ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-280 |
105-302 |
0-022 |
0.1% |
106-090 |
| High |
106-035 |
105-312 |
-0-042 |
-0.1% |
106-115 |
| Low |
105-272 |
105-175 |
-0-098 |
-0.3% |
105-202 |
| Close |
105-305 |
105-198 |
-0-108 |
-0.3% |
105-305 |
| Range |
0-082 |
0-138 |
0-055 |
66.7% |
0-232 |
| ATR |
0-157 |
0-156 |
-0-001 |
-0.9% |
0-000 |
| Volume |
941,552 |
1,097,928 |
156,376 |
16.6% |
6,084,893 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-001 |
106-237 |
105-273 |
|
| R3 |
106-183 |
106-099 |
105-235 |
|
| R2 |
106-046 |
106-046 |
105-223 |
|
| R1 |
105-282 |
105-282 |
105-210 |
105-255 |
| PP |
105-228 |
105-228 |
105-228 |
105-215 |
| S1 |
105-144 |
105-144 |
105-185 |
105-118 |
| S2 |
105-091 |
105-091 |
105-172 |
|
| S3 |
104-273 |
105-007 |
105-160 |
|
| S4 |
104-136 |
104-189 |
105-122 |
|
|
| 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 |
106-092 |
105-175 |
0-238 |
0.7% |
0-134 |
0.4% |
9% |
False |
True |
1,233,211 |
| 10 |
107-122 |
105-175 |
1-268 |
1.7% |
0-143 |
0.4% |
4% |
False |
True |
1,176,574 |
| 20 |
107-122 |
105-175 |
1-268 |
1.7% |
0-154 |
0.5% |
4% |
False |
True |
1,219,187 |
| 40 |
108-025 |
105-175 |
2-170 |
2.4% |
0-161 |
0.5% |
3% |
False |
True |
1,167,468 |
| 60 |
109-155 |
105-175 |
3-300 |
3.7% |
0-173 |
0.5% |
2% |
False |
True |
1,201,874 |
| 80 |
111-310 |
105-175 |
6-135 |
6.1% |
0-176 |
0.5% |
1% |
False |
True |
977,722 |
| 100 |
111-310 |
105-175 |
6-135 |
6.1% |
0-161 |
0.5% |
1% |
False |
True |
782,347 |
| 120 |
111-310 |
105-175 |
6-135 |
6.1% |
0-135 |
0.4% |
1% |
False |
True |
651,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-257 |
|
2.618 |
107-032 |
|
1.618 |
106-215 |
|
1.000 |
106-130 |
|
0.618 |
106-077 |
|
HIGH |
105-312 |
|
0.618 |
105-260 |
|
0.500 |
105-244 |
|
0.382 |
105-228 |
|
LOW |
105-175 |
|
0.618 |
105-090 |
|
1.000 |
105-038 |
|
1.618 |
104-273 |
|
2.618 |
104-135 |
|
4.250 |
103-231 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-244 |
105-265 |
| PP |
105-228 |
105-242 |
| S1 |
105-213 |
105-220 |
|