ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-098 |
106-118 |
0-020 |
0.1% |
105-198 |
| High |
106-145 |
106-250 |
0-105 |
0.3% |
106-250 |
| Low |
106-070 |
106-040 |
-0-030 |
-0.1% |
105-168 |
| Close |
106-130 |
106-080 |
-0-050 |
-0.1% |
106-080 |
| Range |
0-075 |
0-210 |
0-135 |
180.0% |
1-082 |
| ATR |
0-142 |
0-147 |
0-005 |
3.4% |
0-000 |
| Volume |
58,437 |
26,033 |
-32,404 |
-55.5% |
5,688,080 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-113 |
107-307 |
106-196 |
|
| R3 |
107-223 |
107-097 |
106-138 |
|
| R2 |
107-013 |
107-013 |
106-118 |
|
| R1 |
106-207 |
106-207 |
106-099 |
106-165 |
| PP |
106-123 |
106-123 |
106-123 |
106-102 |
| S1 |
105-317 |
105-317 |
106-061 |
105-275 |
| S2 |
105-233 |
105-233 |
106-042 |
|
| S3 |
105-023 |
105-107 |
106-022 |
|
| S4 |
104-133 |
104-217 |
105-284 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-307 |
109-116 |
106-301 |
|
| R3 |
108-224 |
108-033 |
106-191 |
|
| R2 |
107-142 |
107-142 |
106-154 |
|
| R1 |
106-271 |
106-271 |
106-117 |
107-046 |
| PP |
106-059 |
106-059 |
106-059 |
106-107 |
| S1 |
105-188 |
105-188 |
106-043 |
105-284 |
| S2 |
104-297 |
104-297 |
106-006 |
|
| S3 |
103-214 |
104-106 |
105-289 |
|
| S4 |
102-132 |
103-023 |
105-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-250 |
105-168 |
1-082 |
1.2% |
0-142 |
0.4% |
58% |
True |
False |
1,137,616 |
| 10 |
106-250 |
105-138 |
1-112 |
1.3% |
0-135 |
0.4% |
61% |
True |
False |
1,709,183 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-138 |
0.4% |
42% |
False |
False |
1,435,655 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-151 |
0.4% |
31% |
False |
False |
1,296,354 |
| 60 |
108-218 |
105-138 |
3-080 |
3.1% |
0-162 |
0.5% |
25% |
False |
False |
1,248,028 |
| 80 |
111-158 |
105-138 |
6-020 |
5.7% |
0-168 |
0.5% |
14% |
False |
False |
1,175,951 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-168 |
0.5% |
13% |
False |
False |
942,285 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-145 |
0.4% |
13% |
False |
False |
785,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-182 |
|
2.618 |
108-160 |
|
1.618 |
107-270 |
|
1.000 |
107-140 |
|
0.618 |
107-060 |
|
HIGH |
106-250 |
|
0.618 |
106-170 |
|
0.500 |
106-145 |
|
0.382 |
106-120 |
|
LOW |
106-040 |
|
0.618 |
105-230 |
|
1.000 |
105-150 |
|
1.618 |
105-020 |
|
2.618 |
104-130 |
|
4.250 |
103-108 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-145 |
106-139 |
| PP |
106-123 |
106-119 |
| S1 |
106-102 |
106-100 |
|