ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
105-038 |
105-090 |
0-052 |
0.2% |
105-158 |
High |
105-065 |
105-110 |
0-045 |
0.1% |
105-202 |
Low |
105-020 |
104-305 |
-0-035 |
-0.1% |
104-272 |
Close |
105-028 |
104-310 |
-0-038 |
-0.1% |
105-038 |
Range |
0-045 |
0-125 |
0-080 |
177.8% |
0-250 |
ATR |
0-118 |
0-118 |
0-001 |
0.4% |
0-000 |
Volume |
103 |
946 |
843 |
818.4% |
1,561 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-083 |
106-002 |
105-059 |
|
R3 |
105-278 |
105-197 |
105-024 |
|
R2 |
105-153 |
105-153 |
105-013 |
|
R1 |
105-072 |
105-072 |
105-001 |
105-050 |
PP |
105-028 |
105-028 |
105-028 |
105-018 |
S1 |
104-267 |
104-267 |
104-299 |
104-245 |
S2 |
104-223 |
104-223 |
104-287 |
|
S3 |
104-098 |
104-142 |
104-276 |
|
S4 |
103-293 |
104-017 |
104-241 |
|
|
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% |
0-090 |
0.3% |
15% |
False |
False |
503 |
10 |
105-318 |
104-272 |
1-045 |
1.1% |
0-096 |
0.3% |
10% |
False |
False |
516 |
20 |
106-250 |
104-272 |
1-298 |
1.8% |
0-106 |
0.3% |
6% |
False |
False |
123,086 |
40 |
107-122 |
104-272 |
2-170 |
2.4% |
0-125 |
0.4% |
5% |
False |
False |
857,218 |
60 |
108-025 |
104-272 |
3-072 |
3.1% |
0-140 |
0.4% |
4% |
False |
False |
948,114 |
80 |
109-095 |
104-272 |
4-142 |
4.2% |
0-150 |
0.4% |
3% |
False |
False |
990,819 |
100 |
111-310 |
104-272 |
7-038 |
6.8% |
0-157 |
0.5% |
2% |
False |
False |
942,085 |
120 |
111-310 |
104-272 |
7-038 |
6.8% |
0-155 |
0.5% |
2% |
False |
False |
785,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-001 |
2.618 |
106-117 |
1.618 |
105-312 |
1.000 |
105-235 |
0.618 |
105-187 |
HIGH |
105-110 |
0.618 |
105-062 |
0.500 |
105-048 |
0.382 |
105-033 |
LOW |
104-305 |
0.618 |
104-228 |
1.000 |
104-180 |
1.618 |
104-103 |
2.618 |
103-298 |
4.250 |
103-094 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-048 |
105-046 |
PP |
105-028 |
105-028 |
S1 |
105-009 |
105-009 |
|