ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106-110 |
106-028 |
-0-082 |
-0.2% |
106-042 |
| High |
106-150 |
106-112 |
-0-038 |
-0.1% |
107-092 |
| Low |
106-000 |
105-318 |
-0-002 |
0.0% |
106-012 |
| Close |
106-012 |
106-100 |
0-088 |
0.3% |
106-232 |
| Range |
0-150 |
0-115 |
-0-035 |
-23.3% |
1-080 |
| ATR |
0-144 |
0-142 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,202,901 |
946,716 |
-256,185 |
-21.3% |
9,181,426 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-095 |
107-052 |
106-163 |
|
| R3 |
106-300 |
106-258 |
106-132 |
|
| R2 |
106-185 |
106-185 |
106-121 |
|
| R1 |
106-142 |
106-142 |
106-111 |
106-164 |
| PP |
106-070 |
106-070 |
106-070 |
106-081 |
| S1 |
106-028 |
106-028 |
106-089 |
106-049 |
| S2 |
105-275 |
105-275 |
106-079 |
|
| S3 |
105-160 |
105-232 |
106-068 |
|
| S4 |
105-045 |
105-118 |
106-037 |
|
|
| 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 |
105-318 |
1-095 |
1.2% |
0-138 |
0.4% |
25% |
False |
True |
1,198,542 |
| 10 |
107-092 |
105-295 |
1-118 |
1.3% |
0-137 |
0.4% |
29% |
False |
False |
1,743,289 |
| 20 |
107-300 |
105-295 |
2-005 |
1.9% |
0-146 |
0.4% |
19% |
False |
False |
969,176 |
| 40 |
108-222 |
105-295 |
2-248 |
2.6% |
0-141 |
0.4% |
14% |
False |
False |
486,805 |
| 60 |
108-255 |
105-295 |
2-280 |
2.7% |
0-101 |
0.3% |
14% |
False |
False |
324,537 |
| 80 |
111-042 |
105-295 |
5-068 |
4.9% |
0-076 |
0.2% |
7% |
False |
False |
243,403 |
| 100 |
112-035 |
105-295 |
6-060 |
5.8% |
0-060 |
0.2% |
6% |
False |
False |
194,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-281 |
|
2.618 |
107-094 |
|
1.618 |
106-299 |
|
1.000 |
106-228 |
|
0.618 |
106-184 |
|
HIGH |
106-112 |
|
0.618 |
106-069 |
|
0.500 |
106-055 |
|
0.382 |
106-041 |
|
LOW |
105-318 |
|
0.618 |
105-246 |
|
1.000 |
105-202 |
|
1.618 |
105-131 |
|
2.618 |
105-016 |
|
4.250 |
104-149 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-085 |
106-112 |
| PP |
106-070 |
106-108 |
| S1 |
106-055 |
106-104 |
|