ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-110 |
104-302 |
-0-128 |
-0.4% |
105-242 |
| High |
105-202 |
104-302 |
-0-220 |
-0.7% |
105-318 |
| Low |
105-035 |
104-272 |
-0-082 |
-0.2% |
105-108 |
| Close |
105-125 |
104-290 |
-0-155 |
-0.5% |
105-195 |
| Range |
0-168 |
0-030 |
-0-138 |
-82.1% |
0-210 |
| ATR |
0-122 |
0-126 |
0-004 |
2.9% |
0-000 |
| Volume |
1,182 |
84 |
-1,098 |
-92.9% |
2,735 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-058 |
105-044 |
104-306 |
|
| R3 |
105-028 |
105-014 |
104-298 |
|
| R2 |
104-318 |
104-318 |
104-296 |
|
| R1 |
104-304 |
104-304 |
104-293 |
104-296 |
| PP |
104-288 |
104-288 |
104-288 |
104-284 |
| S1 |
104-274 |
104-274 |
104-287 |
104-266 |
| S2 |
104-258 |
104-258 |
104-284 |
|
| S3 |
104-228 |
104-244 |
104-282 |
|
| S4 |
104-198 |
104-214 |
104-274 |
|
|
| 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 |
105-250 |
104-272 |
0-298 |
0.9% |
0-085 |
0.3% |
6% |
False |
True |
288 |
| 10 |
106-020 |
104-272 |
1-068 |
1.2% |
0-090 |
0.3% |
5% |
False |
True |
558 |
| 20 |
106-250 |
104-272 |
1-298 |
1.8% |
0-109 |
0.3% |
3% |
False |
True |
630,556 |
| 40 |
107-122 |
104-272 |
2-170 |
2.4% |
0-132 |
0.4% |
2% |
False |
True |
953,610 |
| 60 |
108-025 |
104-272 |
3-072 |
3.1% |
0-144 |
0.4% |
2% |
False |
True |
1,015,310 |
| 80 |
109-155 |
104-272 |
4-202 |
4.4% |
0-155 |
0.5% |
1% |
False |
True |
1,047,649 |
| 100 |
111-310 |
104-272 |
7-038 |
6.8% |
0-162 |
0.5% |
1% |
False |
True |
942,384 |
| 120 |
111-310 |
104-272 |
7-038 |
6.8% |
0-155 |
0.5% |
1% |
False |
True |
785,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105-110 |
|
2.618 |
105-061 |
|
1.618 |
105-031 |
|
1.000 |
105-012 |
|
0.618 |
105-001 |
|
HIGH |
104-302 |
|
0.618 |
104-291 |
|
0.500 |
104-288 |
|
0.382 |
104-284 |
|
LOW |
104-272 |
|
0.618 |
104-254 |
|
1.000 |
104-242 |
|
1.618 |
104-224 |
|
2.618 |
104-194 |
|
4.250 |
104-145 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-289 |
105-078 |
| PP |
104-288 |
105-042 |
| S1 |
104-288 |
105-006 |
|