ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-082 |
106-030 |
-0-052 |
-0.2% |
106-035 |
| High |
106-132 |
106-065 |
-0-068 |
-0.2% |
106-132 |
| Low |
106-015 |
105-282 |
-0-052 |
-0.2% |
105-202 |
| Close |
106-038 |
105-310 |
-0-048 |
-0.1% |
105-310 |
| Range |
0-118 |
0-102 |
-0-015 |
-12.8% |
0-250 |
| ATR |
0-133 |
0-131 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,290,454 |
899,439 |
-391,015 |
-30.3% |
4,657,223 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-313 |
106-254 |
106-046 |
|
| R3 |
106-211 |
106-152 |
106-018 |
|
| R2 |
106-108 |
106-108 |
106-009 |
|
| R1 |
106-049 |
106-049 |
105-319 |
106-028 |
| PP |
106-006 |
106-006 |
106-006 |
105-315 |
| S1 |
105-267 |
105-267 |
105-301 |
105-245 |
| S2 |
105-223 |
105-223 |
105-291 |
|
| S3 |
105-121 |
105-164 |
105-282 |
|
| S4 |
105-018 |
105-062 |
105-254 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-112 |
107-301 |
106-128 |
|
| R3 |
107-182 |
107-051 |
106-059 |
|
| R2 |
106-252 |
106-252 |
106-036 |
|
| R1 |
106-121 |
106-121 |
106-013 |
106-061 |
| PP |
106-002 |
106-002 |
106-002 |
105-292 |
| S1 |
105-191 |
105-191 |
105-287 |
105-131 |
| S2 |
105-072 |
105-072 |
105-264 |
|
| S3 |
104-142 |
104-261 |
105-241 |
|
| S4 |
103-212 |
104-011 |
105-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-132 |
105-202 |
0-250 |
0.7% |
0-110 |
0.3% |
43% |
False |
False |
931,444 |
| 10 |
107-092 |
105-202 |
1-210 |
1.6% |
0-127 |
0.4% |
20% |
False |
False |
1,002,548 |
| 20 |
107-092 |
105-202 |
1-210 |
1.6% |
0-128 |
0.4% |
20% |
False |
False |
1,219,825 |
| 40 |
108-020 |
105-202 |
2-138 |
2.3% |
0-139 |
0.4% |
14% |
False |
False |
621,028 |
| 60 |
108-222 |
105-202 |
3-020 |
2.9% |
0-112 |
0.3% |
11% |
False |
False |
414,084 |
| 80 |
109-308 |
105-202 |
4-105 |
4.1% |
0-084 |
0.2% |
8% |
False |
False |
310,563 |
| 100 |
112-035 |
105-202 |
6-152 |
6.1% |
0-067 |
0.2% |
5% |
False |
False |
248,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-181 |
|
2.618 |
107-013 |
|
1.618 |
106-231 |
|
1.000 |
106-168 |
|
0.618 |
106-128 |
|
HIGH |
106-065 |
|
0.618 |
106-026 |
|
0.500 |
106-014 |
|
0.382 |
106-002 |
|
LOW |
105-282 |
|
0.618 |
105-219 |
|
1.000 |
105-180 |
|
1.618 |
105-117 |
|
2.618 |
105-014 |
|
4.250 |
104-167 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-014 |
106-008 |
| PP |
106-006 |
106-002 |
| S1 |
105-318 |
105-316 |
|