ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-302 |
107-152 |
-0-150 |
-0.4% |
106-065 |
| High |
107-318 |
107-252 |
-0-065 |
-0.2% |
108-012 |
| Low |
107-152 |
107-148 |
-0-005 |
0.0% |
106-040 |
| Close |
107-182 |
107-220 |
0-038 |
0.1% |
107-182 |
| Range |
0-165 |
0-105 |
-0-060 |
-36.4% |
1-292 |
| ATR |
0-189 |
0-183 |
-0-006 |
-3.2% |
0-000 |
| Volume |
1,047,029 |
705,244 |
-341,785 |
-32.6% |
6,009,914 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-202 |
108-156 |
107-278 |
|
| R3 |
108-097 |
108-051 |
107-249 |
|
| R2 |
107-312 |
107-312 |
107-239 |
|
| R1 |
107-266 |
107-266 |
107-230 |
107-289 |
| PP |
107-207 |
107-207 |
107-207 |
107-218 |
| S1 |
107-161 |
107-161 |
107-210 |
107-184 |
| S2 |
107-102 |
107-102 |
107-201 |
|
| S3 |
106-317 |
107-056 |
107-191 |
|
| S4 |
106-212 |
106-271 |
107-162 |
|
|
| 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 |
106-190 |
1-142 |
1.3% |
0-166 |
0.5% |
76% |
False |
False |
1,134,050 |
| 10 |
108-012 |
105-195 |
2-138 |
2.3% |
0-189 |
0.5% |
86% |
False |
False |
1,171,780 |
| 20 |
108-058 |
105-195 |
2-182 |
2.4% |
0-175 |
0.5% |
81% |
False |
False |
1,132,677 |
| 40 |
110-048 |
105-195 |
4-172 |
4.2% |
0-186 |
0.5% |
46% |
False |
False |
1,212,648 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-182 |
0.5% |
33% |
False |
False |
818,147 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-154 |
0.4% |
33% |
False |
False |
613,620 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-125 |
0.4% |
33% |
False |
False |
490,896 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-104 |
0.3% |
33% |
False |
False |
409,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-059 |
|
2.618 |
108-207 |
|
1.618 |
108-102 |
|
1.000 |
108-038 |
|
0.618 |
107-317 |
|
HIGH |
107-252 |
|
0.618 |
107-212 |
|
0.500 |
107-200 |
|
0.382 |
107-188 |
|
LOW |
107-148 |
|
0.618 |
107-083 |
|
1.000 |
107-042 |
|
1.618 |
106-298 |
|
2.618 |
106-193 |
|
4.250 |
106-021 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-213 |
107-225 |
| PP |
107-207 |
107-223 |
| S1 |
107-200 |
107-222 |
|