ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-205 |
105-158 |
-0-048 |
-0.1% |
105-242 |
| High |
105-250 |
105-185 |
-0-065 |
-0.2% |
105-318 |
| Low |
105-170 |
105-138 |
-0-032 |
-0.1% |
105-108 |
| Close |
105-195 |
105-175 |
-0-020 |
-0.1% |
105-195 |
| Range |
0-080 |
0-048 |
-0-032 |
-40.6% |
0-210 |
| ATR |
0-125 |
0-120 |
-0-005 |
-3.9% |
0-000 |
| Volume |
83 |
75 |
-8 |
-9.6% |
2,735 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-308 |
105-289 |
105-201 |
|
| R3 |
105-261 |
105-242 |
105-188 |
|
| R2 |
105-213 |
105-213 |
105-184 |
|
| R1 |
105-194 |
105-194 |
105-179 |
105-204 |
| PP |
105-166 |
105-166 |
105-166 |
105-171 |
| S1 |
105-147 |
105-147 |
105-171 |
105-156 |
| S2 |
105-118 |
105-118 |
105-166 |
|
| S3 |
105-071 |
105-099 |
105-162 |
|
| S4 |
105-023 |
105-052 |
105-149 |
|
|
| 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% |
32% |
False |
False |
552 |
| 10 |
106-062 |
105-108 |
0-275 |
0.8% |
0-096 |
0.3% |
25% |
False |
False |
2,748 |
| 20 |
106-250 |
105-108 |
1-142 |
1.4% |
0-115 |
0.3% |
15% |
False |
False |
855,965 |
| 40 |
107-142 |
105-108 |
2-035 |
2.0% |
0-135 |
0.4% |
10% |
False |
False |
1,031,785 |
| 60 |
108-030 |
105-108 |
2-242 |
2.6% |
0-146 |
0.4% |
8% |
False |
False |
1,061,983 |
| 80 |
109-155 |
105-108 |
4-048 |
3.9% |
0-159 |
0.5% |
5% |
False |
False |
1,136,638 |
| 100 |
111-310 |
105-108 |
6-202 |
6.3% |
0-164 |
0.5% |
3% |
False |
False |
942,422 |
| 120 |
111-310 |
105-108 |
6-202 |
6.3% |
0-152 |
0.5% |
3% |
False |
False |
785,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-067 |
|
2.618 |
105-309 |
|
1.618 |
105-262 |
|
1.000 |
105-232 |
|
0.618 |
105-214 |
|
HIGH |
105-185 |
|
0.618 |
105-167 |
|
0.500 |
105-161 |
|
0.382 |
105-156 |
|
LOW |
105-138 |
|
0.618 |
105-108 |
|
1.000 |
105-090 |
|
1.618 |
105-061 |
|
2.618 |
105-013 |
|
4.250 |
104-256 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-170 |
105-228 |
| PP |
105-166 |
105-210 |
| S1 |
105-161 |
105-192 |
|