ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-055 |
106-250 |
-0-125 |
-0.4% |
107-168 |
| High |
107-105 |
106-282 |
-0-142 |
-0.4% |
107-300 |
| Low |
106-252 |
106-160 |
-0-092 |
-0.3% |
106-252 |
| Close |
106-265 |
106-192 |
-0-072 |
-0.2% |
106-265 |
| Range |
0-172 |
0-122 |
-0-050 |
-29.0% |
1-048 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.2% |
0-000 |
| Volume |
18,291 |
42,332 |
24,041 |
131.4% |
120,555 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-259 |
107-188 |
106-260 |
|
| R3 |
107-137 |
107-066 |
106-226 |
|
| R2 |
107-014 |
107-014 |
106-215 |
|
| R1 |
106-263 |
106-263 |
106-204 |
106-238 |
| PP |
106-212 |
106-212 |
106-212 |
106-199 |
| S1 |
106-141 |
106-141 |
106-181 |
106-115 |
| S2 |
106-089 |
106-089 |
106-170 |
|
| S3 |
105-287 |
106-018 |
106-159 |
|
| S4 |
105-164 |
105-216 |
106-125 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-202 |
109-281 |
107-147 |
|
| R3 |
109-154 |
108-233 |
107-046 |
|
| R2 |
108-107 |
108-107 |
107-012 |
|
| R1 |
107-186 |
107-186 |
106-299 |
107-122 |
| PP |
107-059 |
107-059 |
107-059 |
107-028 |
| S1 |
106-138 |
106-138 |
106-231 |
106-075 |
| S2 |
106-012 |
106-012 |
106-198 |
|
| S3 |
104-284 |
105-091 |
106-164 |
|
| S4 |
103-237 |
104-043 |
106-063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-300 |
106-160 |
1-140 |
1.3% |
0-152 |
0.4% |
7% |
False |
True |
30,802 |
| 10 |
107-300 |
106-160 |
1-140 |
1.3% |
0-155 |
0.5% |
7% |
False |
True |
18,118 |
| 20 |
108-222 |
106-160 |
2-062 |
2.1% |
0-146 |
0.4% |
5% |
False |
True |
9,734 |
| 40 |
108-222 |
106-160 |
2-062 |
2.1% |
0-092 |
0.3% |
5% |
False |
True |
4,873 |
| 60 |
110-012 |
106-160 |
3-172 |
3.3% |
0-061 |
0.2% |
3% |
False |
True |
3,248 |
| 80 |
112-035 |
106-160 |
5-195 |
5.3% |
0-046 |
0.1% |
2% |
False |
True |
2,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-163 |
|
2.618 |
107-283 |
|
1.618 |
107-161 |
|
1.000 |
107-085 |
|
0.618 |
107-038 |
|
HIGH |
106-282 |
|
0.618 |
106-236 |
|
0.500 |
106-221 |
|
0.382 |
106-207 |
|
LOW |
106-160 |
|
0.618 |
106-084 |
|
1.000 |
106-038 |
|
1.618 |
105-282 |
|
2.618 |
105-159 |
|
4.250 |
104-279 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-221 |
107-070 |
| PP |
106-212 |
107-004 |
| S1 |
106-202 |
106-258 |
|