ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-135 |
105-110 |
-0-025 |
-0.1% |
105-242 |
| High |
105-195 |
105-202 |
0-008 |
0.0% |
105-318 |
| Low |
105-095 |
105-035 |
-0-060 |
-0.2% |
105-108 |
| Close |
105-100 |
105-125 |
0-025 |
0.1% |
105-195 |
| Range |
0-100 |
0-168 |
0-068 |
67.5% |
0-210 |
| ATR |
0-119 |
0-122 |
0-003 |
2.9% |
0-000 |
| Volume |
19 |
1,182 |
1,163 |
6,121.1% |
2,735 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-303 |
106-222 |
105-217 |
|
| R3 |
106-136 |
106-054 |
105-171 |
|
| R2 |
105-288 |
105-288 |
105-156 |
|
| R1 |
105-207 |
105-207 |
105-140 |
105-248 |
| PP |
105-121 |
105-121 |
105-121 |
105-141 |
| S1 |
105-039 |
105-039 |
105-110 |
105-080 |
| S2 |
104-273 |
104-273 |
105-094 |
|
| S3 |
104-106 |
104-192 |
105-079 |
|
| S4 |
103-258 |
104-024 |
105-033 |
|
|
| 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 |
105-035 |
0-282 |
0.8% |
0-099 |
0.3% |
32% |
False |
True |
409 |
| 10 |
106-020 |
105-035 |
0-305 |
0.9% |
0-098 |
0.3% |
30% |
False |
True |
649 |
| 20 |
106-250 |
105-035 |
1-215 |
1.6% |
0-117 |
0.3% |
17% |
False |
True |
743,200 |
| 40 |
107-122 |
105-035 |
2-088 |
2.2% |
0-135 |
0.4% |
12% |
False |
True |
982,974 |
| 60 |
108-025 |
105-035 |
2-310 |
2.8% |
0-146 |
0.4% |
9% |
False |
True |
1,032,911 |
| 80 |
109-155 |
105-035 |
4-120 |
4.2% |
0-157 |
0.5% |
6% |
False |
True |
1,067,631 |
| 100 |
111-310 |
105-035 |
6-275 |
6.5% |
0-163 |
0.5% |
4% |
False |
True |
942,395 |
| 120 |
111-310 |
105-035 |
6-275 |
6.5% |
0-154 |
0.5% |
4% |
False |
True |
785,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-274 |
|
2.618 |
107-001 |
|
1.618 |
106-154 |
|
1.000 |
106-050 |
|
0.618 |
105-306 |
|
HIGH |
105-202 |
|
0.618 |
105-139 |
|
0.500 |
105-119 |
|
0.382 |
105-099 |
|
LOW |
105-035 |
|
0.618 |
104-251 |
|
1.000 |
104-188 |
|
1.618 |
104-084 |
|
2.618 |
103-236 |
|
4.250 |
102-283 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-123 |
105-123 |
| PP |
105-121 |
105-121 |
| S1 |
105-119 |
105-119 |
|