ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-282 |
105-242 |
-0-040 |
-0.1% |
106-055 |
| High |
106-020 |
105-250 |
-0-090 |
-0.3% |
106-062 |
| Low |
105-242 |
105-205 |
-0-038 |
-0.1% |
105-180 |
| Close |
105-255 |
105-238 |
-0-018 |
-0.1% |
105-255 |
| Range |
0-098 |
0-045 |
-0-052 |
-53.8% |
0-202 |
| ATR |
0-139 |
0-132 |
-0-006 |
-4.6% |
0-000 |
| Volume |
1,492 |
50 |
-1,442 |
-96.6% |
24,673 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-046 |
106-027 |
105-262 |
|
| R3 |
106-001 |
105-302 |
105-250 |
|
| R2 |
105-276 |
105-276 |
105-246 |
|
| R1 |
105-257 |
105-257 |
105-242 |
105-244 |
| PP |
105-231 |
105-231 |
105-231 |
105-224 |
| S1 |
105-212 |
105-212 |
105-233 |
105-199 |
| S2 |
105-186 |
105-186 |
105-229 |
|
| S3 |
105-141 |
105-167 |
105-225 |
|
| S4 |
105-096 |
105-122 |
105-213 |
|
|
| 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 |
106-062 |
105-180 |
0-202 |
0.6% |
0-098 |
0.3% |
28% |
False |
False |
4,944 |
| 10 |
106-250 |
105-168 |
1-082 |
1.2% |
0-120 |
0.4% |
17% |
False |
False |
571,280 |
| 20 |
106-250 |
105-138 |
1-112 |
1.3% |
0-125 |
0.4% |
23% |
False |
False |
1,160,072 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-140 |
0.4% |
12% |
False |
False |
1,146,724 |
| 60 |
108-070 |
105-138 |
2-252 |
2.6% |
0-154 |
0.5% |
11% |
False |
False |
1,153,473 |
| 80 |
110-145 |
105-138 |
5-008 |
4.8% |
0-163 |
0.5% |
6% |
False |
False |
1,172,949 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-165 |
0.5% |
5% |
False |
False |
942,526 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-148 |
0.4% |
5% |
False |
False |
785,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-121 |
|
2.618 |
106-048 |
|
1.618 |
106-003 |
|
1.000 |
105-295 |
|
0.618 |
105-278 |
|
HIGH |
105-250 |
|
0.618 |
105-233 |
|
0.500 |
105-228 |
|
0.382 |
105-222 |
|
LOW |
105-205 |
|
0.618 |
105-177 |
|
1.000 |
105-160 |
|
1.618 |
105-132 |
|
2.618 |
105-087 |
|
4.250 |
105-014 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-234 |
105-261 |
| PP |
105-231 |
105-253 |
| S1 |
105-228 |
105-245 |
|