ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-095 |
105-098 |
0-002 |
0.0% |
105-292 |
| High |
105-148 |
105-145 |
-0-002 |
0.0% |
105-318 |
| Low |
105-058 |
104-272 |
-0-105 |
-0.3% |
105-025 |
| Close |
105-080 |
104-292 |
-0-108 |
-0.3% |
105-142 |
| Range |
0-090 |
0-192 |
0-102 |
113.9% |
0-292 |
| ATR |
0-127 |
0-132 |
0-005 |
3.7% |
0-000 |
| Volume |
1,045,001 |
1,470,197 |
425,196 |
40.7% |
5,353,201 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-281 |
106-159 |
105-078 |
|
| R3 |
106-088 |
105-287 |
105-025 |
|
| R2 |
105-216 |
105-216 |
105-008 |
|
| R1 |
105-094 |
105-094 |
104-310 |
105-059 |
| PP |
105-023 |
105-023 |
105-023 |
105-006 |
| S1 |
104-222 |
104-222 |
104-275 |
104-186 |
| S2 |
104-151 |
104-151 |
104-257 |
|
| S3 |
103-278 |
104-029 |
104-240 |
|
| S4 |
103-086 |
103-157 |
104-187 |
|
|
| 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 |
105-185 |
104-272 |
0-232 |
0.7% |
0-119 |
0.4% |
9% |
False |
True |
1,161,830 |
| 10 |
106-132 |
104-272 |
1-180 |
1.5% |
0-118 |
0.4% |
4% |
False |
True |
1,098,339 |
| 20 |
107-092 |
104-272 |
2-140 |
2.3% |
0-122 |
0.4% |
3% |
False |
True |
1,073,353 |
| 40 |
107-300 |
104-272 |
3-028 |
2.9% |
0-135 |
0.4% |
2% |
False |
True |
840,503 |
| 60 |
108-222 |
104-272 |
3-270 |
3.7% |
0-126 |
0.4% |
2% |
False |
True |
560,642 |
| 80 |
109-110 |
104-272 |
4-158 |
4.3% |
0-096 |
0.3% |
1% |
False |
True |
420,482 |
| 100 |
111-198 |
104-272 |
6-245 |
6.4% |
0-077 |
0.2% |
1% |
False |
True |
336,385 |
| 120 |
112-035 |
104-272 |
7-082 |
6.9% |
0-064 |
0.2% |
1% |
False |
True |
280,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-003 |
|
2.618 |
107-009 |
|
1.618 |
106-136 |
|
1.000 |
106-018 |
|
0.618 |
105-264 |
|
HIGH |
105-145 |
|
0.618 |
105-071 |
|
0.500 |
105-049 |
|
0.382 |
105-026 |
|
LOW |
104-272 |
|
0.618 |
104-154 |
|
1.000 |
104-080 |
|
1.618 |
103-281 |
|
2.618 |
103-089 |
|
4.250 |
102-094 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-049 |
105-064 |
| PP |
105-023 |
105-033 |
| S1 |
104-318 |
105-003 |
|