ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-105 |
106-035 |
-0-070 |
-0.2% |
106-218 |
| High |
106-165 |
106-070 |
-0-095 |
-0.3% |
106-228 |
| Low |
106-058 |
106-018 |
-0-040 |
-0.1% |
105-318 |
| Close |
106-072 |
106-052 |
-0-020 |
-0.1% |
106-072 |
| Range |
0-108 |
0-052 |
-0-055 |
-51.2% |
0-230 |
| ATR |
0-139 |
0-133 |
-0-006 |
-4.3% |
0-000 |
| Volume |
715,596 |
655,656 |
-59,940 |
-8.4% |
3,928,442 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-204 |
106-181 |
106-081 |
|
| R3 |
106-152 |
106-128 |
106-067 |
|
| R2 |
106-099 |
106-099 |
106-062 |
|
| R1 |
106-076 |
106-076 |
106-057 |
106-088 |
| PP |
106-047 |
106-047 |
106-047 |
106-052 |
| S1 |
106-023 |
106-023 |
106-048 |
106-035 |
| S2 |
105-314 |
105-314 |
106-043 |
|
| S3 |
105-262 |
105-291 |
106-038 |
|
| S4 |
105-209 |
105-238 |
106-024 |
|
|
| 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 |
106-228 |
105-318 |
0-230 |
0.7% |
0-111 |
0.3% |
24% |
False |
False |
916,819 |
| 10 |
107-092 |
105-318 |
1-095 |
1.2% |
0-130 |
0.4% |
13% |
False |
False |
1,376,552 |
| 20 |
107-092 |
105-295 |
1-118 |
1.3% |
0-132 |
0.4% |
18% |
False |
False |
1,034,545 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-138 |
0.4% |
9% |
False |
False |
521,082 |
| 60 |
108-255 |
105-295 |
2-280 |
2.7% |
0-103 |
0.3% |
8% |
False |
False |
347,391 |
| 80 |
110-178 |
105-295 |
4-202 |
4.4% |
0-078 |
0.2% |
5% |
False |
False |
260,543 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-062 |
0.2% |
4% |
False |
False |
208,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-293 |
|
2.618 |
106-207 |
|
1.618 |
106-155 |
|
1.000 |
106-122 |
|
0.618 |
106-102 |
|
HIGH |
106-070 |
|
0.618 |
106-050 |
|
0.500 |
106-044 |
|
0.382 |
106-038 |
|
LOW |
106-018 |
|
0.618 |
105-305 |
|
1.000 |
105-285 |
|
1.618 |
105-253 |
|
2.618 |
105-200 |
|
4.250 |
105-114 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-050 |
106-081 |
| PP |
106-047 |
106-072 |
| S1 |
106-044 |
106-062 |
|