ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-052 |
106-312 |
-0-060 |
-0.2% |
107-252 |
| High |
107-085 |
107-088 |
0-002 |
0.0% |
108-022 |
| Low |
106-268 |
106-252 |
-0-015 |
0.0% |
106-268 |
| Close |
107-030 |
106-270 |
-0-080 |
-0.2% |
107-030 |
| Range |
0-138 |
0-155 |
0-018 |
12.7% |
1-075 |
| ATR |
0-178 |
0-176 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,599,732 |
770,663 |
-829,069 |
-51.8% |
5,835,831 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-135 |
108-038 |
107-035 |
|
| R3 |
107-300 |
107-202 |
106-313 |
|
| R2 |
107-145 |
107-145 |
106-298 |
|
| R1 |
107-048 |
107-048 |
106-284 |
107-019 |
| PP |
106-310 |
106-310 |
106-310 |
106-296 |
| S1 |
106-212 |
106-212 |
106-256 |
106-184 |
| S2 |
106-155 |
106-155 |
106-242 |
|
| S3 |
106-000 |
106-058 |
106-227 |
|
| S4 |
105-165 |
105-222 |
106-185 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-012 |
110-096 |
107-247 |
|
| R3 |
109-257 |
109-021 |
107-139 |
|
| R2 |
108-182 |
108-182 |
107-102 |
|
| R1 |
107-266 |
107-266 |
107-066 |
107-186 |
| PP |
107-107 |
107-107 |
107-107 |
107-067 |
| S1 |
106-191 |
106-191 |
106-314 |
106-111 |
| S2 |
106-032 |
106-032 |
106-278 |
|
| S3 |
104-277 |
105-116 |
106-241 |
|
| S4 |
103-202 |
104-041 |
106-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-000 |
106-252 |
1-068 |
1.1% |
0-164 |
0.5% |
5% |
False |
True |
1,171,969 |
| 10 |
108-035 |
106-252 |
1-102 |
1.2% |
0-156 |
0.5% |
4% |
False |
True |
1,060,130 |
| 20 |
108-288 |
106-252 |
2-035 |
2.0% |
0-176 |
0.5% |
3% |
False |
True |
1,094,902 |
| 40 |
111-158 |
106-252 |
4-225 |
4.4% |
0-178 |
0.5% |
1% |
False |
True |
951,538 |
| 60 |
111-310 |
106-252 |
5-058 |
4.8% |
0-171 |
0.5% |
1% |
False |
True |
635,706 |
| 80 |
111-310 |
106-252 |
5-058 |
4.8% |
0-134 |
0.4% |
1% |
False |
True |
476,780 |
| 100 |
111-310 |
106-240 |
5-070 |
4.9% |
0-107 |
0.3% |
2% |
False |
False |
381,424 |
| 120 |
111-310 |
106-240 |
5-070 |
4.9% |
0-089 |
0.3% |
2% |
False |
False |
317,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-106 |
|
2.618 |
108-173 |
|
1.618 |
108-018 |
|
1.000 |
107-242 |
|
0.618 |
107-183 |
|
HIGH |
107-088 |
|
0.618 |
107-028 |
|
0.500 |
107-010 |
|
0.382 |
106-312 |
|
LOW |
106-252 |
|
0.618 |
106-157 |
|
1.000 |
106-098 |
|
1.618 |
106-002 |
|
2.618 |
105-167 |
|
4.250 |
104-234 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-010 |
107-105 |
| PP |
106-310 |
107-053 |
| S1 |
106-290 |
107-002 |
|