ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-112 |
106-140 |
0-028 |
0.1% |
106-250 |
| High |
106-192 |
106-150 |
-0-042 |
-0.1% |
106-282 |
| Low |
106-108 |
106-002 |
-0-105 |
-0.3% |
106-035 |
| Close |
106-140 |
106-032 |
-0-108 |
-0.3% |
106-140 |
| Range |
0-085 |
0-148 |
0-062 |
73.5% |
0-248 |
| ATR |
0-145 |
0-145 |
0-000 |
0.1% |
0-000 |
| Volume |
94,487 |
186,696 |
92,209 |
97.6% |
390,447 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-184 |
107-096 |
106-114 |
|
| R3 |
107-037 |
106-268 |
106-073 |
|
| R2 |
106-209 |
106-209 |
106-060 |
|
| R1 |
106-121 |
106-121 |
106-046 |
106-091 |
| PP |
106-062 |
106-062 |
106-062 |
106-047 |
| S1 |
105-293 |
105-293 |
106-019 |
105-264 |
| S2 |
105-234 |
105-234 |
106-005 |
|
| S3 |
105-087 |
105-146 |
105-312 |
|
| S4 |
104-259 |
104-318 |
105-271 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-255 |
108-125 |
106-276 |
|
| R3 |
108-008 |
107-198 |
106-208 |
|
| R2 |
107-080 |
107-080 |
106-185 |
|
| R1 |
106-270 |
106-270 |
106-163 |
106-211 |
| PP |
106-152 |
106-152 |
106-152 |
106-123 |
| S1 |
106-022 |
106-022 |
106-117 |
105-284 |
| S2 |
105-225 |
105-225 |
106-095 |
|
| S3 |
104-298 |
105-095 |
106-072 |
|
| S4 |
104-050 |
104-168 |
106-004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-260 |
106-002 |
0-258 |
0.8% |
0-140 |
0.4% |
12% |
False |
True |
106,962 |
| 10 |
107-300 |
106-002 |
1-298 |
1.8% |
0-146 |
0.4% |
5% |
False |
True |
68,882 |
| 20 |
107-300 |
106-002 |
1-298 |
1.8% |
0-151 |
0.4% |
5% |
False |
True |
36,180 |
| 40 |
108-222 |
106-002 |
2-220 |
2.5% |
0-110 |
0.3% |
3% |
False |
True |
18,243 |
| 60 |
109-308 |
106-002 |
3-305 |
3.7% |
0-073 |
0.2% |
2% |
False |
True |
12,162 |
| 80 |
112-035 |
106-002 |
6-032 |
5.8% |
0-055 |
0.2% |
2% |
False |
True |
9,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-137 |
|
2.618 |
107-216 |
|
1.618 |
107-069 |
|
1.000 |
106-298 |
|
0.618 |
106-241 |
|
HIGH |
106-150 |
|
0.618 |
106-094 |
|
0.500 |
106-076 |
|
0.382 |
106-059 |
|
LOW |
106-002 |
|
0.618 |
105-231 |
|
1.000 |
105-175 |
|
1.618 |
105-084 |
|
2.618 |
104-256 |
|
4.250 |
104-016 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-076 |
106-098 |
| PP |
106-062 |
106-076 |
| S1 |
106-047 |
106-054 |
|