ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-182 |
107-055 |
-0-128 |
-0.4% |
107-168 |
| High |
107-300 |
107-105 |
-0-195 |
-0.6% |
107-300 |
| Low |
107-045 |
106-252 |
-0-112 |
-0.3% |
106-252 |
| Close |
107-092 |
106-265 |
-0-148 |
-0.4% |
106-265 |
| Range |
0-255 |
0-172 |
-0-082 |
-32.4% |
1-048 |
| ATR |
0-145 |
0-147 |
0-002 |
1.4% |
0-000 |
| Volume |
45,594 |
18,291 |
-27,303 |
-59.9% |
120,555 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-192 |
108-081 |
107-040 |
|
| R3 |
108-019 |
107-228 |
106-312 |
|
| R2 |
107-167 |
107-167 |
106-297 |
|
| R1 |
107-056 |
107-056 |
106-281 |
107-025 |
| PP |
106-314 |
106-314 |
106-314 |
106-299 |
| S1 |
106-203 |
106-203 |
106-249 |
106-172 |
| S2 |
106-142 |
106-142 |
106-233 |
|
| S3 |
105-289 |
106-031 |
106-218 |
|
| S4 |
105-117 |
105-178 |
106-170 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-202 |
109-281 |
107-147 |
|
| R3 |
109-154 |
108-233 |
107-046 |
|
| R2 |
108-107 |
108-107 |
107-012 |
|
| R1 |
107-186 |
107-186 |
106-299 |
107-122 |
| PP |
107-059 |
107-059 |
107-059 |
107-028 |
| S1 |
106-138 |
106-138 |
106-231 |
106-075 |
| S2 |
106-012 |
106-012 |
106-198 |
|
| S3 |
104-284 |
105-091 |
106-164 |
|
| S4 |
103-237 |
104-043 |
106-063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-300 |
106-252 |
1-048 |
1.1% |
0-151 |
0.4% |
3% |
False |
True |
24,111 |
| 10 |
107-300 |
106-220 |
1-080 |
1.2% |
0-153 |
0.4% |
11% |
False |
False |
14,215 |
| 20 |
108-222 |
106-220 |
2-002 |
1.9% |
0-144 |
0.4% |
7% |
False |
False |
7,619 |
| 40 |
108-255 |
106-208 |
2-048 |
2.0% |
0-089 |
0.3% |
8% |
False |
False |
3,814 |
| 60 |
110-178 |
106-208 |
3-290 |
3.7% |
0-059 |
0.2% |
5% |
False |
False |
2,543 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-044 |
0.1% |
3% |
False |
False |
1,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-198 |
|
2.618 |
108-237 |
|
1.618 |
108-064 |
|
1.000 |
107-278 |
|
0.618 |
107-212 |
|
HIGH |
107-105 |
|
0.618 |
107-039 |
|
0.500 |
107-019 |
|
0.382 |
106-318 |
|
LOW |
106-252 |
|
0.618 |
106-146 |
|
1.000 |
106-080 |
|
1.618 |
105-293 |
|
2.618 |
105-121 |
|
4.250 |
104-159 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-019 |
107-116 |
| PP |
106-314 |
107-059 |
| S1 |
106-290 |
107-002 |
|