ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-120 |
106-112 |
-0-008 |
0.0% |
106-250 |
| High |
106-138 |
106-192 |
0-055 |
0.2% |
106-282 |
| Low |
106-035 |
106-108 |
0-072 |
0.2% |
106-035 |
| Close |
106-075 |
106-140 |
0-065 |
0.2% |
106-140 |
| Range |
0-102 |
0-085 |
-0-018 |
-17.1% |
0-248 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.4% |
0-000 |
| Volume |
86,644 |
94,487 |
7,843 |
9.1% |
390,447 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-082 |
107-036 |
106-187 |
|
| R3 |
106-317 |
106-271 |
106-163 |
|
| R2 |
106-232 |
106-232 |
106-156 |
|
| R1 |
106-186 |
106-186 |
106-148 |
106-209 |
| PP |
106-147 |
106-147 |
106-147 |
106-158 |
| S1 |
106-101 |
106-101 |
106-132 |
106-124 |
| S2 |
106-062 |
106-062 |
106-124 |
|
| S3 |
105-297 |
106-016 |
106-117 |
|
| S4 |
105-212 |
105-251 |
106-093 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-255 |
108-125 |
106-276 |
|
| R3 |
108-008 |
107-198 |
106-208 |
|
| R2 |
107-080 |
107-080 |
106-185 |
|
| R1 |
106-270 |
106-270 |
106-163 |
106-211 |
| PP |
106-152 |
106-152 |
106-152 |
106-123 |
| S1 |
106-022 |
106-022 |
106-117 |
105-284 |
| S2 |
105-225 |
105-225 |
106-095 |
|
| S3 |
104-298 |
105-095 |
106-072 |
|
| S4 |
104-050 |
104-168 |
106-004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-282 |
106-035 |
0-248 |
0.7% |
0-136 |
0.4% |
42% |
False |
False |
78,089 |
| 10 |
107-300 |
106-035 |
1-265 |
1.7% |
0-143 |
0.4% |
18% |
False |
False |
51,100 |
| 20 |
108-020 |
106-035 |
1-305 |
1.8% |
0-152 |
0.4% |
17% |
False |
False |
26,910 |
| 40 |
108-222 |
106-035 |
2-188 |
2.4% |
0-106 |
0.3% |
13% |
False |
False |
13,575 |
| 60 |
109-308 |
106-035 |
3-272 |
3.6% |
0-071 |
0.2% |
9% |
False |
False |
9,050 |
| 80 |
112-035 |
106-035 |
6-000 |
5.6% |
0-053 |
0.2% |
5% |
False |
False |
6,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-234 |
|
2.618 |
107-095 |
|
1.618 |
107-010 |
|
1.000 |
106-278 |
|
0.618 |
106-245 |
|
HIGH |
106-192 |
|
0.618 |
106-160 |
|
0.500 |
106-150 |
|
0.382 |
106-140 |
|
LOW |
106-108 |
|
0.618 |
106-055 |
|
1.000 |
106-022 |
|
1.618 |
105-290 |
|
2.618 |
105-205 |
|
4.250 |
105-066 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-150 |
106-142 |
| PP |
106-147 |
106-142 |
| S1 |
106-143 |
106-141 |
|