ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-010 |
105-318 |
-0-012 |
0.0% |
107-000 |
| High |
106-092 |
106-082 |
-0-010 |
0.0% |
107-122 |
| Low |
105-215 |
105-245 |
0-030 |
0.1% |
106-080 |
| Close |
105-312 |
105-272 |
-0-040 |
-0.1% |
106-092 |
| Range |
0-198 |
0-158 |
-0-040 |
-20.3% |
1-042 |
| ATR |
0-166 |
0-166 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,502,141 |
1,231,108 |
-271,033 |
-18.0% |
5,536,393 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-139 |
107-043 |
106-039 |
|
| R3 |
106-302 |
106-206 |
105-316 |
|
| R2 |
106-144 |
106-144 |
105-301 |
|
| R1 |
106-048 |
106-048 |
105-287 |
106-018 |
| PP |
105-307 |
105-307 |
105-307 |
105-291 |
| S1 |
105-211 |
105-211 |
105-258 |
105-180 |
| S2 |
105-149 |
105-149 |
105-244 |
|
| S3 |
104-312 |
105-053 |
105-229 |
|
| S4 |
104-154 |
104-216 |
105-186 |
|
|
| 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 |
105-215 |
1-228 |
1.6% |
0-180 |
0.5% |
11% |
False |
False |
1,299,570 |
| 10 |
107-122 |
105-215 |
1-228 |
1.6% |
0-169 |
0.5% |
11% |
False |
False |
1,235,862 |
| 20 |
107-245 |
105-215 |
2-030 |
2.0% |
0-160 |
0.5% |
9% |
False |
False |
1,180,604 |
| 40 |
108-030 |
105-195 |
2-155 |
2.3% |
0-165 |
0.5% |
10% |
False |
False |
1,154,555 |
| 60 |
109-182 |
105-195 |
3-308 |
3.7% |
0-175 |
0.5% |
6% |
False |
False |
1,225,364 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-178 |
0.5% |
4% |
False |
False |
934,904 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-158 |
0.5% |
4% |
False |
False |
748,019 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-133 |
0.4% |
4% |
False |
False |
623,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-112 |
|
2.618 |
107-175 |
|
1.618 |
107-017 |
|
1.000 |
106-240 |
|
0.618 |
106-180 |
|
HIGH |
106-082 |
|
0.618 |
106-022 |
|
0.500 |
106-004 |
|
0.382 |
105-305 |
|
LOW |
105-245 |
|
0.618 |
105-148 |
|
1.000 |
105-088 |
|
1.618 |
104-310 |
|
2.618 |
104-153 |
|
4.250 |
103-216 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-004 |
106-005 |
| PP |
105-307 |
105-308 |
| S1 |
105-290 |
105-290 |
|