ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-162 |
106-120 |
-0-042 |
-0.1% |
107-168 |
| High |
106-250 |
106-138 |
-0-112 |
-0.3% |
107-300 |
| Low |
106-088 |
106-035 |
-0-052 |
-0.2% |
106-252 |
| Close |
106-115 |
106-075 |
-0-040 |
-0.1% |
106-265 |
| Range |
0-162 |
0-102 |
-0-060 |
-36.9% |
1-048 |
| ATR |
0-150 |
0-147 |
-0-003 |
-2.3% |
0-000 |
| Volume |
82,570 |
86,644 |
4,074 |
4.9% |
120,555 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-070 |
107-015 |
106-131 |
|
| R3 |
106-288 |
106-232 |
106-103 |
|
| R2 |
106-185 |
106-185 |
106-094 |
|
| R1 |
106-130 |
106-130 |
106-084 |
106-106 |
| PP |
106-082 |
106-082 |
106-082 |
106-071 |
| S1 |
106-028 |
106-028 |
106-066 |
106-004 |
| S2 |
105-300 |
105-300 |
106-056 |
|
| S3 |
105-198 |
105-245 |
106-047 |
|
| S4 |
105-095 |
105-142 |
106-019 |
|
|
| 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 |
107-105 |
106-035 |
1-070 |
1.1% |
0-153 |
0.5% |
10% |
False |
True |
62,850 |
| 10 |
107-300 |
106-035 |
1-265 |
1.7% |
0-164 |
0.5% |
7% |
False |
True |
42,169 |
| 20 |
108-020 |
106-035 |
1-305 |
1.8% |
0-150 |
0.4% |
6% |
False |
True |
22,232 |
| 40 |
108-222 |
106-035 |
2-188 |
2.4% |
0-104 |
0.3% |
5% |
False |
True |
11,213 |
| 60 |
109-308 |
106-035 |
3-272 |
3.6% |
0-069 |
0.2% |
3% |
False |
True |
7,475 |
| 80 |
112-035 |
106-035 |
6-000 |
5.6% |
0-052 |
0.2% |
2% |
False |
True |
5,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-253 |
|
2.618 |
107-086 |
|
1.618 |
106-303 |
|
1.000 |
106-240 |
|
0.618 |
106-201 |
|
HIGH |
106-138 |
|
0.618 |
106-098 |
|
0.500 |
106-086 |
|
0.382 |
106-074 |
|
LOW |
106-035 |
|
0.618 |
105-292 |
|
1.000 |
105-252 |
|
1.618 |
105-189 |
|
2.618 |
105-087 |
|
4.250 |
104-239 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-086 |
106-148 |
| PP |
106-082 |
106-123 |
| S1 |
106-079 |
106-099 |
|