ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-118 |
106-055 |
-0-062 |
-0.2% |
105-198 |
| High |
106-250 |
106-062 |
-0-188 |
-0.5% |
106-250 |
| Low |
106-040 |
105-275 |
-0-085 |
-0.3% |
105-168 |
| Close |
106-080 |
105-278 |
-0-122 |
-0.4% |
106-080 |
| Range |
0-210 |
0-108 |
-0-102 |
-48.8% |
1-082 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.1% |
0-000 |
| Volume |
26,033 |
6,091 |
-19,942 |
-76.6% |
5,688,080 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-314 |
106-243 |
106-017 |
|
| R3 |
106-207 |
106-136 |
105-307 |
|
| R2 |
106-099 |
106-099 |
105-297 |
|
| R1 |
106-028 |
106-028 |
105-287 |
106-010 |
| PP |
105-312 |
105-312 |
105-312 |
105-302 |
| S1 |
105-241 |
105-241 |
105-268 |
105-222 |
| S2 |
105-204 |
105-204 |
105-258 |
|
| S3 |
105-097 |
105-133 |
105-248 |
|
| S4 |
104-309 |
105-026 |
105-218 |
|
|
| 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 |
105-212 |
1-038 |
1.1% |
0-145 |
0.4% |
18% |
False |
False |
487,560 |
| 10 |
106-250 |
105-138 |
1-112 |
1.3% |
0-132 |
0.4% |
32% |
False |
False |
1,599,999 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-138 |
0.4% |
22% |
False |
False |
1,388,287 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-148 |
0.4% |
17% |
False |
False |
1,270,384 |
| 60 |
108-218 |
105-138 |
3-080 |
3.1% |
0-161 |
0.5% |
13% |
False |
False |
1,231,554 |
| 80 |
111-158 |
105-138 |
6-020 |
5.7% |
0-166 |
0.5% |
7% |
False |
False |
1,175,353 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-167 |
0.5% |
7% |
False |
False |
942,346 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-146 |
0.4% |
7% |
False |
False |
785,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-199 |
|
2.618 |
107-024 |
|
1.618 |
106-236 |
|
1.000 |
106-170 |
|
0.618 |
106-129 |
|
HIGH |
106-062 |
|
0.618 |
106-021 |
|
0.500 |
106-009 |
|
0.382 |
105-316 |
|
LOW |
105-275 |
|
0.618 |
105-209 |
|
1.000 |
105-168 |
|
1.618 |
105-101 |
|
2.618 |
104-314 |
|
4.250 |
104-138 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-009 |
106-102 |
| PP |
105-312 |
106-054 |
| S1 |
105-295 |
106-006 |
|