ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-120 |
107-302 |
0-182 |
0.5% |
106-065 |
| High |
108-012 |
107-318 |
-0-015 |
0.0% |
108-012 |
| Low |
107-118 |
107-152 |
0-035 |
0.1% |
106-040 |
| Close |
108-005 |
107-182 |
-0-142 |
-0.4% |
107-182 |
| Range |
0-215 |
0-165 |
-0-050 |
-23.3% |
1-292 |
| ATR |
0-190 |
0-189 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,520,114 |
1,047,029 |
-473,085 |
-31.1% |
6,009,914 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-072 |
108-292 |
107-273 |
|
| R3 |
108-228 |
108-128 |
107-228 |
|
| R2 |
108-062 |
108-062 |
107-213 |
|
| R1 |
107-282 |
107-282 |
107-198 |
107-250 |
| PP |
107-218 |
107-218 |
107-218 |
107-201 |
| S1 |
107-118 |
107-118 |
107-167 |
107-085 |
| S2 |
107-052 |
107-052 |
107-152 |
|
| S3 |
106-208 |
106-272 |
107-137 |
|
| S4 |
106-042 |
106-108 |
107-092 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-316 |
112-062 |
108-199 |
|
| R3 |
111-023 |
110-089 |
108-031 |
|
| R2 |
109-051 |
109-051 |
107-295 |
|
| R1 |
108-117 |
108-117 |
107-239 |
108-244 |
| PP |
107-078 |
107-078 |
107-078 |
107-142 |
| S1 |
106-144 |
106-144 |
107-126 |
106-271 |
| S2 |
105-106 |
105-106 |
107-070 |
|
| S3 |
103-133 |
104-172 |
107-014 |
|
| S4 |
101-161 |
102-199 |
106-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-012 |
106-040 |
1-292 |
1.8% |
0-184 |
0.5% |
76% |
False |
False |
1,201,982 |
| 10 |
108-012 |
105-195 |
2-138 |
2.3% |
0-192 |
0.6% |
81% |
False |
False |
1,261,229 |
| 20 |
108-070 |
105-195 |
2-195 |
2.4% |
0-182 |
0.5% |
75% |
False |
False |
1,166,970 |
| 40 |
110-145 |
105-195 |
4-270 |
4.5% |
0-187 |
0.5% |
40% |
False |
False |
1,199,173 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-181 |
0.5% |
31% |
False |
False |
806,393 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-152 |
0.4% |
31% |
False |
False |
604,804 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-124 |
0.4% |
31% |
False |
False |
483,843 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-103 |
0.3% |
31% |
False |
False |
403,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-059 |
|
2.618 |
109-109 |
|
1.618 |
108-264 |
|
1.000 |
108-162 |
|
0.618 |
108-099 |
|
HIGH |
107-318 |
|
0.618 |
107-254 |
|
0.500 |
107-235 |
|
0.382 |
107-216 |
|
LOW |
107-152 |
|
0.618 |
107-051 |
|
1.000 |
106-308 |
|
1.618 |
106-206 |
|
2.618 |
106-041 |
|
4.250 |
105-091 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-235 |
107-161 |
| PP |
107-218 |
107-139 |
| S1 |
107-200 |
107-118 |
|