ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-318 |
105-272 |
-0-045 |
-0.1% |
107-000 |
| High |
106-082 |
105-300 |
-0-102 |
-0.3% |
107-122 |
| Low |
105-245 |
105-202 |
-0-042 |
-0.1% |
106-080 |
| Close |
105-272 |
105-242 |
-0-030 |
-0.1% |
106-092 |
| Range |
0-158 |
0-098 |
-0-060 |
-38.1% |
1-042 |
| ATR |
0-166 |
0-161 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,231,108 |
1,393,330 |
162,222 |
13.2% |
5,536,393 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-221 |
106-169 |
105-296 |
|
| R3 |
106-123 |
106-072 |
105-269 |
|
| R2 |
106-026 |
106-026 |
105-260 |
|
| R1 |
105-294 |
105-294 |
105-251 |
105-271 |
| PP |
105-248 |
105-248 |
105-248 |
105-237 |
| S1 |
105-197 |
105-197 |
105-234 |
105-174 |
| S2 |
105-151 |
105-151 |
105-225 |
|
| S3 |
105-053 |
105-099 |
105-216 |
|
| S4 |
104-276 |
105-002 |
105-189 |
|
|
| 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 |
106-250 |
105-202 |
1-048 |
1.1% |
0-149 |
0.4% |
11% |
False |
True |
1,267,578 |
| 10 |
107-122 |
105-202 |
1-240 |
1.7% |
0-168 |
0.5% |
7% |
False |
True |
1,235,038 |
| 20 |
107-142 |
105-202 |
1-260 |
1.7% |
0-154 |
0.5% |
7% |
False |
True |
1,192,248 |
| 40 |
108-030 |
105-195 |
2-155 |
2.3% |
0-164 |
0.5% |
6% |
False |
False |
1,165,673 |
| 60 |
109-155 |
105-195 |
3-280 |
3.7% |
0-174 |
0.5% |
4% |
False |
False |
1,239,429 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-177 |
0.5% |
2% |
False |
False |
952,299 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-159 |
0.5% |
2% |
False |
False |
761,952 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-134 |
0.4% |
2% |
False |
False |
634,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-074 |
|
2.618 |
106-235 |
|
1.618 |
106-138 |
|
1.000 |
106-078 |
|
0.618 |
106-040 |
|
HIGH |
105-300 |
|
0.618 |
105-263 |
|
0.500 |
105-251 |
|
0.382 |
105-240 |
|
LOW |
105-202 |
|
0.618 |
105-142 |
|
1.000 |
105-105 |
|
1.618 |
105-045 |
|
2.618 |
104-267 |
|
4.250 |
104-108 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-251 |
105-308 |
| PP |
105-248 |
105-286 |
| S1 |
105-245 |
105-264 |
|