ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-250 |
106-182 |
-0-068 |
-0.2% |
107-168 |
| High |
106-282 |
106-260 |
-0-022 |
-0.1% |
107-300 |
| Low |
106-160 |
106-055 |
-0-105 |
-0.3% |
106-252 |
| Close |
106-192 |
106-158 |
-0-035 |
-0.1% |
106-265 |
| Range |
0-122 |
0-205 |
0-082 |
67.3% |
1-048 |
| ATR |
0-145 |
0-149 |
0-004 |
3.0% |
0-000 |
| Volume |
42,332 |
84,414 |
42,082 |
99.4% |
120,555 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-132 |
108-030 |
106-270 |
|
| R3 |
107-248 |
107-145 |
106-214 |
|
| R2 |
107-042 |
107-042 |
106-195 |
|
| R1 |
106-260 |
106-260 |
106-176 |
106-209 |
| PP |
106-158 |
106-158 |
106-158 |
106-132 |
| S1 |
106-055 |
106-055 |
106-139 |
106-004 |
| S2 |
105-272 |
105-272 |
106-120 |
|
| S3 |
105-068 |
105-170 |
106-101 |
|
| S4 |
104-182 |
104-285 |
106-045 |
|
|
| 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 |
106-055 |
1-245 |
1.7% |
0-167 |
0.5% |
18% |
False |
True |
43,929 |
| 10 |
107-300 |
106-055 |
1-245 |
1.7% |
0-163 |
0.5% |
18% |
False |
True |
26,091 |
| 20 |
108-205 |
106-055 |
2-150 |
2.3% |
0-150 |
0.4% |
13% |
False |
True |
13,943 |
| 40 |
108-222 |
106-055 |
2-168 |
2.4% |
0-097 |
0.3% |
13% |
False |
True |
6,983 |
| 60 |
109-308 |
106-055 |
3-252 |
3.6% |
0-065 |
0.2% |
8% |
False |
True |
4,655 |
| 80 |
112-035 |
106-055 |
5-300 |
5.6% |
0-049 |
0.1% |
5% |
False |
True |
3,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-171 |
|
2.618 |
108-157 |
|
1.618 |
107-272 |
|
1.000 |
107-145 |
|
0.618 |
107-067 |
|
HIGH |
106-260 |
|
0.618 |
106-182 |
|
0.500 |
106-158 |
|
0.382 |
106-133 |
|
LOW |
106-055 |
|
0.618 |
105-248 |
|
1.000 |
105-170 |
|
1.618 |
105-043 |
|
2.618 |
104-158 |
|
4.250 |
103-144 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-158 |
106-240 |
| PP |
106-158 |
106-212 |
| S1 |
106-158 |
106-185 |
|