ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-312 |
106-270 |
-0-042 |
-0.1% |
107-252 |
| High |
107-088 |
107-002 |
-0-085 |
-0.2% |
108-022 |
| Low |
106-252 |
106-178 |
-0-075 |
-0.2% |
106-268 |
| Close |
106-270 |
106-185 |
-0-085 |
-0.2% |
107-030 |
| Range |
0-155 |
0-145 |
-0-010 |
-6.5% |
1-075 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.3% |
0-000 |
| Volume |
770,663 |
1,122,479 |
351,816 |
45.7% |
5,835,831 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-023 |
107-249 |
106-265 |
|
| R3 |
107-198 |
107-104 |
106-225 |
|
| R2 |
107-053 |
107-053 |
106-212 |
|
| R1 |
106-279 |
106-279 |
106-198 |
106-254 |
| PP |
106-228 |
106-228 |
106-228 |
106-216 |
| S1 |
106-134 |
106-134 |
106-172 |
106-109 |
| S2 |
106-083 |
106-083 |
106-158 |
|
| S3 |
105-258 |
105-309 |
106-145 |
|
| S4 |
105-113 |
105-164 |
106-105 |
|
|
| 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 |
107-282 |
106-178 |
1-105 |
1.2% |
0-162 |
0.5% |
2% |
False |
True |
1,185,240 |
| 10 |
108-030 |
106-178 |
1-172 |
1.4% |
0-154 |
0.5% |
2% |
False |
True |
1,064,526 |
| 20 |
108-288 |
106-178 |
2-110 |
2.2% |
0-174 |
0.5% |
1% |
False |
True |
1,096,595 |
| 40 |
111-158 |
106-178 |
4-300 |
4.6% |
0-178 |
0.5% |
0% |
False |
True |
979,233 |
| 60 |
111-310 |
106-178 |
5-132 |
5.1% |
0-173 |
0.5% |
0% |
False |
True |
654,414 |
| 80 |
111-310 |
106-178 |
5-132 |
5.1% |
0-136 |
0.4% |
0% |
False |
True |
490,811 |
| 100 |
111-310 |
106-178 |
5-132 |
5.1% |
0-109 |
0.3% |
0% |
False |
True |
392,649 |
| 120 |
111-310 |
106-178 |
5-132 |
5.1% |
0-091 |
0.3% |
0% |
False |
True |
327,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-299 |
|
2.618 |
108-062 |
|
1.618 |
107-237 |
|
1.000 |
107-148 |
|
0.618 |
107-092 |
|
HIGH |
107-002 |
|
0.618 |
106-267 |
|
0.500 |
106-250 |
|
0.382 |
106-233 |
|
LOW |
106-178 |
|
0.618 |
106-088 |
|
1.000 |
106-032 |
|
1.618 |
105-263 |
|
2.618 |
105-118 |
|
4.250 |
104-201 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-250 |
106-292 |
| PP |
106-228 |
106-257 |
| S1 |
106-207 |
106-221 |
|