ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-300 |
105-238 |
-0-062 |
-0.2% |
105-302 |
| High |
106-005 |
105-262 |
-0-062 |
-0.2% |
106-022 |
| Low |
105-230 |
105-138 |
-0-092 |
-0.3% |
105-138 |
| Close |
105-250 |
105-210 |
-0-040 |
-0.1% |
105-210 |
| Range |
0-095 |
0-125 |
0-030 |
31.6% |
0-205 |
| ATR |
0-150 |
0-148 |
-0-002 |
-1.2% |
0-000 |
| Volume |
3,274,515 |
3,619,774 |
345,259 |
10.5% |
11,403,753 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-258 |
106-199 |
105-279 |
|
| R3 |
106-133 |
106-074 |
105-244 |
|
| R2 |
106-008 |
106-008 |
105-233 |
|
| R1 |
105-269 |
105-269 |
105-221 |
105-236 |
| PP |
105-203 |
105-203 |
105-203 |
105-187 |
| S1 |
105-144 |
105-144 |
105-199 |
105-111 |
| S2 |
105-078 |
105-078 |
105-187 |
|
| S3 |
104-273 |
105-019 |
105-176 |
|
| S4 |
104-148 |
104-214 |
105-141 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-205 |
107-092 |
106-003 |
|
| R3 |
107-000 |
106-208 |
105-266 |
|
| R2 |
106-115 |
106-115 |
105-248 |
|
| R1 |
106-002 |
106-002 |
105-229 |
105-276 |
| PP |
105-230 |
105-230 |
105-230 |
105-207 |
| S1 |
105-118 |
105-118 |
105-191 |
105-071 |
| S2 |
105-025 |
105-025 |
105-172 |
|
| S3 |
104-140 |
104-232 |
105-154 |
|
| S4 |
103-255 |
104-028 |
105-097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-022 |
105-138 |
0-205 |
0.6% |
0-128 |
0.4% |
35% |
False |
True |
2,280,750 |
| 10 |
106-115 |
105-138 |
0-298 |
0.9% |
0-130 |
0.4% |
24% |
False |
True |
1,748,864 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-145 |
0.4% |
12% |
False |
True |
1,486,718 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-158 |
0.5% |
9% |
False |
True |
1,319,212 |
| 60 |
109-155 |
105-138 |
4-018 |
3.8% |
0-167 |
0.5% |
6% |
False |
True |
1,246,116 |
| 80 |
111-310 |
105-138 |
6-172 |
6.2% |
0-171 |
0.5% |
3% |
False |
True |
1,106,359 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-166 |
0.5% |
3% |
False |
True |
885,405 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-140 |
0.4% |
3% |
False |
True |
737,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-154 |
|
2.618 |
106-270 |
|
1.618 |
106-145 |
|
1.000 |
106-068 |
|
0.618 |
106-020 |
|
HIGH |
105-262 |
|
0.618 |
105-215 |
|
0.500 |
105-200 |
|
0.382 |
105-185 |
|
LOW |
105-138 |
|
0.618 |
105-060 |
|
1.000 |
105-012 |
|
1.618 |
104-255 |
|
2.618 |
104-130 |
|
4.250 |
103-246 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-207 |
105-240 |
| PP |
105-203 |
105-230 |
| S1 |
105-200 |
105-220 |
|