ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-242 |
105-200 |
-0-042 |
-0.1% |
106-055 |
| High |
105-250 |
105-240 |
-0-010 |
0.0% |
106-062 |
| Low |
105-205 |
105-188 |
-0-018 |
-0.1% |
105-180 |
| Close |
105-238 |
105-230 |
-0-008 |
0.0% |
105-255 |
| Range |
0-045 |
0-052 |
0-008 |
16.7% |
0-202 |
| ATR |
0-132 |
0-127 |
-0-006 |
-4.3% |
0-000 |
| Volume |
50 |
128 |
78 |
156.0% |
24,673 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-057 |
106-036 |
105-259 |
|
| R3 |
106-004 |
105-303 |
105-244 |
|
| R2 |
105-272 |
105-272 |
105-240 |
|
| R1 |
105-251 |
105-251 |
105-235 |
105-261 |
| PP |
105-219 |
105-219 |
105-219 |
105-224 |
| S1 |
105-198 |
105-198 |
105-225 |
105-209 |
| S2 |
105-167 |
105-167 |
105-220 |
|
| S3 |
105-114 |
105-146 |
105-216 |
|
| S4 |
105-062 |
105-093 |
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 |
106-020 |
105-180 |
0-160 |
0.5% |
0-088 |
0.3% |
31% |
False |
False |
3,752 |
| 10 |
106-250 |
105-180 |
1-070 |
1.2% |
0-116 |
0.3% |
13% |
False |
False |
245,656 |
| 20 |
106-250 |
105-138 |
1-112 |
1.3% |
0-122 |
0.4% |
21% |
False |
False |
1,109,240 |
| 40 |
108-025 |
105-138 |
2-208 |
2.5% |
0-139 |
0.4% |
11% |
False |
False |
1,129,096 |
| 60 |
108-058 |
105-138 |
2-240 |
2.6% |
0-151 |
0.4% |
11% |
False |
False |
1,130,290 |
| 80 |
110-048 |
105-138 |
4-230 |
4.5% |
0-162 |
0.5% |
6% |
False |
False |
1,170,872 |
| 100 |
111-310 |
105-138 |
6-172 |
6.2% |
0-165 |
0.5% |
4% |
False |
False |
942,526 |
| 120 |
111-310 |
105-138 |
6-172 |
6.2% |
0-149 |
0.4% |
4% |
False |
False |
785,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-143 |
|
2.618 |
106-057 |
|
1.618 |
106-005 |
|
1.000 |
105-292 |
|
0.618 |
105-272 |
|
HIGH |
105-240 |
|
0.618 |
105-220 |
|
0.500 |
105-214 |
|
0.382 |
105-208 |
|
LOW |
105-188 |
|
0.618 |
105-155 |
|
1.000 |
105-135 |
|
1.618 |
105-103 |
|
2.618 |
105-050 |
|
4.250 |
104-284 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-225 |
105-264 |
| PP |
105-219 |
105-252 |
| S1 |
105-214 |
105-241 |
|