ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-158 |
105-135 |
-0-022 |
-0.1% |
105-242 |
| High |
105-185 |
105-195 |
0-010 |
0.0% |
105-318 |
| Low |
105-138 |
105-095 |
-0-042 |
-0.1% |
105-108 |
| Close |
105-175 |
105-100 |
-0-075 |
-0.2% |
105-195 |
| Range |
0-048 |
0-100 |
0-052 |
110.5% |
0-210 |
| ATR |
0-120 |
0-119 |
-0-001 |
-1.2% |
0-000 |
| Volume |
75 |
19 |
-56 |
-74.7% |
2,735 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-110 |
106-045 |
105-155 |
|
| R3 |
106-010 |
105-265 |
105-128 |
|
| R2 |
105-230 |
105-230 |
105-118 |
|
| R1 |
105-165 |
105-165 |
105-109 |
105-148 |
| PP |
105-130 |
105-130 |
105-130 |
105-121 |
| S1 |
105-065 |
105-065 |
105-091 |
105-048 |
| S2 |
105-030 |
105-030 |
105-082 |
|
| S3 |
104-250 |
104-285 |
105-072 |
|
| S4 |
104-150 |
104-185 |
105-045 |
|
|
| 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 |
105-095 |
0-222 |
0.7% |
0-102 |
0.3% |
2% |
False |
True |
530 |
| 10 |
106-020 |
105-095 |
0-245 |
0.7% |
0-095 |
0.3% |
2% |
False |
True |
2,141 |
| 20 |
106-250 |
105-095 |
1-155 |
1.4% |
0-113 |
0.3% |
1% |
False |
True |
801,070 |
| 40 |
107-122 |
105-095 |
2-028 |
2.0% |
0-134 |
0.4% |
1% |
False |
True |
1,010,128 |
| 60 |
108-025 |
105-095 |
2-250 |
2.6% |
0-145 |
0.4% |
1% |
False |
True |
1,045,336 |
| 80 |
109-155 |
105-095 |
4-060 |
4.0% |
0-158 |
0.5% |
0% |
False |
True |
1,101,673 |
| 100 |
111-310 |
105-095 |
6-215 |
6.3% |
0-164 |
0.5% |
0% |
False |
True |
942,392 |
| 120 |
111-310 |
105-095 |
6-215 |
6.3% |
0-153 |
0.5% |
0% |
False |
True |
785,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-300 |
|
2.618 |
106-137 |
|
1.618 |
106-037 |
|
1.000 |
105-295 |
|
0.618 |
105-257 |
|
HIGH |
105-195 |
|
0.618 |
105-157 |
|
0.500 |
105-145 |
|
0.382 |
105-133 |
|
LOW |
105-095 |
|
0.618 |
105-033 |
|
1.000 |
104-315 |
|
1.618 |
104-253 |
|
2.618 |
104-153 |
|
4.250 |
103-310 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-145 |
105-172 |
| PP |
105-130 |
105-148 |
| S1 |
105-115 |
105-124 |
|