ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-152 |
107-205 |
0-052 |
0.2% |
106-065 |
| High |
107-252 |
108-025 |
0-092 |
0.3% |
108-012 |
| Low |
107-148 |
107-198 |
0-050 |
0.1% |
106-040 |
| Close |
107-220 |
107-220 |
0-000 |
0.0% |
107-182 |
| Range |
0-105 |
0-148 |
0-042 |
40.5% |
1-292 |
| ATR |
0-183 |
0-180 |
-0-003 |
-1.4% |
0-000 |
| Volume |
705,244 |
1,122,293 |
417,049 |
59.1% |
6,009,914 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-057 |
108-286 |
107-301 |
|
| R3 |
108-229 |
108-138 |
107-261 |
|
| R2 |
108-082 |
108-082 |
107-247 |
|
| R1 |
107-311 |
107-311 |
107-234 |
108-036 |
| PP |
107-254 |
107-254 |
107-254 |
107-277 |
| S1 |
107-163 |
107-163 |
107-206 |
107-209 |
| S2 |
107-107 |
107-107 |
107-193 |
|
| S3 |
106-279 |
107-016 |
107-179 |
|
| S4 |
106-132 |
106-188 |
107-139 |
|
|
| 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 |
108-025 |
106-222 |
1-122 |
1.3% |
0-176 |
0.5% |
72% |
True |
False |
1,177,742 |
| 10 |
108-025 |
105-195 |
2-150 |
2.3% |
0-188 |
0.5% |
84% |
True |
False |
1,206,943 |
| 20 |
108-035 |
105-195 |
2-160 |
2.3% |
0-172 |
0.5% |
83% |
False |
False |
1,133,537 |
| 40 |
109-230 |
105-195 |
4-035 |
3.8% |
0-184 |
0.5% |
51% |
False |
False |
1,232,720 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-184 |
0.5% |
33% |
False |
False |
836,743 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-156 |
0.5% |
33% |
False |
False |
627,648 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-126 |
0.4% |
33% |
False |
False |
502,119 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-105 |
0.3% |
33% |
False |
False |
418,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-012 |
|
2.618 |
109-091 |
|
1.618 |
108-264 |
|
1.000 |
108-172 |
|
0.618 |
108-116 |
|
HIGH |
108-025 |
|
0.618 |
107-289 |
|
0.500 |
107-271 |
|
0.382 |
107-254 |
|
LOW |
107-198 |
|
0.618 |
107-106 |
|
1.000 |
107-050 |
|
1.618 |
106-279 |
|
2.618 |
106-131 |
|
4.250 |
105-211 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-271 |
107-246 |
| PP |
107-254 |
107-238 |
| S1 |
107-237 |
107-229 |
|