ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-200 |
105-180 |
-0-020 |
-0.1% |
106-055 |
| High |
105-240 |
105-290 |
0-050 |
0.1% |
106-062 |
| Low |
105-188 |
105-108 |
-0-080 |
-0.2% |
105-180 |
| Close |
105-230 |
105-265 |
0-035 |
0.1% |
105-255 |
| Range |
0-052 |
0-182 |
0-130 |
247.6% |
0-202 |
| ATR |
0-127 |
0-131 |
0-004 |
3.2% |
0-000 |
| Volume |
128 |
1,786 |
1,658 |
1,295.3% |
24,673 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-128 |
107-059 |
106-045 |
|
| R3 |
106-266 |
106-197 |
105-315 |
|
| R2 |
106-083 |
106-083 |
105-298 |
|
| R1 |
106-014 |
106-014 |
105-282 |
106-049 |
| PP |
105-221 |
105-221 |
105-221 |
105-238 |
| S1 |
105-152 |
105-152 |
105-248 |
105-186 |
| S2 |
105-038 |
105-038 |
105-232 |
|
| S3 |
104-176 |
104-289 |
105-215 |
|
| S4 |
103-313 |
104-107 |
105-165 |
|
|
| 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 |
105-108 |
0-232 |
0.7% |
0-096 |
0.3% |
68% |
False |
True |
889 |
| 10 |
106-250 |
105-108 |
1-142 |
1.4% |
0-113 |
0.3% |
34% |
False |
True |
49,380 |
| 20 |
106-250 |
105-108 |
1-142 |
1.4% |
0-121 |
0.4% |
34% |
False |
True |
1,034,223 |
| 40 |
108-002 |
105-108 |
2-215 |
2.5% |
0-139 |
0.4% |
18% |
False |
True |
1,101,084 |
| 60 |
108-035 |
105-108 |
2-248 |
2.6% |
0-150 |
0.4% |
18% |
False |
True |
1,111,901 |
| 80 |
109-230 |
105-108 |
4-122 |
4.1% |
0-162 |
0.5% |
11% |
False |
True |
1,166,902 |
| 100 |
111-310 |
105-108 |
6-202 |
6.3% |
0-166 |
0.5% |
7% |
False |
True |
942,479 |
| 120 |
111-310 |
105-108 |
6-202 |
6.3% |
0-150 |
0.4% |
7% |
False |
True |
785,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-106 |
|
2.618 |
107-128 |
|
1.618 |
106-265 |
|
1.000 |
106-152 |
|
0.618 |
106-083 |
|
HIGH |
105-290 |
|
0.618 |
105-220 |
|
0.500 |
105-199 |
|
0.382 |
105-177 |
|
LOW |
105-108 |
|
0.618 |
104-315 |
|
1.000 |
104-245 |
|
1.618 |
104-132 |
|
2.618 |
103-270 |
|
4.250 |
102-292 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-243 |
105-243 |
| PP |
105-221 |
105-221 |
| S1 |
105-199 |
105-199 |
|