ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
104-302 |
104-310 |
0-008 |
0.0% |
105-158 |
High |
104-302 |
105-062 |
0-080 |
0.2% |
105-202 |
Low |
104-272 |
104-302 |
0-030 |
0.1% |
104-272 |
Close |
104-290 |
105-038 |
0-068 |
0.2% |
105-038 |
Range |
0-030 |
0-080 |
0-050 |
166.7% |
0-250 |
ATR |
0-126 |
0-123 |
-0-002 |
-1.9% |
0-000 |
Volume |
84 |
201 |
117 |
139.3% |
1,561 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-268 |
105-232 |
105-082 |
|
R3 |
105-188 |
105-152 |
105-060 |
|
R2 |
105-108 |
105-108 |
105-052 |
|
R1 |
105-072 |
105-072 |
105-045 |
105-090 |
PP |
105-028 |
105-028 |
105-028 |
105-036 |
S1 |
104-312 |
104-312 |
105-030 |
105-010 |
S2 |
104-268 |
104-268 |
105-023 |
|
S3 |
104-188 |
104-232 |
105-016 |
|
S4 |
104-108 |
104-152 |
104-314 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-174 |
107-036 |
105-175 |
|
R3 |
106-244 |
106-106 |
105-106 |
|
R2 |
105-314 |
105-314 |
105-083 |
|
R1 |
105-176 |
105-176 |
105-060 |
105-120 |
PP |
105-064 |
105-064 |
105-064 |
105-036 |
S1 |
104-246 |
104-246 |
105-015 |
104-190 |
S2 |
104-134 |
104-134 |
104-312 |
|
S3 |
103-204 |
103-316 |
104-289 |
|
S4 |
102-274 |
103-066 |
104-220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-202 |
104-272 |
0-250 |
0.7% |
0-085 |
0.3% |
34% |
False |
False |
312 |
10 |
105-318 |
104-272 |
1-045 |
1.1% |
0-088 |
0.3% |
23% |
False |
False |
429 |
20 |
106-250 |
104-272 |
1-298 |
1.8% |
0-108 |
0.3% |
14% |
False |
False |
466,841 |
40 |
107-122 |
104-272 |
2-170 |
2.4% |
0-128 |
0.4% |
10% |
False |
False |
915,179 |
60 |
108-025 |
104-272 |
3-072 |
3.1% |
0-144 |
0.4% |
8% |
False |
False |
998,250 |
80 |
109-155 |
104-272 |
4-202 |
4.4% |
0-152 |
0.5% |
6% |
False |
False |
1,026,749 |
100 |
111-310 |
104-272 |
7-038 |
6.8% |
0-160 |
0.5% |
4% |
False |
False |
942,354 |
120 |
111-310 |
104-272 |
7-038 |
6.8% |
0-155 |
0.5% |
4% |
False |
False |
785,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-082 |
2.618 |
105-272 |
1.618 |
105-192 |
1.000 |
105-142 |
0.618 |
105-112 |
HIGH |
105-062 |
0.618 |
105-032 |
0.500 |
105-022 |
0.382 |
105-013 |
LOW |
104-302 |
0.618 |
104-253 |
1.000 |
104-222 |
1.618 |
104-173 |
2.618 |
104-093 |
4.250 |
103-282 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-032 |
105-078 |
PP |
105-028 |
105-064 |
S1 |
105-022 |
105-051 |
|