ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
107-078 |
107-042 |
-0-035 |
-0.1% |
108-055 |
High |
107-078 |
107-042 |
-0-035 |
-0.1% |
108-105 |
Low |
107-078 |
107-042 |
-0-035 |
-0.1% |
107-150 |
Close |
107-078 |
107-042 |
-0-035 |
-0.1% |
107-150 |
Range |
|
|
|
|
|
ATR |
0-086 |
0-083 |
-0-004 |
-4.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-042 |
107-042 |
107-042 |
|
R3 |
107-042 |
107-042 |
107-042 |
|
R2 |
107-042 |
107-042 |
107-042 |
|
R1 |
107-042 |
107-042 |
107-042 |
107-042 |
PP |
107-042 |
107-042 |
107-042 |
107-042 |
S1 |
107-042 |
107-042 |
107-042 |
107-042 |
S2 |
107-042 |
107-042 |
107-042 |
|
S3 |
107-042 |
107-042 |
107-042 |
|
S4 |
107-042 |
107-042 |
107-042 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-107 |
109-243 |
107-301 |
|
R3 |
109-152 |
108-288 |
107-226 |
|
R2 |
108-197 |
108-197 |
107-200 |
|
R1 |
108-013 |
108-013 |
107-175 |
107-288 |
PP |
107-242 |
107-242 |
107-242 |
107-219 |
S1 |
107-058 |
107-058 |
107-125 |
107-012 |
S2 |
106-287 |
106-287 |
107-100 |
|
S3 |
106-012 |
106-103 |
107-074 |
|
S4 |
105-057 |
105-148 |
106-319 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-042 |
2.618 |
107-042 |
1.618 |
107-042 |
1.000 |
107-042 |
0.618 |
107-042 |
HIGH |
107-042 |
0.618 |
107-042 |
0.500 |
107-042 |
0.382 |
107-042 |
LOW |
107-042 |
0.618 |
107-042 |
1.000 |
107-042 |
1.618 |
107-042 |
2.618 |
107-042 |
4.250 |
107-042 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
107-042 |
107-096 |
PP |
107-042 |
107-078 |
S1 |
107-042 |
107-060 |
|