ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-028 |
106-105 |
0-078 |
0.2% |
106-218 |
| High |
106-112 |
106-165 |
0-052 |
0.2% |
106-228 |
| Low |
105-318 |
106-058 |
0-060 |
0.2% |
105-318 |
| Close |
106-100 |
106-072 |
-0-028 |
-0.1% |
106-072 |
| Range |
0-115 |
0-108 |
-0-008 |
-6.5% |
0-230 |
| ATR |
0-142 |
0-139 |
-0-002 |
-1.7% |
0-000 |
| Volume |
946,716 |
715,596 |
-231,120 |
-24.4% |
3,928,442 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-101 |
107-034 |
106-132 |
|
| R3 |
106-313 |
106-247 |
106-102 |
|
| R2 |
106-206 |
106-206 |
106-092 |
|
| R1 |
106-139 |
106-139 |
106-082 |
106-119 |
| PP |
106-098 |
106-098 |
106-098 |
106-088 |
| S1 |
106-032 |
106-032 |
106-063 |
106-011 |
| S2 |
105-311 |
105-311 |
106-053 |
|
| S3 |
105-203 |
105-244 |
106-043 |
|
| S4 |
105-096 |
105-137 |
106-013 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-149 |
108-021 |
106-199 |
|
| R3 |
107-239 |
107-111 |
106-136 |
|
| R2 |
107-009 |
107-009 |
106-115 |
|
| R1 |
106-201 |
106-201 |
106-094 |
106-150 |
| PP |
106-099 |
106-099 |
106-099 |
106-074 |
| S1 |
105-291 |
105-291 |
106-051 |
105-240 |
| S2 |
105-189 |
105-189 |
106-030 |
|
| S3 |
104-279 |
105-061 |
106-009 |
|
| S4 |
104-049 |
104-151 |
105-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-092 |
105-318 |
1-095 |
1.2% |
0-144 |
0.4% |
18% |
False |
False |
1,073,652 |
| 10 |
107-092 |
105-295 |
1-118 |
1.3% |
0-138 |
0.4% |
22% |
False |
False |
1,578,882 |
| 20 |
107-105 |
105-295 |
1-130 |
1.3% |
0-138 |
0.4% |
22% |
False |
False |
1,002,676 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-140 |
0.4% |
11% |
False |
False |
504,694 |
| 60 |
108-255 |
105-295 |
2-280 |
2.7% |
0-102 |
0.3% |
11% |
False |
False |
336,463 |
| 80 |
110-282 |
105-295 |
4-308 |
4.7% |
0-077 |
0.2% |
6% |
False |
False |
252,347 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-061 |
0.2% |
5% |
False |
False |
201,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-302 |
|
2.618 |
107-126 |
|
1.618 |
107-019 |
|
1.000 |
106-272 |
|
0.618 |
106-231 |
|
HIGH |
106-165 |
|
0.618 |
106-124 |
|
0.500 |
106-111 |
|
0.382 |
106-099 |
|
LOW |
106-058 |
|
0.618 |
105-311 |
|
1.000 |
105-270 |
|
1.618 |
105-204 |
|
2.618 |
105-096 |
|
4.250 |
104-241 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-111 |
106-081 |
| PP |
106-098 |
106-078 |
| S1 |
106-085 |
106-075 |
|