ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-070 |
107-090 |
0-020 |
0.1% |
107-152 |
| High |
107-115 |
107-142 |
0-028 |
0.1% |
108-025 |
| Low |
107-050 |
106-308 |
-0-062 |
-0.2% |
107-035 |
| Close |
107-082 |
107-030 |
-0-052 |
-0.2% |
107-082 |
| Range |
0-065 |
0-155 |
0-090 |
138.5% |
0-310 |
| ATR |
0-171 |
0-170 |
-0-001 |
-0.7% |
0-000 |
| Volume |
634,428 |
866,279 |
231,851 |
36.5% |
4,600,333 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-198 |
108-109 |
107-115 |
|
| R3 |
108-043 |
107-274 |
107-073 |
|
| R2 |
107-208 |
107-208 |
107-058 |
|
| R1 |
107-119 |
107-119 |
107-044 |
107-086 |
| PP |
107-053 |
107-053 |
107-053 |
107-037 |
| S1 |
106-284 |
106-284 |
107-016 |
106-251 |
| S2 |
106-218 |
106-218 |
107-002 |
|
| S3 |
106-063 |
106-129 |
106-307 |
|
| S4 |
105-228 |
105-294 |
106-265 |
|
|
| 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 |
106-308 |
1-038 |
1.0% |
0-141 |
0.4% |
12% |
False |
True |
952,273 |
| 10 |
108-025 |
106-190 |
1-155 |
1.4% |
0-154 |
0.4% |
34% |
False |
False |
1,043,161 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-168 |
0.5% |
60% |
False |
False |
1,115,750 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-183 |
0.5% |
38% |
False |
False |
1,193,218 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-184 |
0.5% |
23% |
False |
False |
897,234 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-162 |
0.5% |
23% |
False |
False |
673,137 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-132 |
0.4% |
23% |
False |
False |
538,509 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-110 |
0.3% |
23% |
False |
False |
448,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-161 |
|
2.618 |
108-228 |
|
1.618 |
108-073 |
|
1.000 |
107-298 |
|
0.618 |
107-238 |
|
HIGH |
107-142 |
|
0.618 |
107-083 |
|
0.500 |
107-065 |
|
0.382 |
107-047 |
|
LOW |
106-308 |
|
0.618 |
106-212 |
|
1.000 |
106-152 |
|
1.618 |
106-057 |
|
2.618 |
105-222 |
|
4.250 |
104-289 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-065 |
107-116 |
| PP |
107-053 |
107-088 |
| S1 |
107-042 |
107-059 |
|