ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-218 |
106-110 |
-0-108 |
-0.3% |
106-042 |
| High |
106-228 |
106-150 |
-0-078 |
-0.2% |
107-092 |
| Low |
106-098 |
106-000 |
-0-098 |
-0.3% |
106-012 |
| Close |
106-102 |
106-012 |
-0-090 |
-0.3% |
106-232 |
| Range |
0-130 |
0-150 |
0-020 |
15.4% |
1-080 |
| ATR |
0-143 |
0-144 |
0-000 |
0.3% |
0-000 |
| Volume |
1,063,229 |
1,202,901 |
139,672 |
13.1% |
9,181,426 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-184 |
107-088 |
106-095 |
|
| R3 |
107-034 |
106-258 |
106-054 |
|
| R2 |
106-204 |
106-204 |
106-040 |
|
| R1 |
106-108 |
106-108 |
106-026 |
106-081 |
| PP |
106-054 |
106-054 |
106-054 |
106-041 |
| S1 |
105-278 |
105-278 |
105-319 |
105-251 |
| S2 |
105-224 |
105-224 |
105-305 |
|
| S3 |
105-074 |
105-128 |
105-291 |
|
| S4 |
104-244 |
104-298 |
105-250 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-139 |
109-266 |
107-132 |
|
| R3 |
109-059 |
108-186 |
107-022 |
|
| R2 |
107-299 |
107-299 |
106-306 |
|
| R1 |
107-106 |
107-106 |
106-269 |
107-202 |
| PP |
106-219 |
106-219 |
106-219 |
106-268 |
| S1 |
106-026 |
106-026 |
106-196 |
106-122 |
| S2 |
105-139 |
105-139 |
106-159 |
|
| S3 |
104-059 |
104-266 |
106-122 |
|
| S4 |
102-299 |
103-186 |
106-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-092 |
106-000 |
1-092 |
1.2% |
0-141 |
0.4% |
3% |
False |
True |
1,270,808 |
| 10 |
107-092 |
105-295 |
1-118 |
1.3% |
0-146 |
0.4% |
9% |
False |
False |
1,752,822 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-144 |
0.4% |
6% |
False |
False |
923,291 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-140 |
0.4% |
4% |
False |
False |
463,137 |
| 60 |
108-292 |
105-295 |
2-318 |
2.8% |
0-099 |
0.3% |
4% |
False |
False |
308,758 |
| 80 |
111-060 |
105-295 |
5-085 |
5.0% |
0-074 |
0.2% |
2% |
False |
False |
231,569 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-059 |
0.2% |
2% |
False |
False |
185,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-148 |
|
2.618 |
107-223 |
|
1.618 |
107-073 |
|
1.000 |
106-300 |
|
0.618 |
106-243 |
|
HIGH |
106-150 |
|
0.618 |
106-093 |
|
0.500 |
106-075 |
|
0.382 |
106-057 |
|
LOW |
106-000 |
|
0.618 |
105-227 |
|
1.000 |
105-170 |
|
1.618 |
105-077 |
|
2.618 |
104-247 |
|
4.250 |
104-002 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-075 |
106-206 |
| PP |
106-054 |
106-142 |
| S1 |
106-033 |
106-077 |
|