ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-098 |
105-010 |
-0-088 |
-0.3% |
105-292 |
| High |
105-145 |
105-092 |
-0-052 |
-0.2% |
105-318 |
| Low |
104-272 |
104-240 |
-0-032 |
-0.1% |
105-025 |
| Close |
104-292 |
105-065 |
0-092 |
0.3% |
105-142 |
| Range |
0-192 |
0-172 |
-0-020 |
-10.4% |
0-292 |
| ATR |
0-132 |
0-135 |
0-003 |
2.2% |
0-000 |
| Volume |
1,470,197 |
1,425,223 |
-44,974 |
-3.1% |
5,353,201 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-223 |
106-157 |
105-160 |
|
| R3 |
106-051 |
105-304 |
105-112 |
|
| R2 |
105-198 |
105-198 |
105-097 |
|
| R1 |
105-132 |
105-132 |
105-081 |
105-165 |
| PP |
105-026 |
105-026 |
105-026 |
105-042 |
| S1 |
104-279 |
104-279 |
105-049 |
104-312 |
| S2 |
104-173 |
104-173 |
105-033 |
|
| S3 |
104-001 |
104-107 |
105-018 |
|
| S4 |
103-148 |
103-254 |
104-290 |
|
|
| 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 |
104-240 |
0-265 |
0.8% |
0-133 |
0.4% |
55% |
False |
True |
1,174,154 |
| 10 |
106-065 |
104-240 |
1-145 |
1.4% |
0-124 |
0.4% |
31% |
False |
True |
1,111,816 |
| 20 |
107-092 |
104-240 |
2-172 |
2.4% |
0-124 |
0.4% |
18% |
False |
True |
1,079,212 |
| 40 |
107-300 |
104-240 |
3-060 |
3.0% |
0-136 |
0.4% |
14% |
False |
True |
876,025 |
| 60 |
108-222 |
104-240 |
3-302 |
3.8% |
0-129 |
0.4% |
11% |
False |
True |
584,396 |
| 80 |
109-068 |
104-240 |
4-148 |
4.2% |
0-098 |
0.3% |
10% |
False |
True |
438,297 |
| 100 |
111-198 |
104-240 |
6-278 |
6.5% |
0-078 |
0.2% |
7% |
False |
True |
350,637 |
| 120 |
112-035 |
104-240 |
7-115 |
7.0% |
0-065 |
0.2% |
6% |
False |
True |
292,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-186 |
|
2.618 |
106-224 |
|
1.618 |
106-052 |
|
1.000 |
105-265 |
|
0.618 |
105-199 |
|
HIGH |
105-092 |
|
0.618 |
105-027 |
|
0.500 |
105-006 |
|
0.382 |
104-306 |
|
LOW |
104-240 |
|
0.618 |
104-133 |
|
1.000 |
104-068 |
|
1.618 |
103-281 |
|
2.618 |
103-108 |
|
4.250 |
102-147 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-045 |
105-055 |
| PP |
105-026 |
105-044 |
| S1 |
105-006 |
105-034 |
|