ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-232 |
107-120 |
0-208 |
0.6% |
106-312 |
| High |
107-152 |
108-012 |
0-180 |
0.5% |
107-088 |
| Low |
106-222 |
107-118 |
0-215 |
0.6% |
105-195 |
| Close |
107-132 |
108-005 |
0-192 |
0.6% |
106-090 |
| Range |
0-250 |
0-215 |
-0-035 |
-14.0% |
1-212 |
| ATR |
0-188 |
0-190 |
0-002 |
1.0% |
0-000 |
| Volume |
1,494,033 |
1,520,114 |
26,081 |
1.7% |
5,002,649 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-263 |
109-189 |
108-123 |
|
| R3 |
109-048 |
108-294 |
108-064 |
|
| R2 |
108-153 |
108-153 |
108-044 |
|
| R1 |
108-079 |
108-079 |
108-025 |
108-116 |
| PP |
107-258 |
107-258 |
107-258 |
107-277 |
| S1 |
107-184 |
107-184 |
107-305 |
107-221 |
| S2 |
107-043 |
107-043 |
107-286 |
|
| S3 |
106-148 |
106-289 |
107-266 |
|
| S4 |
105-253 |
106-074 |
107-207 |
|
|
| 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 |
108-012 |
105-312 |
2-020 |
1.9% |
0-199 |
0.6% |
99% |
True |
False |
1,269,845 |
| 10 |
108-012 |
105-195 |
2-138 |
2.2% |
0-202 |
0.6% |
99% |
True |
False |
1,297,474 |
| 20 |
108-070 |
105-195 |
2-195 |
2.4% |
0-186 |
0.5% |
92% |
False |
False |
1,193,811 |
| 40 |
110-278 |
105-195 |
5-082 |
4.9% |
0-188 |
0.5% |
46% |
False |
False |
1,175,455 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-180 |
0.5% |
38% |
False |
False |
788,943 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-150 |
0.4% |
38% |
False |
False |
591,716 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-122 |
0.4% |
38% |
False |
False |
473,373 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-102 |
0.3% |
38% |
False |
False |
394,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-286 |
|
2.618 |
109-255 |
|
1.618 |
109-040 |
|
1.000 |
108-228 |
|
0.618 |
108-145 |
|
HIGH |
108-012 |
|
0.618 |
107-250 |
|
0.500 |
107-225 |
|
0.382 |
107-200 |
|
LOW |
107-118 |
|
0.618 |
106-305 |
|
1.000 |
106-222 |
|
1.618 |
106-090 |
|
2.618 |
105-195 |
|
4.250 |
104-164 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-292 |
107-250 |
| PP |
107-258 |
107-176 |
| S1 |
107-225 |
107-101 |
|