ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-085 |
106-065 |
-0-020 |
-0.1% |
106-312 |
| High |
106-230 |
106-238 |
0-008 |
0.0% |
107-088 |
| Low |
105-312 |
106-040 |
0-048 |
0.1% |
105-195 |
| Close |
106-090 |
106-215 |
0-125 |
0.4% |
106-090 |
| Range |
0-238 |
0-198 |
-0-040 |
-16.8% |
1-212 |
| ATR |
0-189 |
0-189 |
0-001 |
0.3% |
0-000 |
| Volume |
1,386,343 |
1,044,908 |
-341,435 |
-24.6% |
5,002,649 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-117 |
108-043 |
107-004 |
|
| R3 |
107-239 |
107-166 |
106-269 |
|
| R2 |
107-042 |
107-042 |
106-251 |
|
| R1 |
106-288 |
106-288 |
106-233 |
107-005 |
| PP |
106-164 |
106-164 |
106-164 |
106-182 |
| S1 |
106-091 |
106-091 |
106-197 |
106-128 |
| S2 |
105-287 |
105-287 |
106-179 |
|
| S3 |
105-089 |
105-213 |
106-161 |
|
| S4 |
104-212 |
105-016 |
106-106 |
|
|
| 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% |
0-212 |
0.6% |
64% |
False |
False |
1,209,511 |
| 10 |
108-022 |
105-195 |
2-148 |
2.3% |
0-182 |
0.5% |
43% |
False |
False |
1,188,338 |
| 20 |
108-218 |
105-195 |
3-022 |
2.9% |
0-185 |
0.5% |
35% |
False |
False |
1,153,894 |
| 40 |
111-158 |
105-195 |
5-282 |
5.5% |
0-184 |
0.5% |
18% |
False |
False |
1,080,323 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-179 |
0.5% |
17% |
False |
False |
723,654 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-145 |
0.4% |
17% |
False |
False |
542,742 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-116 |
0.3% |
17% |
False |
False |
434,193 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-097 |
0.3% |
17% |
False |
False |
361,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-117 |
|
2.618 |
108-115 |
|
1.618 |
107-237 |
|
1.000 |
107-115 |
|
0.618 |
107-040 |
|
HIGH |
106-238 |
|
0.618 |
106-162 |
|
0.500 |
106-139 |
|
0.382 |
106-115 |
|
LOW |
106-040 |
|
0.618 |
105-238 |
|
1.000 |
105-162 |
|
1.618 |
105-040 |
|
2.618 |
104-163 |
|
4.250 |
103-161 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-190 |
106-162 |
| PP |
106-164 |
106-109 |
| S1 |
106-139 |
106-056 |
|