ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-055 |
105-305 |
-0-070 |
-0.2% |
105-198 |
| High |
106-062 |
106-000 |
-0-062 |
-0.2% |
106-250 |
| Low |
105-275 |
105-180 |
-0-095 |
-0.3% |
105-168 |
| Close |
105-278 |
105-192 |
-0-085 |
-0.3% |
106-080 |
| Range |
0-108 |
0-140 |
0-032 |
30.2% |
1-082 |
| ATR |
0-145 |
0-145 |
0-000 |
-0.3% |
0-000 |
| Volume |
6,091 |
16,098 |
10,007 |
164.3% |
5,688,080 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-011 |
106-242 |
105-270 |
|
| R3 |
106-191 |
106-102 |
105-231 |
|
| R2 |
106-051 |
106-051 |
105-218 |
|
| R1 |
105-282 |
105-282 |
105-205 |
105-256 |
| PP |
105-231 |
105-231 |
105-231 |
105-218 |
| S1 |
105-142 |
105-142 |
105-180 |
105-116 |
| S2 |
105-091 |
105-091 |
105-167 |
|
| S3 |
104-271 |
105-002 |
105-154 |
|
| S4 |
104-131 |
104-182 |
105-116 |
|
|
| 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 |
105-180 |
1-070 |
1.2% |
0-130 |
0.4% |
3% |
False |
True |
97,871 |
| 10 |
106-250 |
105-138 |
1-112 |
1.3% |
0-137 |
0.4% |
13% |
False |
False |
1,485,751 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-138 |
0.4% |
9% |
False |
False |
1,340,695 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-150 |
0.4% |
6% |
False |
False |
1,248,190 |
| 60 |
108-218 |
105-138 |
3-080 |
3.1% |
0-161 |
0.5% |
5% |
False |
False |
1,219,247 |
| 80 |
111-070 |
105-138 |
5-252 |
5.5% |
0-166 |
0.5% |
3% |
False |
False |
1,175,105 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-167 |
0.5% |
3% |
False |
False |
942,502 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-146 |
0.4% |
3% |
False |
False |
785,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-275 |
|
2.618 |
107-047 |
|
1.618 |
106-227 |
|
1.000 |
106-140 |
|
0.618 |
106-087 |
|
HIGH |
106-000 |
|
0.618 |
105-267 |
|
0.500 |
105-250 |
|
0.382 |
105-233 |
|
LOW |
105-180 |
|
0.618 |
105-093 |
|
1.000 |
105-040 |
|
1.618 |
104-273 |
|
2.618 |
104-133 |
|
4.250 |
103-225 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-250 |
106-055 |
| PP |
105-231 |
105-314 |
| S1 |
105-212 |
105-253 |
|