ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-305 |
105-252 |
-0-052 |
-0.2% |
105-198 |
| High |
106-000 |
105-285 |
-0-035 |
-0.1% |
106-250 |
| Low |
105-180 |
105-182 |
0-002 |
0.0% |
105-168 |
| Close |
105-192 |
105-278 |
0-085 |
0.3% |
106-080 |
| Range |
0-140 |
0-102 |
-0-038 |
-26.8% |
1-082 |
| ATR |
0-145 |
0-142 |
-0-003 |
-2.1% |
0-000 |
| Volume |
16,098 |
992 |
-15,106 |
-93.8% |
5,688,080 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-236 |
106-199 |
106-014 |
|
| R3 |
106-133 |
106-097 |
105-306 |
|
| R2 |
106-031 |
106-031 |
105-296 |
|
| R1 |
105-314 |
105-314 |
105-287 |
106-012 |
| PP |
105-248 |
105-248 |
105-248 |
105-258 |
| S1 |
105-212 |
105-212 |
105-268 |
105-230 |
| S2 |
105-146 |
105-146 |
105-259 |
|
| S3 |
105-043 |
105-109 |
105-249 |
|
| S4 |
104-261 |
105-007 |
105-221 |
|
|
| 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% |
0-127 |
0.4% |
25% |
False |
False |
21,530 |
| 10 |
106-250 |
105-138 |
1-112 |
1.3% |
0-128 |
0.4% |
32% |
False |
False |
1,260,555 |
| 20 |
107-122 |
105-138 |
1-305 |
1.8% |
0-139 |
0.4% |
22% |
False |
False |
1,297,387 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-146 |
0.4% |
17% |
False |
False |
1,210,864 |
| 60 |
108-218 |
105-138 |
3-080 |
3.1% |
0-161 |
0.5% |
13% |
False |
False |
1,204,666 |
| 80 |
110-278 |
105-138 |
5-140 |
5.1% |
0-165 |
0.5% |
8% |
False |
False |
1,174,626 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-165 |
0.5% |
7% |
False |
False |
942,511 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-147 |
0.4% |
7% |
False |
False |
785,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-081 |
|
2.618 |
106-233 |
|
1.618 |
106-131 |
|
1.000 |
106-068 |
|
0.618 |
106-028 |
|
HIGH |
105-285 |
|
0.618 |
105-246 |
|
0.500 |
105-234 |
|
0.382 |
105-222 |
|
LOW |
105-182 |
|
0.618 |
105-119 |
|
1.000 |
105-080 |
|
1.618 |
105-017 |
|
2.618 |
104-234 |
|
4.250 |
104-067 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-263 |
105-281 |
| PP |
105-248 |
105-280 |
| S1 |
105-234 |
105-279 |
|