ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-285 |
106-218 |
-0-068 |
-0.2% |
106-042 |
| High |
107-092 |
106-228 |
-0-185 |
-0.5% |
107-092 |
| Low |
106-192 |
106-098 |
-0-095 |
-0.3% |
106-012 |
| Close |
106-232 |
106-102 |
-0-130 |
-0.4% |
106-232 |
| Range |
0-220 |
0-130 |
-0-090 |
-40.9% |
1-080 |
| ATR |
0-144 |
0-143 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,439,820 |
1,063,229 |
-376,591 |
-26.2% |
9,181,426 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-212 |
107-128 |
106-174 |
|
| R3 |
107-082 |
106-318 |
106-138 |
|
| R2 |
106-272 |
106-272 |
106-126 |
|
| R1 |
106-188 |
106-188 |
106-114 |
106-165 |
| PP |
106-142 |
106-142 |
106-142 |
106-131 |
| S1 |
106-058 |
106-058 |
106-091 |
106-035 |
| S2 |
106-012 |
106-012 |
106-079 |
|
| S3 |
105-202 |
105-248 |
106-067 |
|
| S4 |
105-072 |
105-118 |
106-031 |
|
|
| 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 |
106-045 |
1-048 |
1.1% |
0-156 |
0.5% |
16% |
False |
False |
1,458,681 |
| 10 |
107-092 |
105-295 |
1-118 |
1.3% |
0-140 |
0.4% |
29% |
False |
False |
1,659,288 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-143 |
0.4% |
20% |
False |
False |
864,085 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-139 |
0.4% |
14% |
False |
False |
433,065 |
| 60 |
108-292 |
105-295 |
2-318 |
2.8% |
0-096 |
0.3% |
13% |
False |
False |
288,710 |
| 80 |
111-198 |
105-295 |
5-222 |
5.4% |
0-072 |
0.2% |
7% |
False |
False |
216,532 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-058 |
0.2% |
6% |
False |
False |
173,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-140 |
|
2.618 |
107-248 |
|
1.618 |
107-118 |
|
1.000 |
107-038 |
|
0.618 |
106-308 |
|
HIGH |
106-228 |
|
0.618 |
106-178 |
|
0.500 |
106-162 |
|
0.382 |
106-147 |
|
LOW |
106-098 |
|
0.618 |
106-017 |
|
1.000 |
105-288 |
|
1.618 |
105-207 |
|
2.618 |
105-077 |
|
4.250 |
104-185 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-162 |
106-255 |
| PP |
106-142 |
106-204 |
| S1 |
106-122 |
106-153 |
|