ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-205 |
107-202 |
-0-002 |
0.0% |
106-065 |
| High |
108-025 |
108-002 |
-0-022 |
-0.1% |
108-012 |
| Low |
107-198 |
107-195 |
-0-002 |
0.0% |
106-040 |
| Close |
107-220 |
107-255 |
0-035 |
0.1% |
107-182 |
| Range |
0-148 |
0-128 |
-0-020 |
-13.6% |
1-292 |
| ATR |
0-180 |
0-176 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,122,293 |
977,920 |
-144,373 |
-12.9% |
6,009,914 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-000 |
108-255 |
108-005 |
|
| R3 |
108-192 |
108-128 |
107-290 |
|
| R2 |
108-065 |
108-065 |
107-278 |
|
| R1 |
108-000 |
108-000 |
107-267 |
108-032 |
| PP |
107-258 |
107-258 |
107-258 |
107-274 |
| S1 |
107-192 |
107-192 |
107-243 |
107-225 |
| S2 |
107-130 |
107-130 |
107-232 |
|
| S3 |
107-002 |
107-065 |
107-220 |
|
| S4 |
106-195 |
106-258 |
107-185 |
|
|
| 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 |
107-118 |
0-228 |
0.7% |
0-152 |
0.4% |
60% |
False |
False |
1,074,520 |
| 10 |
108-025 |
105-195 |
2-150 |
2.3% |
0-186 |
0.5% |
89% |
False |
False |
1,192,487 |
| 20 |
108-030 |
105-195 |
2-155 |
2.3% |
0-170 |
0.5% |
88% |
False |
False |
1,128,507 |
| 40 |
109-182 |
105-195 |
3-308 |
3.7% |
0-183 |
0.5% |
55% |
False |
False |
1,247,744 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-184 |
0.5% |
34% |
False |
False |
853,004 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-157 |
0.5% |
34% |
False |
False |
639,872 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-127 |
0.4% |
34% |
False |
False |
511,898 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-106 |
0.3% |
34% |
False |
False |
426,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-224 |
|
2.618 |
109-016 |
|
1.618 |
108-209 |
|
1.000 |
108-130 |
|
0.618 |
108-081 |
|
HIGH |
108-002 |
|
0.618 |
107-274 |
|
0.500 |
107-259 |
|
0.382 |
107-244 |
|
LOW |
107-195 |
|
0.618 |
107-116 |
|
1.000 |
107-068 |
|
1.618 |
106-309 |
|
2.618 |
106-181 |
|
4.250 |
105-293 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-259 |
107-252 |
| PP |
107-258 |
107-249 |
| S1 |
107-256 |
107-246 |
|