ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-140 |
106-078 |
-0-062 |
-0.2% |
106-140 |
| High |
106-168 |
106-108 |
-0-060 |
-0.2% |
106-182 |
| Low |
106-070 |
105-295 |
-0-095 |
-0.3% |
105-295 |
| Close |
106-095 |
106-055 |
-0-040 |
-0.1% |
106-055 |
| Range |
0-098 |
0-132 |
0-035 |
35.9% |
0-208 |
| ATR |
0-142 |
0-141 |
-0-001 |
-0.5% |
0-000 |
| Volume |
2,359,670 |
2,678,955 |
319,285 |
13.5% |
6,534,930 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-123 |
107-062 |
106-128 |
|
| R3 |
106-311 |
106-249 |
106-091 |
|
| R2 |
106-178 |
106-178 |
106-079 |
|
| R1 |
106-117 |
106-117 |
106-067 |
106-081 |
| PP |
106-046 |
106-046 |
106-046 |
106-028 |
| S1 |
105-304 |
105-304 |
106-043 |
105-269 |
| S2 |
105-233 |
105-233 |
106-031 |
|
| S3 |
105-101 |
105-172 |
106-019 |
|
| S4 |
104-288 |
105-039 |
105-302 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-053 |
107-262 |
106-169 |
|
| R3 |
107-166 |
107-054 |
106-112 |
|
| R2 |
106-278 |
106-278 |
106-093 |
|
| R1 |
106-167 |
106-167 |
106-074 |
106-119 |
| PP |
106-071 |
106-071 |
106-071 |
106-047 |
| S1 |
105-279 |
105-279 |
106-036 |
105-231 |
| S2 |
105-183 |
105-183 |
106-017 |
|
| S3 |
104-296 |
105-072 |
105-318 |
|
| S4 |
104-088 |
104-184 |
105-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-182 |
105-295 |
0-208 |
0.6% |
0-134 |
0.4% |
39% |
False |
True |
1,306,986 |
| 10 |
106-282 |
105-295 |
0-308 |
0.9% |
0-134 |
0.4% |
26% |
False |
True |
692,537 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-144 |
0.4% |
12% |
False |
True |
353,376 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-122 |
0.4% |
9% |
False |
True |
176,948 |
| 60 |
109-308 |
105-295 |
4-012 |
3.8% |
0-082 |
0.2% |
6% |
False |
True |
117,966 |
| 80 |
112-035 |
105-295 |
6-060 |
5.8% |
0-061 |
0.2% |
4% |
False |
True |
88,474 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-049 |
0.1% |
4% |
False |
True |
70,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-031 |
|
2.618 |
107-134 |
|
1.618 |
107-002 |
|
1.000 |
106-240 |
|
0.618 |
106-189 |
|
HIGH |
106-108 |
|
0.618 |
106-057 |
|
0.500 |
106-041 |
|
0.382 |
106-026 |
|
LOW |
105-295 |
|
0.618 |
105-213 |
|
1.000 |
105-162 |
|
1.618 |
105-081 |
|
2.618 |
104-268 |
|
4.250 |
104-052 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-050 |
106-079 |
| PP |
106-046 |
106-071 |
| S1 |
106-041 |
106-063 |
|