ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-158 |
105-095 |
-0-062 |
-0.2% |
105-292 |
| High |
105-175 |
105-148 |
-0-028 |
-0.1% |
105-318 |
| Low |
105-082 |
105-058 |
-0-025 |
-0.1% |
105-025 |
| Close |
105-090 |
105-080 |
-0-010 |
0.0% |
105-142 |
| Range |
0-092 |
0-090 |
-0-002 |
-2.7% |
0-292 |
| ATR |
0-130 |
0-127 |
-0-003 |
-2.2% |
0-000 |
| Volume |
925,104 |
1,045,001 |
119,897 |
13.0% |
5,353,201 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-045 |
105-312 |
105-130 |
|
| R3 |
105-275 |
105-222 |
105-105 |
|
| R2 |
105-185 |
105-185 |
105-096 |
|
| R1 |
105-132 |
105-132 |
105-088 |
105-114 |
| PP |
105-095 |
105-095 |
105-095 |
105-086 |
| S1 |
105-042 |
105-042 |
105-072 |
105-024 |
| S2 |
105-005 |
105-005 |
105-064 |
|
| S3 |
104-235 |
104-272 |
105-055 |
|
| S4 |
104-145 |
104-182 |
105-030 |
|
|
| 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 |
105-298 |
105-025 |
0-272 |
0.8% |
0-118 |
0.3% |
20% |
False |
False |
1,133,775 |
| 10 |
106-132 |
105-025 |
1-108 |
1.3% |
0-122 |
0.4% |
13% |
False |
False |
1,073,601 |
| 20 |
107-092 |
105-025 |
2-068 |
2.1% |
0-124 |
0.4% |
8% |
False |
False |
1,106,957 |
| 40 |
107-300 |
105-025 |
2-275 |
2.7% |
0-133 |
0.4% |
6% |
False |
False |
803,865 |
| 60 |
108-222 |
105-025 |
3-198 |
3.4% |
0-123 |
0.4% |
5% |
False |
False |
536,139 |
| 80 |
109-110 |
105-025 |
4-085 |
4.1% |
0-093 |
0.3% |
4% |
False |
False |
402,104 |
| 100 |
112-035 |
105-025 |
7-010 |
6.7% |
0-075 |
0.2% |
2% |
False |
False |
321,683 |
| 120 |
112-035 |
105-025 |
7-010 |
6.7% |
0-062 |
0.2% |
2% |
False |
False |
268,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-210 |
|
2.618 |
106-063 |
|
1.618 |
105-293 |
|
1.000 |
105-238 |
|
0.618 |
105-203 |
|
HIGH |
105-148 |
|
0.618 |
105-113 |
|
0.500 |
105-102 |
|
0.382 |
105-092 |
|
LOW |
105-058 |
|
0.618 |
105-002 |
|
1.000 |
104-288 |
|
1.618 |
104-232 |
|
2.618 |
104-142 |
|
4.250 |
103-315 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-102 |
105-121 |
| PP |
105-095 |
105-108 |
| S1 |
105-088 |
105-094 |
|