ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-078 |
106-042 |
-0-035 |
-0.1% |
106-140 |
| High |
106-108 |
106-108 |
0-000 |
0.0% |
106-182 |
| Low |
105-295 |
106-012 |
0-038 |
0.1% |
105-295 |
| Close |
106-055 |
106-090 |
0-035 |
0.1% |
106-055 |
| Range |
0-132 |
0-095 |
-0-038 |
-28.3% |
0-208 |
| ATR |
0-141 |
0-138 |
-0-003 |
-2.3% |
0-000 |
| Volume |
2,678,955 |
2,951,247 |
272,292 |
10.2% |
6,534,930 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-035 |
106-318 |
106-142 |
|
| R3 |
106-260 |
106-222 |
106-116 |
|
| R2 |
106-165 |
106-165 |
106-107 |
|
| R1 |
106-128 |
106-128 |
106-099 |
106-146 |
| PP |
106-070 |
106-070 |
106-070 |
106-079 |
| S1 |
106-032 |
106-032 |
106-081 |
106-051 |
| S2 |
105-295 |
105-295 |
106-073 |
|
| S3 |
105-200 |
105-258 |
106-064 |
|
| S4 |
105-105 |
105-162 |
106-038 |
|
|
| 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% |
0-123 |
0.4% |
55% |
False |
False |
1,859,896 |
| 10 |
106-260 |
105-295 |
0-285 |
0.8% |
0-132 |
0.4% |
40% |
False |
False |
983,429 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-143 |
0.4% |
18% |
False |
False |
500,774 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-123 |
0.4% |
13% |
False |
False |
250,730 |
| 60 |
109-110 |
105-295 |
3-135 |
3.2% |
0-083 |
0.2% |
11% |
False |
False |
167,153 |
| 80 |
112-035 |
105-295 |
6-060 |
5.8% |
0-062 |
0.2% |
6% |
False |
False |
125,365 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-050 |
0.1% |
6% |
False |
False |
100,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-191 |
|
2.618 |
107-036 |
|
1.618 |
106-261 |
|
1.000 |
106-202 |
|
0.618 |
106-166 |
|
HIGH |
106-108 |
|
0.618 |
106-071 |
|
0.500 |
106-060 |
|
0.382 |
106-049 |
|
LOW |
106-012 |
|
0.618 |
105-274 |
|
1.000 |
105-238 |
|
1.618 |
105-179 |
|
2.618 |
105-084 |
|
4.250 |
104-249 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-080 |
106-084 |
| PP |
106-070 |
106-078 |
| S1 |
106-060 |
106-071 |
|