ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-252 |
105-282 |
0-030 |
0.1% |
106-055 |
| High |
105-285 |
106-020 |
0-055 |
0.2% |
106-062 |
| Low |
105-182 |
105-242 |
0-060 |
0.2% |
105-180 |
| Close |
105-278 |
105-255 |
-0-022 |
-0.1% |
105-255 |
| Range |
0-102 |
0-098 |
-0-005 |
-4.9% |
0-202 |
| ATR |
0-142 |
0-139 |
-0-003 |
-2.2% |
0-000 |
| Volume |
992 |
1,492 |
500 |
50.4% |
24,673 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-252 |
106-191 |
105-309 |
|
| R3 |
106-154 |
106-093 |
105-282 |
|
| R2 |
106-057 |
106-057 |
105-273 |
|
| R1 |
105-316 |
105-316 |
105-264 |
105-298 |
| PP |
105-279 |
105-279 |
105-279 |
105-270 |
| S1 |
105-218 |
105-218 |
105-246 |
105-200 |
| S2 |
105-182 |
105-182 |
105-237 |
|
| S3 |
105-084 |
105-121 |
105-228 |
|
| S4 |
104-307 |
105-023 |
105-201 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-240 |
107-130 |
106-046 |
|
| R3 |
107-038 |
106-248 |
105-311 |
|
| R2 |
106-155 |
106-155 |
105-292 |
|
| R1 |
106-045 |
106-045 |
105-274 |
105-319 |
| PP |
105-272 |
105-272 |
105-272 |
105-249 |
| S1 |
105-162 |
105-162 |
105-236 |
105-116 |
| S2 |
105-070 |
105-070 |
105-218 |
|
| S3 |
104-188 |
104-280 |
105-199 |
|
| S4 |
103-305 |
104-078 |
105-144 |
|
|
| 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% |
0-132 |
0.4% |
19% |
False |
False |
10,141 |
| 10 |
106-250 |
105-138 |
1-112 |
1.3% |
0-128 |
0.4% |
27% |
False |
False |
933,252 |
| 20 |
106-250 |
105-138 |
1-112 |
1.3% |
0-131 |
0.4% |
27% |
False |
False |
1,219,797 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-143 |
0.4% |
14% |
False |
False |
1,172,899 |
| 60 |
108-070 |
105-138 |
2-252 |
2.6% |
0-157 |
0.5% |
13% |
False |
False |
1,179,870 |
| 80 |
110-278 |
105-138 |
5-140 |
5.1% |
0-165 |
0.5% |
7% |
False |
False |
1,174,177 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-165 |
0.5% |
6% |
False |
False |
942,526 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-148 |
0.4% |
6% |
False |
False |
785,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-114 |
|
2.618 |
106-275 |
|
1.618 |
106-178 |
|
1.000 |
106-118 |
|
0.618 |
106-080 |
|
HIGH |
106-020 |
|
0.618 |
105-303 |
|
0.500 |
105-291 |
|
0.382 |
105-280 |
|
LOW |
105-242 |
|
0.618 |
105-182 |
|
1.000 |
105-145 |
|
1.618 |
105-085 |
|
2.618 |
104-307 |
|
4.250 |
104-148 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-291 |
105-260 |
| PP |
105-279 |
105-258 |
| S1 |
105-267 |
105-257 |
|