ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-028 |
105-065 |
0-038 |
0.1% |
105-038 |
| High |
105-030 |
105-122 |
0-092 |
0.3% |
105-122 |
| Low |
104-218 |
104-318 |
0-100 |
0.3% |
104-212 |
| Close |
104-318 |
105-050 |
0-052 |
0.2% |
105-050 |
| Range |
0-132 |
0-125 |
-0-008 |
-5.7% |
0-230 |
| ATR |
0-121 |
0-121 |
0-000 |
0.3% |
0-000 |
| Volume |
10 |
70 |
60 |
600.0% |
1,667 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-112 |
106-046 |
105-119 |
|
| R3 |
105-307 |
105-241 |
105-084 |
|
| R2 |
105-182 |
105-182 |
105-073 |
|
| R1 |
105-116 |
105-116 |
105-061 |
105-086 |
| PP |
105-057 |
105-057 |
105-057 |
105-042 |
| S1 |
104-311 |
104-311 |
105-039 |
104-281 |
| S2 |
104-252 |
104-252 |
105-027 |
|
| S3 |
104-127 |
104-186 |
105-016 |
|
| S4 |
104-002 |
104-061 |
104-301 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-072 |
106-291 |
105-176 |
|
| R3 |
106-162 |
106-061 |
105-113 |
|
| R2 |
105-252 |
105-252 |
105-092 |
|
| R1 |
105-151 |
105-151 |
105-071 |
105-201 |
| PP |
105-022 |
105-022 |
105-022 |
105-047 |
| S1 |
104-241 |
104-241 |
105-029 |
104-291 |
| S2 |
104-112 |
104-112 |
105-008 |
|
| S3 |
103-202 |
104-011 |
104-307 |
|
| S4 |
102-292 |
103-101 |
104-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-122 |
104-212 |
0-230 |
0.7% |
0-113 |
0.3% |
68% |
True |
False |
333 |
| 10 |
105-202 |
104-212 |
0-310 |
0.9% |
0-099 |
0.3% |
51% |
False |
False |
322 |
| 20 |
106-250 |
104-212 |
2-038 |
2.0% |
0-105 |
0.3% |
23% |
False |
False |
2,833 |
| 40 |
107-122 |
104-212 |
2-230 |
2.6% |
0-125 |
0.4% |
18% |
False |
False |
760,360 |
| 60 |
108-025 |
104-212 |
3-132 |
3.2% |
0-136 |
0.4% |
14% |
False |
False |
887,852 |
| 80 |
108-242 |
104-212 |
4-030 |
3.9% |
0-148 |
0.4% |
12% |
False |
False |
951,184 |
| 100 |
111-158 |
104-212 |
6-265 |
6.5% |
0-154 |
0.5% |
7% |
False |
False |
941,263 |
| 120 |
111-310 |
104-212 |
7-098 |
6.9% |
0-157 |
0.5% |
7% |
False |
False |
785,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-014 |
|
2.618 |
106-130 |
|
1.618 |
106-005 |
|
1.000 |
105-248 |
|
0.618 |
105-200 |
|
HIGH |
105-122 |
|
0.618 |
105-075 |
|
0.500 |
105-060 |
|
0.382 |
105-045 |
|
LOW |
104-318 |
|
0.618 |
104-240 |
|
1.000 |
104-192 |
|
1.618 |
104-115 |
|
2.618 |
103-310 |
|
4.250 |
103-106 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-060 |
105-036 |
| PP |
105-057 |
105-022 |
| S1 |
105-053 |
105-008 |
|