ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-302 |
105-230 |
-0-072 |
-0.2% |
106-035 |
| High |
105-318 |
105-298 |
-0-020 |
-0.1% |
106-132 |
| Low |
105-200 |
105-112 |
-0-088 |
-0.3% |
105-202 |
| Close |
105-208 |
105-210 |
0-002 |
0.0% |
105-310 |
| Range |
0-118 |
0-185 |
0-068 |
57.4% |
0-250 |
| ATR |
0-126 |
0-130 |
0-004 |
3.4% |
0-000 |
| Volume |
965,372 |
1,329,923 |
364,551 |
37.8% |
4,657,223 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-122 |
107-031 |
105-312 |
|
| R3 |
106-257 |
106-166 |
105-261 |
|
| R2 |
106-072 |
106-072 |
105-244 |
|
| R1 |
105-301 |
105-301 |
105-227 |
105-254 |
| PP |
105-207 |
105-207 |
105-207 |
105-183 |
| S1 |
105-116 |
105-116 |
105-193 |
105-069 |
| S2 |
105-022 |
105-022 |
105-176 |
|
| S3 |
104-157 |
104-251 |
105-159 |
|
| S4 |
103-292 |
104-066 |
105-108 |
|
|
| 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 |
105-112 |
1-020 |
1.0% |
0-118 |
0.3% |
29% |
False |
True |
1,034,848 |
| 10 |
106-165 |
105-112 |
1-052 |
1.1% |
0-114 |
0.3% |
26% |
False |
True |
930,388 |
| 20 |
107-092 |
105-112 |
1-300 |
1.8% |
0-130 |
0.4% |
16% |
False |
True |
1,341,605 |
| 40 |
107-300 |
105-112 |
2-188 |
2.4% |
0-140 |
0.4% |
12% |
False |
True |
695,574 |
| 60 |
108-222 |
105-112 |
3-110 |
3.2% |
0-118 |
0.3% |
9% |
False |
True |
463,823 |
| 80 |
109-308 |
105-112 |
4-195 |
4.4% |
0-088 |
0.3% |
7% |
False |
True |
347,867 |
| 100 |
112-035 |
105-112 |
6-242 |
6.4% |
0-071 |
0.2% |
5% |
False |
True |
278,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-124 |
|
2.618 |
107-142 |
|
1.618 |
106-277 |
|
1.000 |
106-162 |
|
0.618 |
106-092 |
|
HIGH |
105-298 |
|
0.618 |
105-227 |
|
0.500 |
105-205 |
|
0.382 |
105-183 |
|
LOW |
105-112 |
|
0.618 |
104-318 |
|
1.000 |
104-248 |
|
1.618 |
104-133 |
|
2.618 |
103-268 |
|
4.250 |
102-286 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-208 |
105-215 |
| PP |
105-207 |
105-213 |
| S1 |
105-205 |
105-212 |
|