ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-292 |
105-302 |
0-010 |
0.0% |
106-035 |
| High |
105-310 |
105-318 |
0-008 |
0.0% |
106-132 |
| Low |
105-245 |
105-200 |
-0-045 |
-0.1% |
105-202 |
| Close |
105-290 |
105-208 |
-0-082 |
-0.2% |
105-310 |
| Range |
0-065 |
0-118 |
0-052 |
80.8% |
0-250 |
| ATR |
0-126 |
0-126 |
-0-001 |
-0.5% |
0-000 |
| Volume |
689,056 |
965,372 |
276,316 |
40.1% |
4,657,223 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-274 |
106-198 |
105-272 |
|
| R3 |
106-157 |
106-081 |
105-240 |
|
| R2 |
106-039 |
106-039 |
105-229 |
|
| R1 |
105-283 |
105-283 |
105-218 |
105-262 |
| PP |
105-242 |
105-242 |
105-242 |
105-231 |
| S1 |
105-166 |
105-166 |
105-197 |
105-145 |
| S2 |
105-124 |
105-124 |
105-186 |
|
| S3 |
105-007 |
105-048 |
105-175 |
|
| S4 |
104-209 |
104-251 |
105-143 |
|
|
| 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 |
105-200 |
0-252 |
0.7% |
0-126 |
0.4% |
3% |
False |
True |
1,013,426 |
| 10 |
106-165 |
105-200 |
0-285 |
0.8% |
0-110 |
0.3% |
3% |
False |
True |
917,686 |
| 20 |
107-092 |
105-200 |
1-212 |
1.6% |
0-125 |
0.4% |
1% |
False |
True |
1,288,487 |
| 40 |
107-300 |
105-200 |
2-100 |
2.2% |
0-138 |
0.4% |
1% |
False |
True |
662,334 |
| 60 |
108-222 |
105-200 |
3-022 |
2.9% |
0-115 |
0.3% |
1% |
False |
True |
441,658 |
| 80 |
109-308 |
105-200 |
4-108 |
4.1% |
0-086 |
0.3% |
1% |
False |
True |
331,243 |
| 100 |
112-035 |
105-200 |
6-155 |
6.1% |
0-069 |
0.2% |
0% |
False |
True |
264,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-177 |
|
2.618 |
106-305 |
|
1.618 |
106-188 |
|
1.000 |
106-115 |
|
0.618 |
106-070 |
|
HIGH |
105-318 |
|
0.618 |
105-273 |
|
0.500 |
105-259 |
|
0.382 |
105-245 |
|
LOW |
105-200 |
|
0.618 |
105-127 |
|
1.000 |
105-082 |
|
1.618 |
105-010 |
|
2.618 |
104-212 |
|
4.250 |
104-021 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-259 |
105-292 |
| PP |
105-242 |
105-264 |
| S1 |
105-225 |
105-236 |
|