ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
105-128 |
105-075 |
-0-052 |
-0.2% |
105-292 |
High |
105-128 |
105-185 |
0-058 |
0.2% |
105-318 |
Low |
105-025 |
105-068 |
0-042 |
0.1% |
105-025 |
Close |
105-078 |
105-142 |
0-065 |
0.2% |
105-142 |
Range |
0-102 |
0-118 |
0-015 |
14.6% |
0-292 |
ATR |
0-134 |
0-133 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,363,603 |
1,005,247 |
-358,356 |
-26.3% |
5,353,201 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-164 |
106-111 |
105-207 |
|
R3 |
106-047 |
105-313 |
105-175 |
|
R2 |
105-249 |
105-249 |
105-164 |
|
R1 |
105-196 |
105-196 |
105-153 |
105-222 |
PP |
105-132 |
105-132 |
105-132 |
105-145 |
S1 |
105-078 |
105-078 |
105-132 |
105-105 |
S2 |
105-014 |
105-014 |
105-121 |
|
S3 |
104-217 |
104-281 |
105-110 |
|
S4 |
104-099 |
104-163 |
105-078 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-079 |
107-243 |
105-303 |
|
R3 |
107-107 |
106-271 |
105-223 |
|
R2 |
106-134 |
106-134 |
105-196 |
|
R1 |
105-298 |
105-298 |
105-169 |
105-230 |
PP |
105-162 |
105-162 |
105-162 |
105-128 |
S1 |
105-006 |
105-006 |
105-116 |
104-258 |
S2 |
104-189 |
104-189 |
105-089 |
|
S3 |
103-217 |
104-033 |
105-062 |
|
S4 |
102-244 |
103-061 |
104-302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-318 |
105-025 |
0-292 |
0.9% |
0-118 |
0.3% |
40% |
False |
False |
1,070,640 |
10 |
106-132 |
105-025 |
1-108 |
1.3% |
0-114 |
0.3% |
27% |
False |
False |
1,001,042 |
20 |
107-092 |
105-025 |
2-068 |
2.1% |
0-126 |
0.4% |
17% |
False |
False |
1,289,962 |
40 |
107-300 |
105-025 |
2-275 |
2.7% |
0-136 |
0.4% |
13% |
False |
False |
754,723 |
60 |
108-222 |
105-025 |
3-198 |
3.4% |
0-121 |
0.4% |
10% |
False |
False |
503,304 |
80 |
109-308 |
105-025 |
4-282 |
4.6% |
0-091 |
0.3% |
8% |
False |
False |
377,478 |
100 |
112-035 |
105-025 |
7-010 |
6.7% |
0-073 |
0.2% |
5% |
False |
False |
301,982 |
120 |
112-035 |
105-025 |
7-010 |
6.7% |
0-061 |
0.2% |
5% |
False |
False |
251,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-044 |
2.618 |
106-173 |
1.618 |
106-055 |
1.000 |
105-302 |
0.618 |
105-258 |
HIGH |
105-185 |
0.618 |
105-140 |
0.500 |
105-126 |
0.382 |
105-112 |
LOW |
105-068 |
0.618 |
104-315 |
1.000 |
104-270 |
1.618 |
104-197 |
2.618 |
104-080 |
4.250 |
103-208 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-137 |
105-161 |
PP |
105-132 |
105-155 |
S1 |
105-126 |
105-149 |
|