ECBOT 5 Year T-Note Future September 2023
| 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 |
106-090 |
106-010 |
-0-080 |
-0.2% |
107-000 |
| High |
106-115 |
106-092 |
-0-022 |
-0.1% |
107-122 |
| Low |
105-312 |
105-215 |
-0-098 |
-0.3% |
106-080 |
| Close |
106-022 |
105-312 |
-0-030 |
-0.1% |
106-092 |
| Range |
0-122 |
0-198 |
0-075 |
61.2% |
1-042 |
| ATR |
0-164 |
0-166 |
0-002 |
1.5% |
0-000 |
| Volume |
1,016,762 |
1,502,141 |
485,379 |
47.7% |
5,536,393 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-266 |
107-167 |
106-101 |
|
| R3 |
107-068 |
106-289 |
106-047 |
|
| R2 |
106-191 |
106-191 |
106-029 |
|
| R1 |
106-092 |
106-092 |
106-011 |
106-042 |
| PP |
105-313 |
105-313 |
105-313 |
105-289 |
| S1 |
105-214 |
105-214 |
105-294 |
105-165 |
| S2 |
105-116 |
105-116 |
105-276 |
|
| S3 |
104-238 |
105-017 |
105-258 |
|
| S4 |
104-041 |
104-139 |
105-204 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-012 |
109-095 |
106-292 |
|
| R3 |
108-290 |
108-052 |
106-192 |
|
| R2 |
107-248 |
107-248 |
106-159 |
|
| R1 |
107-010 |
107-010 |
106-126 |
106-268 |
| PP |
106-205 |
106-205 |
106-205 |
106-174 |
| S1 |
105-288 |
105-288 |
106-059 |
105-225 |
| S2 |
105-162 |
105-162 |
106-026 |
|
| S3 |
104-120 |
104-245 |
105-313 |
|
| S4 |
103-078 |
103-202 |
105-213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-122 |
105-215 |
1-228 |
1.6% |
0-166 |
0.5% |
18% |
False |
True |
1,226,780 |
| 10 |
107-122 |
105-215 |
1-228 |
1.6% |
0-168 |
0.5% |
18% |
False |
True |
1,240,582 |
| 20 |
108-002 |
105-215 |
2-108 |
2.2% |
0-158 |
0.5% |
13% |
False |
True |
1,167,945 |
| 40 |
108-035 |
105-195 |
2-160 |
2.4% |
0-165 |
0.5% |
15% |
False |
False |
1,150,741 |
| 60 |
109-230 |
105-195 |
4-035 |
3.9% |
0-176 |
0.5% |
9% |
False |
False |
1,211,128 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-177 |
0.5% |
6% |
False |
False |
919,544 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-156 |
0.5% |
6% |
False |
False |
735,708 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-131 |
0.4% |
6% |
False |
False |
613,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-292 |
|
2.618 |
107-290 |
|
1.618 |
107-092 |
|
1.000 |
106-290 |
|
0.618 |
106-215 |
|
HIGH |
106-092 |
|
0.618 |
106-017 |
|
0.500 |
105-314 |
|
0.382 |
105-290 |
|
LOW |
105-215 |
|
0.618 |
105-093 |
|
1.000 |
105-018 |
|
1.618 |
104-215 |
|
2.618 |
104-018 |
|
4.250 |
103-016 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-314 |
106-072 |
| PP |
105-313 |
106-046 |
| S1 |
105-313 |
106-019 |
|