ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-018 |
105-302 |
-0-035 |
-0.1% |
106-250 |
| High |
106-062 |
106-182 |
0-120 |
0.4% |
106-282 |
| Low |
105-295 |
105-300 |
0-005 |
0.0% |
106-035 |
| Close |
106-000 |
106-158 |
0-158 |
0.5% |
106-140 |
| Range |
0-088 |
0-202 |
0-115 |
131.4% |
0-248 |
| ATR |
0-141 |
0-145 |
0-004 |
3.1% |
0-000 |
| Volume |
267,570 |
1,042,039 |
774,469 |
289.4% |
390,447 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-074 |
107-318 |
106-269 |
|
| R3 |
107-192 |
107-116 |
106-213 |
|
| R2 |
106-309 |
106-309 |
106-195 |
|
| R1 |
106-233 |
106-233 |
106-176 |
106-271 |
| PP |
106-107 |
106-107 |
106-107 |
106-126 |
| S1 |
106-031 |
106-031 |
106-139 |
106-069 |
| S2 |
105-224 |
105-224 |
106-120 |
|
| S3 |
105-022 |
105-148 |
106-102 |
|
| S4 |
104-139 |
104-266 |
106-046 |
|
|
| 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 |
106-192 |
105-295 |
0-218 |
0.6% |
0-125 |
0.4% |
84% |
False |
False |
335,487 |
| 10 |
107-300 |
105-295 |
2-005 |
1.9% |
0-154 |
0.5% |
28% |
False |
False |
195,063 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-154 |
0.5% |
28% |
False |
False |
101,590 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-117 |
0.3% |
21% |
False |
False |
50,983 |
| 60 |
109-308 |
105-295 |
4-012 |
3.8% |
0-078 |
0.2% |
14% |
False |
False |
33,989 |
| 80 |
112-035 |
105-295 |
6-060 |
5.8% |
0-058 |
0.2% |
9% |
False |
False |
25,491 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-047 |
0.1% |
9% |
False |
False |
20,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-083 |
|
2.618 |
108-073 |
|
1.618 |
107-190 |
|
1.000 |
107-065 |
|
0.618 |
106-308 |
|
HIGH |
106-182 |
|
0.618 |
106-105 |
|
0.500 |
106-081 |
|
0.382 |
106-057 |
|
LOW |
105-300 |
|
0.618 |
105-175 |
|
1.000 |
105-098 |
|
1.618 |
104-292 |
|
2.618 |
104-090 |
|
4.250 |
103-079 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-132 |
106-131 |
| PP |
106-107 |
106-105 |
| S1 |
106-081 |
106-079 |
|