ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-260 |
106-285 |
0-025 |
0.1% |
106-042 |
| High |
106-310 |
107-092 |
0-102 |
0.3% |
107-092 |
| Low |
106-232 |
106-192 |
-0-040 |
-0.1% |
106-012 |
| Close |
106-295 |
106-232 |
-0-062 |
-0.2% |
106-232 |
| Range |
0-078 |
0-220 |
0-142 |
183.9% |
1-080 |
| ATR |
0-138 |
0-144 |
0-006 |
4.2% |
0-000 |
| Volume |
1,340,044 |
1,439,820 |
99,776 |
7.4% |
9,181,426 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-299 |
108-166 |
107-034 |
|
| R3 |
108-079 |
107-266 |
106-293 |
|
| R2 |
107-179 |
107-179 |
106-273 |
|
| R1 |
107-046 |
107-046 |
106-253 |
107-002 |
| PP |
106-279 |
106-279 |
106-279 |
106-258 |
| S1 |
106-146 |
106-146 |
106-212 |
106-102 |
| S2 |
106-059 |
106-059 |
106-192 |
|
| S3 |
105-159 |
105-246 |
106-172 |
|
| S4 |
104-259 |
105-026 |
106-112 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-139 |
109-266 |
107-132 |
|
| R3 |
109-059 |
108-186 |
107-022 |
|
| R2 |
107-299 |
107-299 |
106-306 |
|
| R1 |
107-106 |
107-106 |
106-269 |
107-202 |
| PP |
106-219 |
106-219 |
106-219 |
106-268 |
| S1 |
106-026 |
106-026 |
106-196 |
106-122 |
| S2 |
105-139 |
105-139 |
106-159 |
|
| S3 |
104-059 |
104-266 |
106-122 |
|
| S4 |
102-299 |
103-186 |
106-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-092 |
106-012 |
1-080 |
1.2% |
0-149 |
0.4% |
55% |
True |
False |
1,836,285 |
| 10 |
107-092 |
105-295 |
1-118 |
1.3% |
0-141 |
0.4% |
59% |
True |
False |
1,571,635 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-142 |
0.4% |
40% |
False |
False |
811,367 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-136 |
0.4% |
29% |
False |
False |
406,484 |
| 60 |
109-065 |
105-295 |
3-090 |
3.1% |
0-094 |
0.3% |
25% |
False |
False |
270,989 |
| 80 |
111-198 |
105-295 |
5-222 |
5.3% |
0-071 |
0.2% |
14% |
False |
False |
203,242 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-056 |
0.2% |
13% |
False |
False |
162,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-068 |
|
2.618 |
109-028 |
|
1.618 |
108-128 |
|
1.000 |
107-312 |
|
0.618 |
107-228 |
|
HIGH |
107-092 |
|
0.618 |
107-008 |
|
0.500 |
106-302 |
|
0.382 |
106-277 |
|
LOW |
106-192 |
|
0.618 |
106-057 |
|
1.000 |
105-292 |
|
1.618 |
105-157 |
|
2.618 |
104-257 |
|
4.250 |
103-218 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-302 |
106-301 |
| PP |
106-279 |
106-278 |
| S1 |
106-256 |
106-255 |
|