-047 |
105-275 |
|
|
| 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 |
105-312 |
1-130 |
1.3% |
0-152 |
0.4% |
7% |
False |
True |
1,119,938 |
| 10 |
107-122 |
105-308 |
1-135 |
1.3% |
0-161 |
0.5% |
8% |
False |
False |
1,209,875 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-156 |
0.5% |
5% |
False |
False |
1,148,952 |
| 40 |
108-058 |
105-195 |
2-182 |
2.4% |
0-165 |
0.5% |
18% |
False |
False |
1,140,815 |
| 60 |
110-048 |
105-195 |
4-172 |
4.3% |
0-176 |
0.5% |
10% |
False |
False |
1,191,416 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-175 |
0.5% |
7% |
False |
False |
900,848 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-154 |
0.5% |
7% |
False |
False |
720,686 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-130 |
0.4% |
7% |
False |
False |
600,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-316 |
|
2.618 |
107-116 |
|
1.618 |
106-313 |
|
1.000 |
106-238 |
|
0.618 |
106-191 |
|
HIGH |
106-115 |
|
0.618 |
106-068 |
|
0.500 |
106-054 |
|
0.382 |
106-039 |
|
LOW |
105-312 |
|
0.618 |
105-237 |
|
1.000 |
105-190 |
|
1.618 |
105-114 |
|
2.618 |
104-312 |
|
4.250 |
104-112 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-054 |
106-218 |
| PP |
106-043 |
106-152 |
| S1 |
106-033 |
106-088 |
|