ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-250 |
106-082 |
0-152 |
0.5% |
105-302 |
| High |
106-105 |
106-148 |
0-042 |
0.1% |
106-022 |
| Low |
105-212 |
106-028 |
0-135 |
0.4% |
105-138 |
| Close |
106-080 |
106-092 |
0-012 |
0.0% |
105-210 |
| Range |
0-212 |
0-120 |
-0-092 |
-43.5% |
0-205 |
| ATR |
0-149 |
0-147 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,964,544 |
382,697 |
-1,581,847 |
-80.5% |
11,403,753 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-129 |
107-071 |
106-158 |
|
| R3 |
107-009 |
106-271 |
106-126 |
|
| R2 |
106-209 |
106-209 |
106-114 |
|
| R1 |
106-151 |
106-151 |
106-104 |
106-180 |
| PP |
106-089 |
106-089 |
106-089 |
106-104 |
| S1 |
106-031 |
106-031 |
106-082 |
106-060 |
| S2 |
105-289 |
105-289 |
106-070 |
|
| S3 |
105-169 |
105-231 |
106-060 |
|
| S4 |
105-049 |
105-111 |
106-026 |
|
|
| 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 |
106-148 |
105-138 |
1-010 |
1.0% |
0-129 |
0.4% |
83% |
True |
False |
2,499,579 |
| 10 |
106-148 |
105-138 |
1-010 |
1.0% |
0-124 |
0.4% |
83% |
True |
False |
1,934,224 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-147 |
0.4% |
44% |
False |
False |
1,585,043 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-158 |
0.5% |
32% |
False |
False |
1,371,980 |
| 60 |
108-288 |
105-138 |
3-150 |
3.3% |
0-163 |
0.5% |
25% |
False |
False |
1,280,185 |
| 80 |
111-158 |
105-138 |
6-020 |
5.7% |
0-168 |
0.5% |
14% |
False |
False |
1,175,606 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-167 |
0.5% |
13% |
False |
False |
941,441 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-143 |
0.4% |
13% |
False |
False |
784,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-018 |
|
2.618 |
107-142 |
|
1.618 |
107-022 |
|
1.000 |
106-268 |
|
0.618 |
106-222 |
|
HIGH |
106-148 |
|
0.618 |
106-102 |
|
0.500 |
106-088 |
|
0.382 |
106-073 |
|
LOW |
106-028 |
|
0.618 |
105-273 |
|
1.000 |
105-228 |
|
1.618 |
105-153 |
|
2.618 |
105-033 |
|
4.250 |
104-158 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-091 |
106-061 |
| PP |
106-089 |
106-029 |
| S1 |
106-088 |
105-318 |
|