ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-182 |
106-162 |
-0-020 |
-0.1% |
107-168 |
| High |
106-260 |
106-250 |
-0-010 |
0.0% |
107-300 |
| Low |
106-055 |
106-088 |
0-032 |
0.1% |
106-252 |
| Close |
106-158 |
106-115 |
-0-042 |
-0.1% |
106-265 |
| Range |
0-205 |
0-162 |
-0-042 |
-20.7% |
1-048 |
| ATR |
0-149 |
0-150 |
0-001 |
0.6% |
0-000 |
| Volume |
84,414 |
82,570 |
-1,844 |
-2.2% |
120,555 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-318 |
107-219 |
106-204 |
|
| R3 |
107-156 |
107-057 |
106-160 |
|
| R2 |
106-313 |
106-313 |
106-145 |
|
| R1 |
106-214 |
106-214 |
106-130 |
106-182 |
| PP |
106-151 |
106-151 |
106-151 |
106-135 |
| S1 |
106-052 |
106-052 |
106-100 |
106-020 |
| S2 |
105-308 |
105-308 |
106-085 |
|
| S3 |
105-146 |
105-209 |
106-070 |
|
| S4 |
104-303 |
105-047 |
106-026 |
|
|
| 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% |
0-184 |
0.5% |
11% |
False |
False |
54,640 |
| 10 |
107-300 |
106-055 |
1-245 |
1.7% |
0-164 |
0.5% |
11% |
False |
False |
33,915 |
| 20 |
108-055 |
106-055 |
2-000 |
1.9% |
0-152 |
0.4% |
9% |
False |
False |
17,994 |
| 40 |
108-222 |
106-055 |
2-168 |
2.4% |
0-101 |
0.3% |
7% |
False |
False |
9,047 |
| 60 |
109-308 |
106-055 |
3-252 |
3.6% |
0-067 |
0.2% |
5% |
False |
False |
6,031 |
| 80 |
112-035 |
106-055 |
5-300 |
5.6% |
0-051 |
0.1% |
3% |
False |
False |
4,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-301 |
|
2.618 |
108-035 |
|
1.618 |
107-193 |
|
1.000 |
107-092 |
|
0.618 |
107-030 |
|
HIGH |
106-250 |
|
0.618 |
106-188 |
|
0.500 |
106-169 |
|
0.382 |
106-150 |
|
LOW |
106-088 |
|
0.618 |
105-307 |
|
1.000 |
105-245 |
|
1.618 |
105-145 |
|
2.618 |
104-302 |
|
4.250 |
104-037 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-169 |
106-169 |
| PP |
106-151 |
106-151 |
| S1 |
106-133 |
106-133 |
|