ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-230 |
105-128 |
-0-102 |
-0.3% |
106-035 |
| High |
105-298 |
105-128 |
-0-170 |
-0.5% |
106-132 |
| Low |
105-112 |
105-025 |
-0-088 |
-0.3% |
105-202 |
| Close |
105-210 |
105-078 |
-0-132 |
-0.4% |
105-310 |
| Range |
0-185 |
0-102 |
-0-082 |
-44.6% |
0-250 |
| ATR |
0-130 |
0-134 |
0-004 |
3.0% |
0-000 |
| Volume |
1,329,923 |
1,363,603 |
33,680 |
2.5% |
4,657,223 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-064 |
106-013 |
105-134 |
|
| R3 |
105-282 |
105-231 |
105-106 |
|
| R2 |
105-179 |
105-179 |
105-096 |
|
| R1 |
105-128 |
105-128 |
105-087 |
105-102 |
| PP |
105-077 |
105-077 |
105-077 |
105-064 |
| S1 |
105-026 |
105-026 |
105-068 |
105-000 |
| S2 |
104-294 |
104-294 |
105-059 |
|
| S3 |
104-192 |
104-243 |
105-049 |
|
| S4 |
104-089 |
104-141 |
105-021 |
|
|
| 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 |
106-065 |
105-025 |
1-040 |
1.1% |
0-114 |
0.3% |
15% |
False |
True |
1,049,478 |
| 10 |
106-165 |
105-025 |
1-140 |
1.4% |
0-113 |
0.3% |
11% |
False |
True |
972,077 |
| 20 |
107-092 |
105-025 |
2-068 |
2.1% |
0-125 |
0.4% |
7% |
False |
True |
1,357,683 |
| 40 |
107-300 |
105-025 |
2-275 |
2.7% |
0-140 |
0.4% |
6% |
False |
True |
729,637 |
| 60 |
108-222 |
105-025 |
3-198 |
3.4% |
0-119 |
0.4% |
5% |
False |
True |
486,550 |
| 80 |
109-308 |
105-025 |
4-282 |
4.6% |
0-090 |
0.3% |
3% |
False |
True |
364,912 |
| 100 |
112-035 |
105-025 |
7-010 |
6.7% |
0-072 |
0.2% |
2% |
False |
True |
291,930 |
| 120 |
112-035 |
105-025 |
7-010 |
6.7% |
0-060 |
0.2% |
2% |
False |
True |
243,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-243 |
|
2.618 |
106-076 |
|
1.618 |
105-293 |
|
1.000 |
105-230 |
|
0.618 |
105-191 |
|
HIGH |
105-128 |
|
0.618 |
105-088 |
|
0.500 |
105-076 |
|
0.382 |
105-064 |
|
LOW |
105-025 |
|
0.618 |
104-282 |
|
1.000 |
104-242 |
|
1.618 |
104-179 |
|
2.618 |
104-077 |
|
4.250 |
103-229 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-077 |
105-171 |
| PP |
105-077 |
105-140 |
| S1 |
105-076 |
105-109 |
|