ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-262 |
105-205 |
-0-058 |
-0.2% |
105-242 |
| High |
105-318 |
105-250 |
-0-068 |
-0.2% |
105-318 |
| Low |
105-218 |
105-170 |
-0-048 |
-0.1% |
105-108 |
| Close |
105-238 |
105-195 |
-0-042 |
-0.1% |
105-195 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
0-210 |
| ATR |
0-128 |
0-125 |
-0-003 |
-2.7% |
0-000 |
| Volume |
688 |
83 |
-605 |
-87.9% |
2,735 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-125 |
106-080 |
105-239 |
|
| R3 |
106-045 |
106-000 |
105-217 |
|
| R2 |
105-285 |
105-285 |
105-210 |
|
| R1 |
105-240 |
105-240 |
105-202 |
105-222 |
| PP |
105-205 |
105-205 |
105-205 |
105-196 |
| S1 |
105-160 |
105-160 |
105-188 |
105-142 |
| S2 |
105-125 |
105-125 |
105-180 |
|
| S3 |
105-045 |
105-080 |
105-173 |
|
| S4 |
104-285 |
105-000 |
105-151 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-197 |
107-086 |
105-310 |
|
| R3 |
106-307 |
106-196 |
105-253 |
|
| R2 |
106-097 |
106-097 |
105-234 |
|
| R1 |
105-306 |
105-306 |
105-214 |
105-256 |
| PP |
105-207 |
105-207 |
105-207 |
105-182 |
| S1 |
105-096 |
105-096 |
105-176 |
105-046 |
| S2 |
104-317 |
104-317 |
105-156 |
|
| S3 |
104-107 |
104-206 |
105-137 |
|
| S4 |
103-217 |
103-316 |
105-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-318 |
105-108 |
0-210 |
0.6% |
0-092 |
0.3% |
42% |
False |
False |
547 |
| 10 |
106-250 |
105-108 |
1-142 |
1.4% |
0-112 |
0.3% |
19% |
False |
False |
5,344 |
| 20 |
106-250 |
105-108 |
1-142 |
1.4% |
0-117 |
0.3% |
19% |
False |
False |
903,039 |
| 40 |
107-142 |
105-108 |
2-035 |
2.0% |
0-136 |
0.4% |
13% |
False |
False |
1,047,644 |
| 60 |
108-030 |
105-108 |
2-242 |
2.6% |
0-149 |
0.4% |
10% |
False |
False |
1,078,128 |
| 80 |
109-155 |
105-108 |
4-048 |
3.9% |
0-160 |
0.5% |
7% |
False |
False |
1,155,332 |
| 100 |
111-310 |
105-108 |
6-202 |
6.3% |
0-165 |
0.5% |
4% |
False |
False |
942,447 |
| 120 |
111-310 |
105-108 |
6-202 |
6.3% |
0-152 |
0.4% |
4% |
False |
False |
785,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-270 |
|
2.618 |
106-139 |
|
1.618 |
106-059 |
|
1.000 |
106-010 |
|
0.618 |
105-299 |
|
HIGH |
105-250 |
|
0.618 |
105-219 |
|
0.500 |
105-210 |
|
0.382 |
105-201 |
|
LOW |
105-170 |
|
0.618 |
105-121 |
|
1.000 |
105-090 |
|
1.618 |
105-041 |
|
2.618 |
104-281 |
|
4.250 |
104-150 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-210 |
105-212 |
| PP |
105-205 |
105-207 |
| S1 |
105-200 |
105-201 |
|