ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-180 |
105-262 |
0-082 |
0.2% |
106-055 |
| High |
105-290 |
105-318 |
0-028 |
0.1% |
106-062 |
| Low |
105-108 |
105-218 |
0-110 |
0.3% |
105-180 |
| Close |
105-265 |
105-238 |
-0-028 |
-0.1% |
105-255 |
| Range |
0-182 |
0-100 |
-0-082 |
-45.2% |
0-202 |
| ATR |
0-131 |
0-128 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,786 |
688 |
-1,098 |
-61.5% |
24,673 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-238 |
106-178 |
105-292 |
|
| R3 |
106-138 |
106-078 |
105-265 |
|
| R2 |
106-038 |
106-038 |
105-256 |
|
| R1 |
105-298 |
105-298 |
105-247 |
105-278 |
| PP |
105-258 |
105-258 |
105-258 |
105-248 |
| S1 |
105-198 |
105-198 |
105-228 |
105-178 |
| S2 |
105-158 |
105-158 |
105-219 |
|
| S3 |
105-058 |
105-098 |
105-210 |
|
| S4 |
104-278 |
104-318 |
105-182 |
|
|
| 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% |
56% |
False |
False |
828 |
| 10 |
106-250 |
105-108 |
1-142 |
1.4% |
0-111 |
0.3% |
28% |
False |
False |
11,179 |
| 20 |
106-250 |
105-108 |
1-142 |
1.4% |
0-118 |
0.3% |
28% |
False |
False |
972,702 |
| 40 |
107-245 |
105-108 |
2-138 |
2.3% |
0-139 |
0.4% |
17% |
False |
False |
1,076,653 |
| 60 |
108-030 |
105-108 |
2-242 |
2.6% |
0-149 |
0.4% |
15% |
False |
False |
1,093,937 |
| 80 |
109-182 |
105-108 |
4-075 |
4.0% |
0-161 |
0.5% |
10% |
False |
False |
1,162,199 |
| 100 |
111-310 |
105-108 |
6-202 |
6.3% |
0-166 |
0.5% |
6% |
False |
False |
942,464 |
| 120 |
111-310 |
105-108 |
6-202 |
6.3% |
0-151 |
0.4% |
6% |
False |
False |
785,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-102 |
|
2.618 |
106-259 |
|
1.618 |
106-159 |
|
1.000 |
106-098 |
|
0.618 |
106-059 |
|
HIGH |
105-318 |
|
0.618 |
105-279 |
|
0.500 |
105-268 |
|
0.382 |
105-256 |
|
LOW |
105-218 |
|
0.618 |
105-156 |
|
1.000 |
105-118 |
|
1.618 |
105-056 |
|
2.618 |
104-276 |
|
4.250 |
104-112 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-268 |
105-229 |
| PP |
105-258 |
105-221 |
| S1 |
105-248 |
105-212 |
|