ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-140 |
106-018 |
-0-122 |
-0.4% |
106-250 |
| High |
106-150 |
106-062 |
-0-088 |
-0.3% |
106-282 |
| Low |
106-002 |
105-295 |
-0-028 |
-0.1% |
106-035 |
| Close |
106-032 |
106-000 |
-0-032 |
-0.1% |
106-140 |
| Range |
0-148 |
0-088 |
-0-060 |
-40.7% |
0-248 |
| ATR |
0-145 |
0-141 |
-0-004 |
-2.8% |
0-000 |
| Volume |
186,696 |
267,570 |
80,874 |
43.3% |
390,447 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-275 |
106-225 |
106-048 |
|
| R3 |
106-188 |
106-138 |
106-024 |
|
| R2 |
106-100 |
106-100 |
106-016 |
|
| R1 |
106-050 |
106-050 |
106-008 |
106-031 |
| PP |
106-012 |
106-012 |
106-012 |
106-003 |
| S1 |
105-282 |
105-282 |
105-312 |
105-264 |
| S2 |
105-245 |
105-245 |
105-304 |
|
| S3 |
105-158 |
105-195 |
105-296 |
|
| S4 |
105-070 |
105-108 |
105-272 |
|
|
| 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 |
106-250 |
105-295 |
0-275 |
0.8% |
0-117 |
0.3% |
9% |
False |
True |
143,593 |
| 10 |
107-300 |
105-295 |
2-005 |
1.9% |
0-142 |
0.4% |
4% |
False |
True |
93,761 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-151 |
0.4% |
4% |
False |
True |
49,543 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-112 |
0.3% |
3% |
False |
True |
24,932 |
| 60 |
109-308 |
105-295 |
4-012 |
3.8% |
0-074 |
0.2% |
2% |
False |
True |
16,621 |
| 80 |
112-035 |
105-295 |
6-060 |
5.8% |
0-056 |
0.2% |
1% |
False |
True |
12,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-114 |
|
2.618 |
106-292 |
|
1.618 |
106-204 |
|
1.000 |
106-150 |
|
0.618 |
106-117 |
|
HIGH |
106-062 |
|
0.618 |
106-029 |
|
0.500 |
106-019 |
|
0.382 |
106-008 |
|
LOW |
105-295 |
|
0.618 |
105-241 |
|
1.000 |
105-208 |
|
1.618 |
105-153 |
|
2.618 |
105-066 |
|
4.250 |
104-243 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-019 |
106-084 |
| PP |
106-012 |
106-056 |
| S1 |
106-006 |
106-028 |
|