ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-035 |
106-050 |
0-015 |
0.0% |
106-218 |
| High |
106-070 |
106-065 |
-0-005 |
0.0% |
106-228 |
| Low |
106-018 |
106-015 |
-0-002 |
0.0% |
105-318 |
| Close |
106-052 |
106-048 |
-0-005 |
0.0% |
106-072 |
| Range |
0-052 |
0-050 |
-0-002 |
-4.8% |
0-230 |
| ATR |
0-133 |
0-127 |
-0-006 |
-4.5% |
0-000 |
| Volume |
655,656 |
588,861 |
-66,795 |
-10.2% |
3,928,442 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-192 |
106-170 |
106-075 |
|
| R3 |
106-142 |
106-120 |
106-061 |
|
| R2 |
106-092 |
106-092 |
106-057 |
|
| R1 |
106-070 |
106-070 |
106-052 |
106-056 |
| PP |
106-042 |
106-042 |
106-042 |
106-036 |
| S1 |
106-020 |
106-020 |
106-043 |
106-006 |
| S2 |
105-312 |
105-312 |
106-038 |
|
| S3 |
105-262 |
105-290 |
106-034 |
|
| S4 |
105-212 |
105-240 |
106-020 |
|
|
| 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 |
106-165 |
105-318 |
0-168 |
0.5% |
0-095 |
0.3% |
30% |
False |
False |
821,946 |
| 10 |
107-092 |
105-318 |
1-095 |
1.2% |
0-126 |
0.4% |
12% |
False |
False |
1,140,313 |
| 20 |
107-092 |
105-295 |
1-118 |
1.3% |
0-129 |
0.4% |
17% |
False |
False |
1,061,871 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-137 |
0.4% |
8% |
False |
False |
535,803 |
| 60 |
108-222 |
105-295 |
2-248 |
2.6% |
0-104 |
0.3% |
8% |
False |
False |
357,205 |
| 80 |
110-012 |
105-295 |
4-038 |
3.9% |
0-078 |
0.2% |
6% |
False |
False |
267,904 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-062 |
0.2% |
4% |
False |
False |
214,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-278 |
|
2.618 |
106-196 |
|
1.618 |
106-146 |
|
1.000 |
106-115 |
|
0.618 |
106-096 |
|
HIGH |
106-065 |
|
0.618 |
106-046 |
|
0.500 |
106-040 |
|
0.382 |
106-034 |
|
LOW |
106-015 |
|
0.618 |
105-304 |
|
1.000 |
105-285 |
|
1.618 |
105-254 |
|
2.618 |
105-204 |
|
4.250 |
105-122 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-045 |
106-090 |
| PP |
106-042 |
106-076 |
| S1 |
106-040 |
106-062 |
|