ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-192 |
106-085 |
-0-108 |
-0.3% |
106-312 |
| High |
106-200 |
106-230 |
0-030 |
0.1% |
107-088 |
| Low |
105-195 |
105-312 |
0-118 |
0.3% |
105-195 |
| Close |
106-038 |
106-090 |
0-052 |
0.2% |
106-090 |
| Range |
1-005 |
0-238 |
-0-088 |
-26.9% |
1-212 |
| ATR |
0-185 |
0-189 |
0-004 |
2.0% |
0-000 |
| Volume |
1,723,164 |
1,386,343 |
-336,821 |
-19.5% |
5,002,649 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-177 |
108-051 |
106-221 |
|
| R3 |
107-259 |
107-133 |
106-155 |
|
| R2 |
107-022 |
107-022 |
106-134 |
|
| R1 |
106-216 |
106-216 |
106-112 |
106-279 |
| PP |
106-104 |
106-104 |
106-104 |
106-136 |
| S1 |
105-298 |
105-298 |
106-068 |
106-041 |
| S2 |
105-187 |
105-187 |
106-046 |
|
| S3 |
104-269 |
105-061 |
106-025 |
|
| S4 |
104-032 |
104-143 |
105-279 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-122 |
110-158 |
107-063 |
|
| R3 |
109-229 |
108-266 |
106-236 |
|
| R2 |
108-017 |
108-017 |
106-188 |
|
| R1 |
107-053 |
107-053 |
106-139 |
106-249 |
| PP |
106-124 |
106-124 |
106-124 |
106-062 |
| S1 |
105-161 |
105-161 |
106-041 |
105-036 |
| S2 |
104-232 |
104-232 |
105-312 |
|
| S3 |
103-019 |
103-268 |
105-264 |
|
| S4 |
101-127 |
102-056 |
105-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-088 |
105-195 |
1-212 |
1.6% |
0-200 |
0.6% |
40% |
False |
False |
1,320,476 |
| 10 |
108-030 |
105-195 |
2-155 |
2.3% |
0-180 |
0.5% |
27% |
False |
False |
1,183,735 |
| 20 |
108-218 |
105-195 |
3-022 |
2.9% |
0-184 |
0.5% |
22% |
False |
False |
1,151,375 |
| 40 |
111-158 |
105-195 |
5-282 |
5.5% |
0-185 |
0.5% |
11% |
False |
False |
1,055,547 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-180 |
0.5% |
11% |
False |
False |
706,240 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-143 |
0.4% |
11% |
False |
False |
529,680 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-114 |
0.3% |
11% |
False |
False |
423,744 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-095 |
0.3% |
11% |
False |
False |
353,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-279 |
|
2.618 |
108-212 |
|
1.618 |
107-294 |
|
1.000 |
107-148 |
|
0.618 |
107-057 |
|
HIGH |
106-230 |
|
0.618 |
106-139 |
|
0.500 |
106-111 |
|
0.382 |
106-083 |
|
LOW |
105-312 |
|
0.618 |
105-166 |
|
1.000 |
105-075 |
|
1.618 |
104-248 |
|
2.618 |
104-011 |
|
4.250 |
102-263 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-111 |
106-099 |
| PP |
106-104 |
106-096 |
| S1 |
106-097 |
106-093 |
|