ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-302 |
105-192 |
-0-110 |
-0.3% |
106-090 |
| High |
105-312 |
105-230 |
-0-082 |
-0.2% |
106-115 |
| Low |
105-175 |
105-142 |
-0-032 |
-0.1% |
105-202 |
| Close |
105-198 |
105-168 |
-0-030 |
-0.1% |
105-305 |
| Range |
0-138 |
0-088 |
-0-050 |
-36.4% |
0-232 |
| ATR |
0-156 |
0-151 |
-0-005 |
-3.1% |
0-000 |
| Volume |
1,097,928 |
1,158,583 |
60,655 |
5.5% |
6,084,893 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-122 |
106-072 |
105-216 |
|
| R3 |
106-035 |
105-305 |
105-192 |
|
| R2 |
105-268 |
105-268 |
105-184 |
|
| R1 |
105-218 |
105-218 |
105-176 |
105-199 |
| PP |
105-180 |
105-180 |
105-180 |
105-171 |
| S1 |
105-130 |
105-130 |
105-159 |
105-111 |
| S2 |
105-092 |
105-092 |
105-151 |
|
| S3 |
105-005 |
105-042 |
105-143 |
|
| S4 |
104-238 |
104-275 |
105-119 |
|
|
| 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 |
106-082 |
105-142 |
0-260 |
0.8% |
0-112 |
0.3% |
10% |
False |
True |
1,164,500 |
| 10 |
107-122 |
105-142 |
1-300 |
1.8% |
0-139 |
0.4% |
4% |
False |
True |
1,195,640 |
| 20 |
107-122 |
105-142 |
1-300 |
1.8% |
0-153 |
0.5% |
4% |
False |
True |
1,222,749 |
| 40 |
108-025 |
105-142 |
2-202 |
2.5% |
0-161 |
0.5% |
3% |
False |
True |
1,177,767 |
| 60 |
109-155 |
105-142 |
4-012 |
3.8% |
0-171 |
0.5% |
2% |
False |
True |
1,175,775 |
| 80 |
111-310 |
105-142 |
6-168 |
6.2% |
0-175 |
0.5% |
1% |
False |
True |
992,194 |
| 100 |
111-310 |
105-142 |
6-168 |
6.2% |
0-162 |
0.5% |
1% |
False |
True |
793,933 |
| 120 |
111-310 |
105-142 |
6-168 |
6.2% |
0-136 |
0.4% |
1% |
False |
True |
661,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-282 |
|
2.618 |
106-139 |
|
1.618 |
106-052 |
|
1.000 |
105-318 |
|
0.618 |
105-284 |
|
HIGH |
105-230 |
|
0.618 |
105-197 |
|
0.500 |
105-186 |
|
0.382 |
105-176 |
|
LOW |
105-142 |
|
0.618 |
105-088 |
|
1.000 |
105-055 |
|
1.618 |
105-001 |
|
2.618 |
104-233 |
|
4.250 |
104-091 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-186 |
105-249 |
| PP |
105-180 |
105-222 |
| S1 |
105-174 |
105-195 |
|