ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-075 |
105-158 |
0-082 |
0.2% |
105-292 |
| High |
105-185 |
105-175 |
-0-010 |
0.0% |
105-318 |
| Low |
105-068 |
105-082 |
0-015 |
0.0% |
105-025 |
| Close |
105-142 |
105-090 |
-0-052 |
-0.2% |
105-142 |
| Range |
0-118 |
0-092 |
-0-025 |
-21.3% |
0-292 |
| ATR |
0-133 |
0-130 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,005,247 |
925,104 |
-80,143 |
-8.0% |
5,353,201 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-073 |
106-014 |
105-141 |
|
| R3 |
105-301 |
105-242 |
105-115 |
|
| R2 |
105-208 |
105-208 |
105-107 |
|
| R1 |
105-149 |
105-149 |
105-098 |
105-132 |
| PP |
105-116 |
105-116 |
105-116 |
105-108 |
| S1 |
105-057 |
105-057 |
105-082 |
105-040 |
| S2 |
105-023 |
105-023 |
105-073 |
|
| S3 |
104-251 |
104-284 |
105-065 |
|
| S4 |
104-158 |
104-192 |
105-039 |
|
|
| 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% |
0-123 |
0.4% |
22% |
False |
False |
1,117,849 |
| 10 |
106-132 |
105-025 |
1-108 |
1.3% |
0-118 |
0.3% |
15% |
False |
False |
1,027,987 |
| 20 |
107-092 |
105-025 |
2-068 |
2.1% |
0-124 |
0.4% |
9% |
False |
False |
1,202,269 |
| 40 |
107-300 |
105-025 |
2-275 |
2.7% |
0-134 |
0.4% |
7% |
False |
False |
777,823 |
| 60 |
108-222 |
105-025 |
3-198 |
3.4% |
0-122 |
0.4% |
6% |
False |
False |
518,722 |
| 80 |
109-308 |
105-025 |
4-282 |
4.6% |
0-092 |
0.3% |
4% |
False |
False |
389,042 |
| 100 |
112-035 |
105-025 |
7-010 |
6.7% |
0-074 |
0.2% |
3% |
False |
False |
311,233 |
| 120 |
112-035 |
105-025 |
7-010 |
6.7% |
0-061 |
0.2% |
3% |
False |
False |
259,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-248 |
|
2.618 |
106-097 |
|
1.618 |
106-005 |
|
1.000 |
105-268 |
|
0.618 |
105-232 |
|
HIGH |
105-175 |
|
0.618 |
105-140 |
|
0.500 |
105-129 |
|
0.382 |
105-118 |
|
LOW |
105-082 |
|
0.618 |
105-025 |
|
1.000 |
104-310 |
|
1.618 |
104-253 |
|
2.618 |
104-160 |
|
4.250 |
104-009 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-129 |
105-105 |
| PP |
105-116 |
105-100 |
| S1 |
105-103 |
105-095 |
|