ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105-010 |
105-082 |
0-072 |
0.2% |
105-158 |
| High |
105-092 |
105-180 |
0-088 |
0.3% |
105-180 |
| Low |
104-240 |
105-055 |
0-135 |
0.4% |
104-240 |
| Close |
105-065 |
105-115 |
0-050 |
0.1% |
105-115 |
| Range |
0-172 |
0-125 |
-0-048 |
-27.5% |
0-260 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,425,223 |
1,740,655 |
315,432 |
22.1% |
6,606,180 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-172 |
106-108 |
105-184 |
|
| R3 |
106-047 |
105-303 |
105-149 |
|
| R2 |
105-242 |
105-242 |
105-138 |
|
| R1 |
105-178 |
105-178 |
105-126 |
105-210 |
| PP |
105-117 |
105-117 |
105-117 |
105-132 |
| S1 |
105-053 |
105-053 |
105-104 |
105-085 |
| S2 |
104-312 |
104-312 |
105-092 |
|
| S3 |
104-187 |
104-248 |
105-081 |
|
| S4 |
104-062 |
104-123 |
105-046 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-212 |
107-103 |
105-258 |
|
| R3 |
106-272 |
106-163 |
105-186 |
|
| R2 |
106-012 |
106-012 |
105-163 |
|
| R1 |
105-223 |
105-223 |
105-139 |
105-148 |
| PP |
105-072 |
105-072 |
105-072 |
105-034 |
| S1 |
104-283 |
104-283 |
105-091 |
104-208 |
| S2 |
104-132 |
104-132 |
105-067 |
|
| S3 |
103-192 |
104-023 |
105-044 |
|
| S4 |
102-252 |
103-083 |
104-292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-180 |
104-240 |
0-260 |
0.8% |
0-134 |
0.4% |
75% |
True |
False |
1,321,236 |
| 10 |
105-318 |
104-240 |
1-078 |
1.2% |
0-126 |
0.4% |
49% |
False |
False |
1,195,938 |
| 20 |
107-092 |
104-240 |
2-172 |
2.4% |
0-127 |
0.4% |
24% |
False |
False |
1,099,243 |
| 40 |
107-300 |
104-240 |
3-060 |
3.0% |
0-136 |
0.4% |
19% |
False |
False |
919,439 |
| 60 |
108-222 |
104-240 |
3-302 |
3.7% |
0-130 |
0.4% |
15% |
False |
False |
613,407 |
| 80 |
109-065 |
104-240 |
4-145 |
4.2% |
0-099 |
0.3% |
14% |
False |
False |
460,055 |
| 100 |
111-198 |
104-240 |
6-278 |
6.5% |
0-080 |
0.2% |
9% |
False |
False |
368,044 |
| 120 |
112-035 |
104-240 |
7-115 |
7.0% |
0-066 |
0.2% |
8% |
False |
False |
306,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-071 |
|
2.618 |
106-187 |
|
1.618 |
106-062 |
|
1.000 |
105-305 |
|
0.618 |
105-257 |
|
HIGH |
105-180 |
|
0.618 |
105-132 |
|
0.500 |
105-118 |
|
0.382 |
105-103 |
|
LOW |
105-055 |
|
0.618 |
104-298 |
|
1.000 |
104-250 |
|
1.618 |
104-173 |
|
2.618 |
104-048 |
|
4.250 |
103-164 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-118 |
105-093 |
| PP |
105-117 |
105-072 |
| S1 |
105-116 |
105-050 |
|