ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-238 |
105-198 |
-0-040 |
-0.1% |
105-302 |
| High |
105-262 |
105-260 |
-0-002 |
0.0% |
106-022 |
| Low |
105-138 |
105-168 |
0-030 |
0.1% |
105-138 |
| Close |
105-210 |
105-242 |
0-032 |
0.1% |
105-210 |
| Range |
0-125 |
0-092 |
-0-032 |
-26.0% |
0-205 |
| ATR |
0-148 |
0-144 |
-0-004 |
-2.7% |
0-000 |
| Volume |
3,619,774 |
3,256,369 |
-363,405 |
-10.0% |
11,403,753 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-181 |
106-144 |
105-293 |
|
| R3 |
106-088 |
106-052 |
105-268 |
|
| R2 |
105-316 |
105-316 |
105-259 |
|
| R1 |
105-279 |
105-279 |
105-251 |
105-298 |
| PP |
105-223 |
105-223 |
105-223 |
105-232 |
| S1 |
105-187 |
105-187 |
105-234 |
105-205 |
| S2 |
105-131 |
105-131 |
105-226 |
|
| S3 |
105-038 |
105-094 |
105-217 |
|
| S4 |
104-266 |
105-002 |
105-192 |
|
|
| 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% |
0-119 |
0.4% |
51% |
False |
False |
2,712,438 |
| 10 |
106-092 |
105-138 |
0-275 |
0.8% |
0-127 |
0.4% |
38% |
False |
False |
1,972,825 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-144 |
0.4% |
17% |
False |
False |
1,591,350 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-157 |
0.5% |
12% |
False |
False |
1,360,627 |
| 60 |
109-095 |
105-138 |
3-278 |
3.7% |
0-165 |
0.5% |
8% |
False |
False |
1,280,063 |
| 80 |
111-310 |
105-138 |
6-172 |
6.2% |
0-169 |
0.5% |
5% |
False |
False |
1,146,835 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-165 |
0.5% |
5% |
False |
False |
917,968 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-140 |
0.4% |
5% |
False |
False |
764,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-013 |
|
2.618 |
106-182 |
|
1.618 |
106-090 |
|
1.000 |
106-032 |
|
0.618 |
105-317 |
|
HIGH |
105-260 |
|
0.618 |
105-225 |
|
0.500 |
105-214 |
|
0.382 |
105-203 |
|
LOW |
105-168 |
|
0.618 |
105-110 |
|
1.000 |
105-075 |
|
1.618 |
105-018 |
|
2.618 |
104-245 |
|
4.250 |
104-094 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-233 |
105-239 |
| PP |
105-223 |
105-235 |
| S1 |
105-214 |
105-231 |
|