ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-248 |
106-260 |
0-012 |
0.0% |
106-140 |
| High |
106-318 |
106-310 |
-0-008 |
0.0% |
106-182 |
| Low |
106-190 |
106-232 |
0-042 |
0.1% |
105-295 |
| Close |
106-258 |
106-295 |
0-038 |
0.1% |
106-055 |
| Range |
0-128 |
0-078 |
-0-050 |
-39.2% |
0-208 |
| ATR |
0-143 |
0-138 |
-0-005 |
-3.3% |
0-000 |
| Volume |
1,308,046 |
1,340,044 |
31,998 |
2.4% |
6,534,930 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-192 |
107-161 |
107-018 |
|
| R3 |
107-114 |
107-083 |
106-316 |
|
| R2 |
107-037 |
107-037 |
106-309 |
|
| R1 |
107-006 |
107-006 |
106-302 |
107-021 |
| PP |
106-279 |
106-279 |
106-279 |
106-287 |
| S1 |
106-248 |
106-248 |
106-288 |
106-264 |
| S2 |
106-202 |
106-202 |
106-281 |
|
| S3 |
106-124 |
106-171 |
106-274 |
|
| S4 |
106-047 |
106-093 |
106-252 |
|
|
| 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 |
106-318 |
105-295 |
1-022 |
1.0% |
0-132 |
0.4% |
93% |
False |
False |
2,084,112 |
| 10 |
106-318 |
105-295 |
1-022 |
1.0% |
0-128 |
0.4% |
93% |
False |
False |
1,437,102 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-146 |
0.4% |
50% |
False |
False |
739,636 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-132 |
0.4% |
36% |
False |
False |
370,489 |
| 60 |
109-065 |
105-295 |
3-090 |
3.1% |
0-090 |
0.3% |
30% |
False |
False |
246,992 |
| 80 |
111-198 |
105-295 |
5-222 |
5.3% |
0-068 |
0.2% |
18% |
False |
False |
185,244 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-054 |
0.2% |
16% |
False |
False |
148,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-319 |
|
2.618 |
107-193 |
|
1.618 |
107-115 |
|
1.000 |
107-068 |
|
0.618 |
107-038 |
|
HIGH |
106-310 |
|
0.618 |
106-280 |
|
0.500 |
106-271 |
|
0.382 |
106-262 |
|
LOW |
106-232 |
|
0.618 |
106-185 |
|
1.000 |
106-155 |
|
1.618 |
106-107 |
|
2.618 |
106-030 |
|
4.250 |
105-223 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-287 |
106-257 |
| PP |
106-279 |
106-219 |
| S1 |
106-271 |
106-181 |
|