ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-042 |
106-098 |
0-055 |
0.2% |
106-140 |
| High |
106-108 |
106-270 |
0-162 |
0.5% |
106-182 |
| Low |
106-012 |
106-045 |
0-032 |
0.1% |
105-295 |
| Close |
106-090 |
106-245 |
0-155 |
0.5% |
106-055 |
| Range |
0-095 |
0-225 |
0-130 |
136.8% |
0-208 |
| ATR |
0-138 |
0-144 |
0-006 |
4.5% |
0-000 |
| Volume |
2,951,247 |
2,142,269 |
-808,978 |
-27.4% |
6,534,930 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-222 |
108-138 |
107-049 |
|
| R3 |
107-317 |
107-233 |
106-307 |
|
| R2 |
107-092 |
107-092 |
106-286 |
|
| R1 |
107-008 |
107-008 |
106-266 |
107-050 |
| PP |
106-187 |
106-187 |
106-187 |
106-208 |
| S1 |
106-103 |
106-103 |
106-224 |
106-145 |
| S2 |
105-282 |
105-282 |
106-204 |
|
| S3 |
105-057 |
105-198 |
106-183 |
|
| S4 |
104-152 |
104-293 |
106-121 |
|
|
| 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 |
106-270 |
105-295 |
0-295 |
0.9% |
0-150 |
0.4% |
92% |
True |
False |
2,234,836 |
| 10 |
106-270 |
105-295 |
0-295 |
0.9% |
0-134 |
0.4% |
92% |
True |
False |
1,189,214 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-148 |
0.4% |
42% |
False |
False |
607,652 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-128 |
0.4% |
30% |
False |
False |
304,286 |
| 60 |
109-110 |
105-295 |
3-135 |
3.2% |
0-087 |
0.3% |
25% |
False |
False |
202,858 |
| 80 |
111-198 |
105-295 |
5-222 |
5.3% |
0-065 |
0.2% |
15% |
False |
False |
152,143 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-052 |
0.2% |
14% |
False |
False |
121,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-266 |
|
2.618 |
108-219 |
|
1.618 |
107-314 |
|
1.000 |
107-175 |
|
0.618 |
107-089 |
|
HIGH |
106-270 |
|
0.618 |
106-184 |
|
0.500 |
106-158 |
|
0.382 |
106-131 |
|
LOW |
106-045 |
|
0.618 |
105-226 |
|
1.000 |
105-140 |
|
1.618 |
105-001 |
|
2.618 |
104-096 |
|
4.250 |
103-049 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-216 |
106-204 |
| PP |
106-187 |
106-163 |
| S1 |
106-158 |
106-122 |
|