ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-082 |
106-098 |
0-015 |
0.0% |
105-302 |
| High |
106-148 |
106-145 |
-0-002 |
0.0% |
106-022 |
| Low |
106-028 |
106-070 |
0-042 |
0.1% |
105-138 |
| Close |
106-092 |
106-130 |
0-038 |
0.1% |
105-210 |
| Range |
0-120 |
0-075 |
-0-045 |
-37.5% |
0-205 |
| ATR |
0-147 |
0-142 |
-0-005 |
-3.5% |
0-000 |
| Volume |
382,697 |
58,437 |
-324,260 |
-84.7% |
11,403,753 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-020 |
106-310 |
106-171 |
|
| R3 |
106-265 |
106-235 |
106-151 |
|
| R2 |
106-190 |
106-190 |
106-144 |
|
| R1 |
106-160 |
106-160 |
106-137 |
106-175 |
| PP |
106-115 |
106-115 |
106-115 |
106-122 |
| S1 |
106-085 |
106-085 |
106-123 |
106-100 |
| S2 |
106-040 |
106-040 |
106-116 |
|
| S3 |
105-285 |
106-010 |
106-109 |
|
| S4 |
105-210 |
105-255 |
106-089 |
|
|
| 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% |
0-125 |
0.4% |
95% |
False |
False |
1,856,364 |
| 10 |
106-148 |
105-138 |
1-010 |
1.0% |
0-122 |
0.4% |
95% |
False |
False |
1,800,735 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-145 |
0.4% |
50% |
False |
False |
1,517,886 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-151 |
0.4% |
37% |
False |
False |
1,330,362 |
| 60 |
108-242 |
105-138 |
3-105 |
3.1% |
0-162 |
0.5% |
29% |
False |
False |
1,267,301 |
| 80 |
111-158 |
105-138 |
6-020 |
5.7% |
0-167 |
0.5% |
16% |
False |
False |
1,175,871 |
| 100 |
111-310 |
105-138 |
6-172 |
6.1% |
0-167 |
0.5% |
15% |
False |
False |
942,025 |
| 120 |
111-310 |
105-138 |
6-172 |
6.1% |
0-144 |
0.4% |
15% |
False |
False |
785,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-144 |
|
2.618 |
107-021 |
|
1.618 |
106-266 |
|
1.000 |
106-220 |
|
0.618 |
106-191 |
|
HIGH |
106-145 |
|
0.618 |
106-116 |
|
0.500 |
106-108 |
|
0.382 |
106-099 |
|
LOW |
106-070 |
|
0.618 |
106-024 |
|
1.000 |
105-315 |
|
1.618 |
105-269 |
|
2.618 |
105-194 |
|
4.250 |
105-071 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-122 |
106-093 |
| PP |
106-115 |
106-057 |
| S1 |
106-108 |
106-020 |
|