ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-022 |
106-082 |
0-060 |
0.2% |
106-218 |
| High |
106-110 |
106-132 |
0-022 |
0.1% |
106-228 |
| Low |
105-202 |
106-015 |
0-132 |
0.4% |
105-318 |
| Close |
106-078 |
106-038 |
-0-040 |
-0.1% |
106-072 |
| Range |
0-228 |
0-118 |
-0-110 |
-48.4% |
0-230 |
| ATR |
0-135 |
0-133 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,222,813 |
1,290,454 |
67,641 |
5.5% |
3,928,442 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-094 |
107-023 |
106-102 |
|
| R3 |
106-297 |
106-226 |
106-070 |
|
| R2 |
106-179 |
106-179 |
106-059 |
|
| R1 |
106-108 |
106-108 |
106-048 |
106-085 |
| PP |
106-062 |
106-062 |
106-062 |
106-050 |
| S1 |
105-311 |
105-311 |
106-027 |
105-288 |
| S2 |
105-264 |
105-264 |
106-016 |
|
| S3 |
105-147 |
105-193 |
106-005 |
|
| S4 |
105-029 |
105-076 |
105-293 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-149 |
108-021 |
106-199 |
|
| R3 |
107-239 |
107-111 |
106-136 |
|
| R2 |
107-009 |
107-009 |
106-115 |
|
| R1 |
106-201 |
106-201 |
106-094 |
106-150 |
| PP |
106-099 |
106-099 |
106-099 |
106-074 |
| S1 |
105-291 |
105-291 |
106-051 |
105-240 |
| S2 |
105-189 |
105-189 |
106-030 |
|
| S3 |
104-279 |
105-061 |
106-009 |
|
| S4 |
104-049 |
104-151 |
105-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-165 |
105-202 |
0-282 |
0.8% |
0-111 |
0.3% |
55% |
False |
False |
894,676 |
| 10 |
107-092 |
105-202 |
1-210 |
1.6% |
0-125 |
0.4% |
29% |
False |
False |
1,046,609 |
| 20 |
107-092 |
105-202 |
1-210 |
1.6% |
0-128 |
0.4% |
29% |
False |
False |
1,179,185 |
| 40 |
108-055 |
105-202 |
2-172 |
2.4% |
0-140 |
0.4% |
19% |
False |
False |
598,589 |
| 60 |
108-222 |
105-202 |
3-020 |
2.9% |
0-110 |
0.3% |
16% |
False |
False |
399,093 |
| 80 |
109-308 |
105-202 |
4-105 |
4.1% |
0-082 |
0.2% |
11% |
False |
False |
299,320 |
| 100 |
112-035 |
105-202 |
6-152 |
6.1% |
0-066 |
0.2% |
7% |
False |
False |
239,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-312 |
|
2.618 |
107-120 |
|
1.618 |
107-003 |
|
1.000 |
106-250 |
|
0.618 |
106-205 |
|
HIGH |
106-132 |
|
0.618 |
106-088 |
|
0.500 |
106-074 |
|
0.382 |
106-060 |
|
LOW |
106-015 |
|
0.618 |
105-262 |
|
1.000 |
105-218 |
|
1.618 |
105-145 |
|
2.618 |
105-027 |
|
4.250 |
104-156 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-074 |
106-028 |
| PP |
106-062 |
106-018 |
| S1 |
106-050 |
106-008 |
|