ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-228 |
107-070 |
-0-158 |
-0.5% |
107-152 |
| High |
107-245 |
107-115 |
-0-130 |
-0.4% |
108-025 |
| Low |
107-035 |
107-050 |
0-015 |
0.0% |
107-035 |
| Close |
107-075 |
107-082 |
0-008 |
0.0% |
107-082 |
| Range |
0-210 |
0-065 |
-0-145 |
-69.0% |
0-310 |
| ATR |
0-179 |
0-171 |
-0-008 |
-4.6% |
0-000 |
| Volume |
1,160,448 |
634,428 |
-526,020 |
-45.3% |
4,600,333 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-278 |
107-245 |
107-118 |
|
| R3 |
107-212 |
107-180 |
107-100 |
|
| R2 |
107-148 |
107-148 |
107-094 |
|
| R1 |
107-115 |
107-115 |
107-088 |
107-131 |
| PP |
107-082 |
107-082 |
107-082 |
107-091 |
| S1 |
107-050 |
107-050 |
107-077 |
107-066 |
| S2 |
107-018 |
107-018 |
107-071 |
|
| S3 |
106-272 |
106-305 |
107-065 |
|
| S4 |
106-208 |
106-240 |
107-047 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-124 |
109-253 |
107-253 |
|
| R3 |
109-134 |
108-263 |
107-168 |
|
| R2 |
108-144 |
108-144 |
107-139 |
|
| R1 |
107-273 |
107-273 |
107-111 |
107-214 |
| PP |
107-154 |
107-154 |
107-154 |
107-124 |
| S1 |
106-283 |
106-283 |
107-054 |
106-224 |
| S2 |
106-164 |
106-164 |
107-026 |
|
| S3 |
105-174 |
105-293 |
106-317 |
|
| S4 |
104-184 |
104-303 |
106-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-025 |
107-035 |
0-310 |
0.9% |
0-131 |
0.4% |
15% |
False |
False |
920,066 |
| 10 |
108-025 |
106-040 |
1-305 |
1.8% |
0-158 |
0.5% |
58% |
False |
False |
1,061,024 |
| 20 |
108-030 |
105-195 |
2-155 |
2.3% |
0-169 |
0.5% |
66% |
False |
False |
1,122,379 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-183 |
0.5% |
43% |
False |
False |
1,241,492 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-184 |
0.5% |
26% |
False |
False |
882,847 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-161 |
0.5% |
26% |
False |
False |
662,308 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-130 |
0.4% |
26% |
False |
False |
529,847 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-108 |
0.3% |
26% |
False |
False |
441,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-071 |
|
2.618 |
107-285 |
|
1.618 |
107-220 |
|
1.000 |
107-180 |
|
0.618 |
107-155 |
|
HIGH |
107-115 |
|
0.618 |
107-090 |
|
0.500 |
107-082 |
|
0.382 |
107-075 |
|
LOW |
107-050 |
|
0.618 |
107-010 |
|
1.000 |
106-305 |
|
1.618 |
106-265 |
|
2.618 |
106-200 |
|
4.250 |
106-094 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-082 |
107-179 |
| PP |
107-082 |
107-147 |
| S1 |
107-082 |
107-115 |
|