ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-272 |
105-280 |
0-008 |
0.0% |
106-090 |
| High |
105-300 |
106-035 |
0-055 |
0.2% |
106-115 |
| Low |
105-202 |
105-272 |
0-070 |
0.2% |
105-202 |
| Close |
105-242 |
105-305 |
0-062 |
0.2% |
105-305 |
| Range |
0-098 |
0-082 |
-0-015 |
-15.4% |
0-232 |
| ATR |
0-161 |
0-157 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,393,330 |
941,552 |
-451,778 |
-32.4% |
6,084,893 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-238 |
106-194 |
106-030 |
|
| R3 |
106-156 |
106-112 |
106-008 |
|
| R2 |
106-073 |
106-073 |
106-000 |
|
| R1 |
106-029 |
106-029 |
105-313 |
106-051 |
| PP |
105-311 |
105-311 |
105-311 |
106-002 |
| S1 |
105-267 |
105-267 |
105-297 |
105-289 |
| S2 |
105-228 |
105-228 |
105-290 |
|
| S3 |
105-146 |
105-184 |
105-282 |
|
| S4 |
105-063 |
105-102 |
105-260 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-251 |
106-113 |
|
| R3 |
107-139 |
107-018 |
106-049 |
|
| R2 |
106-227 |
106-227 |
106-028 |
|
| R1 |
106-106 |
106-106 |
106-006 |
106-050 |
| PP |
105-314 |
105-314 |
105-314 |
105-286 |
| S1 |
105-193 |
105-193 |
105-284 |
105-138 |
| S2 |
105-082 |
105-082 |
105-262 |
|
| S3 |
104-169 |
104-281 |
105-241 |
|
| S4 |
103-257 |
104-048 |
105-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-115 |
105-202 |
0-232 |
0.7% |
0-132 |
0.4% |
44% |
False |
False |
1,216,978 |
| 10 |
107-122 |
105-202 |
1-240 |
1.7% |
0-142 |
0.4% |
18% |
False |
False |
1,162,128 |
| 20 |
107-142 |
105-202 |
1-260 |
1.7% |
0-155 |
0.5% |
18% |
False |
False |
1,207,605 |
| 40 |
108-030 |
105-195 |
2-155 |
2.3% |
0-162 |
0.5% |
14% |
False |
False |
1,164,992 |
| 60 |
109-155 |
105-195 |
3-280 |
3.7% |
0-173 |
0.5% |
9% |
False |
False |
1,230,196 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-176 |
0.5% |
5% |
False |
False |
964,036 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-159 |
0.5% |
5% |
False |
False |
771,368 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-134 |
0.4% |
5% |
False |
False |
642,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-066 |
|
2.618 |
106-251 |
|
1.618 |
106-168 |
|
1.000 |
106-118 |
|
0.618 |
106-086 |
|
HIGH |
106-035 |
|
0.618 |
106-003 |
|
0.500 |
105-314 |
|
0.382 |
105-304 |
|
LOW |
105-272 |
|
0.618 |
105-222 |
|
1.000 |
105-190 |
|
1.618 |
105-139 |
|
2.618 |
105-057 |
|
4.250 |
104-242 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-314 |
105-304 |
| PP |
105-311 |
105-303 |
| S1 |
105-308 |
105-302 |
|