ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-030 |
105-292 |
-0-058 |
-0.2% |
106-035 |
| High |
106-065 |
105-310 |
-0-075 |
-0.2% |
106-132 |
| Low |
105-282 |
105-245 |
-0-038 |
-0.1% |
105-202 |
| Close |
105-310 |
105-290 |
-0-020 |
-0.1% |
105-310 |
| Range |
0-102 |
0-065 |
-0-038 |
-36.6% |
0-250 |
| ATR |
0-131 |
0-126 |
-0-005 |
-3.6% |
0-000 |
| Volume |
899,439 |
689,056 |
-210,383 |
-23.4% |
4,657,223 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-157 |
106-128 |
106-006 |
|
| R3 |
106-092 |
106-063 |
105-308 |
|
| R2 |
106-027 |
106-027 |
105-302 |
|
| R1 |
105-318 |
105-318 |
105-296 |
105-300 |
| PP |
105-282 |
105-282 |
105-282 |
105-272 |
| S1 |
105-253 |
105-253 |
105-284 |
105-235 |
| S2 |
105-217 |
105-217 |
105-278 |
|
| S3 |
105-152 |
105-188 |
105-272 |
|
| S4 |
105-087 |
105-123 |
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% |
0-112 |
0.3% |
35% |
False |
False |
938,124 |
| 10 |
106-228 |
105-202 |
1-025 |
1.0% |
0-112 |
0.3% |
25% |
False |
False |
927,472 |
| 20 |
107-092 |
105-202 |
1-210 |
1.6% |
0-126 |
0.4% |
17% |
False |
False |
1,249,553 |
| 40 |
108-020 |
105-202 |
2-138 |
2.3% |
0-139 |
0.4% |
11% |
False |
False |
638,232 |
| 60 |
108-222 |
105-202 |
3-020 |
2.9% |
0-113 |
0.3% |
9% |
False |
False |
425,568 |
| 80 |
109-308 |
105-202 |
4-105 |
4.1% |
0-085 |
0.2% |
6% |
False |
False |
319,176 |
| 100 |
112-035 |
105-202 |
6-152 |
6.1% |
0-068 |
0.2% |
4% |
False |
False |
255,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-266 |
|
2.618 |
106-160 |
|
1.618 |
106-095 |
|
1.000 |
106-055 |
|
0.618 |
106-030 |
|
HIGH |
105-310 |
|
0.618 |
105-285 |
|
0.500 |
105-278 |
|
0.382 |
105-270 |
|
LOW |
105-245 |
|
0.618 |
105-205 |
|
1.000 |
105-180 |
|
1.618 |
105-140 |
|
2.618 |
105-075 |
|
4.250 |
104-289 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-286 |
106-029 |
| PP |
105-282 |
106-009 |
| S1 |
105-278 |
105-310 |
|