ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
105-302 |
106-140 |
0-158 |
0.5% |
106-250 |
| High |
106-182 |
106-168 |
-0-015 |
0.0% |
106-282 |
| Low |
105-300 |
106-070 |
0-090 |
0.3% |
106-035 |
| Close |
106-158 |
106-095 |
-0-062 |
-0.2% |
106-140 |
| Range |
0-202 |
0-098 |
-0-105 |
-51.9% |
0-248 |
| ATR |
0-145 |
0-142 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,042,039 |
2,359,670 |
1,317,631 |
126.4% |
390,447 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-083 |
107-027 |
106-149 |
|
| R3 |
106-306 |
106-249 |
106-122 |
|
| R2 |
106-208 |
106-208 |
106-113 |
|
| R1 |
106-152 |
106-152 |
106-104 |
106-131 |
| PP |
106-111 |
106-111 |
106-111 |
106-101 |
| S1 |
106-054 |
106-054 |
106-086 |
106-034 |
| S2 |
106-013 |
106-013 |
106-077 |
|
| S3 |
105-236 |
105-277 |
106-068 |
|
| S4 |
105-138 |
105-179 |
106-041 |
|
|
| 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% |
0-124 |
0.4% |
55% |
False |
False |
790,092 |
| 10 |
107-105 |
105-295 |
1-130 |
1.3% |
0-138 |
0.4% |
27% |
False |
False |
426,471 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-146 |
0.4% |
19% |
False |
False |
219,484 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-119 |
0.4% |
14% |
False |
False |
109,975 |
| 60 |
109-308 |
105-295 |
4-012 |
3.8% |
0-079 |
0.2% |
9% |
False |
False |
73,316 |
| 80 |
112-035 |
105-295 |
6-060 |
5.8% |
0-060 |
0.2% |
6% |
False |
False |
54,987 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-048 |
0.1% |
6% |
False |
False |
43,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-262 |
|
2.618 |
107-103 |
|
1.618 |
107-005 |
|
1.000 |
106-265 |
|
0.618 |
106-228 |
|
HIGH |
106-168 |
|
0.618 |
106-130 |
|
0.500 |
106-119 |
|
0.382 |
106-107 |
|
LOW |
106-070 |
|
0.618 |
106-010 |
|
1.000 |
105-292 |
|
1.618 |
105-232 |
|
2.618 |
105-135 |
|
4.250 |
104-296 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-119 |
106-090 |
| PP |
106-111 |
106-084 |
| S1 |
106-103 |
106-079 |
|