ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-098 |
106-248 |
0-150 |
0.4% |
106-140 |
| High |
106-270 |
106-318 |
0-048 |
0.1% |
106-182 |
| Low |
106-045 |
106-190 |
0-145 |
0.4% |
105-295 |
| Close |
106-245 |
106-258 |
0-012 |
0.0% |
106-055 |
| Range |
0-225 |
0-128 |
-0-098 |
-43.3% |
0-208 |
| ATR |
0-144 |
0-143 |
-0-001 |
-0.8% |
0-000 |
| Volume |
2,142,269 |
1,308,046 |
-834,223 |
-38.9% |
6,534,930 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-318 |
107-255 |
107-008 |
|
| R3 |
107-190 |
107-128 |
106-293 |
|
| R2 |
107-062 |
107-062 |
106-281 |
|
| R1 |
107-000 |
107-000 |
106-269 |
107-031 |
| PP |
106-255 |
106-255 |
106-255 |
106-271 |
| S1 |
106-192 |
106-192 |
106-246 |
106-224 |
| S2 |
106-128 |
106-128 |
106-234 |
|
| S3 |
106-000 |
106-065 |
106-222 |
|
| S4 |
105-192 |
105-258 |
106-187 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-053 |
107-262 |
106-169 |
|
| R3 |
107-166 |
107-054 |
106-112 |
|
| R2 |
106-278 |
106-278 |
106-093 |
|
| R1 |
106-167 |
106-167 |
106-074 |
106-119 |
| PP |
106-071 |
106-071 |
106-071 |
106-047 |
| S1 |
105-279 |
105-279 |
106-036 |
105-231 |
| S2 |
105-183 |
105-183 |
106-017 |
|
| S3 |
104-296 |
105-072 |
105-318 |
|
| S4 |
104-088 |
104-184 |
105-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-318 |
105-295 |
1-022 |
1.0% |
0-136 |
0.4% |
82% |
True |
False |
2,288,037 |
| 10 |
106-318 |
105-295 |
1-022 |
1.0% |
0-130 |
0.4% |
82% |
True |
False |
1,311,762 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-147 |
0.4% |
44% |
False |
False |
672,839 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-131 |
0.4% |
32% |
False |
False |
336,987 |
| 60 |
109-068 |
105-295 |
3-092 |
3.1% |
0-089 |
0.3% |
27% |
False |
False |
224,658 |
| 80 |
111-198 |
105-295 |
5-222 |
5.3% |
0-067 |
0.2% |
16% |
False |
False |
168,494 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-053 |
0.2% |
14% |
False |
False |
134,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-219 |
|
2.618 |
108-011 |
|
1.618 |
107-204 |
|
1.000 |
107-125 |
|
0.618 |
107-076 |
|
HIGH |
106-318 |
|
0.618 |
106-269 |
|
0.500 |
106-254 |
|
0.382 |
106-239 |
|
LOW |
106-190 |
|
0.618 |
106-111 |
|
1.000 |
106-062 |
|
1.618 |
105-304 |
|
2.618 |
105-176 |
|
4.250 |
104-288 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-256 |
106-227 |
| PP |
106-255 |
106-196 |
| S1 |
106-254 |
106-165 |
|