ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-050 |
106-022 |
-0-028 |
-0.1% |
106-218 |
| High |
106-065 |
106-110 |
0-045 |
0.1% |
106-228 |
| Low |
106-015 |
105-202 |
-0-132 |
-0.4% |
105-318 |
| Close |
106-048 |
106-078 |
0-030 |
0.1% |
106-072 |
| Range |
0-050 |
0-228 |
0-178 |
355.0% |
0-230 |
| ATR |
0-127 |
0-135 |
0-007 |
5.6% |
0-000 |
| Volume |
588,861 |
1,222,813 |
633,952 |
107.7% |
3,928,442 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-066 |
107-299 |
106-203 |
|
| R3 |
107-158 |
107-072 |
106-140 |
|
| R2 |
106-251 |
106-251 |
106-119 |
|
| R1 |
106-164 |
106-164 |
106-098 |
106-208 |
| PP |
106-023 |
106-023 |
106-023 |
106-045 |
| S1 |
105-257 |
105-257 |
106-057 |
105-300 |
| S2 |
105-116 |
105-116 |
106-036 |
|
| S3 |
104-208 |
105-029 |
106-015 |
|
| S4 |
103-301 |
104-122 |
105-272 |
|
|
| 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 |
105-202 |
0-282 |
0.8% |
0-110 |
0.3% |
69% |
False |
True |
825,928 |
| 10 |
107-092 |
105-202 |
1-210 |
1.6% |
0-126 |
0.4% |
37% |
False |
True |
1,048,368 |
| 20 |
107-092 |
105-202 |
1-210 |
1.6% |
0-130 |
0.4% |
37% |
False |
True |
1,118,791 |
| 40 |
108-205 |
105-202 |
3-002 |
2.8% |
0-140 |
0.4% |
20% |
False |
True |
566,367 |
| 60 |
108-222 |
105-202 |
3-020 |
2.9% |
0-108 |
0.3% |
20% |
False |
True |
377,586 |
| 80 |
109-308 |
105-202 |
4-105 |
4.1% |
0-081 |
0.2% |
14% |
False |
True |
283,189 |
| 100 |
112-035 |
105-202 |
6-152 |
6.1% |
0-065 |
0.2% |
9% |
False |
True |
226,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-117 |
|
2.618 |
108-066 |
|
1.618 |
107-158 |
|
1.000 |
107-018 |
|
0.618 |
106-251 |
|
HIGH |
106-110 |
|
0.618 |
106-023 |
|
0.500 |
105-316 |
|
0.382 |
105-289 |
|
LOW |
105-202 |
|
0.618 |
105-062 |
|
1.000 |
104-295 |
|
1.618 |
104-154 |
|
2.618 |
103-247 |
|
4.250 |
102-196 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-050 |
106-050 |
| PP |
106-023 |
106-023 |
| S1 |
105-316 |
105-316 |
|