ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-090 |
106-312 |
-0-098 |
-0.3% |
107-152 |
| High |
107-142 |
107-025 |
-0-118 |
-0.3% |
108-025 |
| Low |
106-308 |
106-240 |
-0-068 |
-0.2% |
107-035 |
| Close |
107-030 |
106-262 |
-0-088 |
-0.3% |
107-082 |
| Range |
0-155 |
0-105 |
-0-050 |
-32.3% |
0-310 |
| ATR |
0-170 |
0-166 |
-0-004 |
-2.5% |
0-000 |
| Volume |
866,279 |
1,087,352 |
221,073 |
25.5% |
4,600,333 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-278 |
107-215 |
107-000 |
|
| R3 |
107-172 |
107-110 |
106-291 |
|
| R2 |
107-068 |
107-068 |
106-282 |
|
| R1 |
107-005 |
107-005 |
106-272 |
106-304 |
| PP |
106-282 |
106-282 |
106-282 |
106-272 |
| S1 |
106-220 |
106-220 |
106-253 |
106-199 |
| S2 |
106-178 |
106-178 |
106-243 |
|
| S3 |
106-072 |
106-115 |
106-234 |
|
| S4 |
105-288 |
106-010 |
106-205 |
|
|
| 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 |
108-002 |
106-240 |
1-082 |
1.2% |
0-132 |
0.4% |
6% |
False |
True |
945,285 |
| 10 |
108-025 |
106-222 |
1-122 |
1.3% |
0-154 |
0.5% |
9% |
False |
False |
1,061,514 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-168 |
0.5% |
49% |
False |
False |
1,132,785 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-179 |
0.5% |
31% |
False |
False |
1,152,288 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-182 |
0.5% |
19% |
False |
False |
915,343 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-164 |
0.5% |
19% |
False |
False |
686,729 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-133 |
0.4% |
19% |
False |
False |
549,383 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-111 |
0.3% |
19% |
False |
False |
457,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-151 |
|
2.618 |
107-300 |
|
1.618 |
107-195 |
|
1.000 |
107-130 |
|
0.618 |
107-090 |
|
HIGH |
107-025 |
|
0.618 |
106-305 |
|
0.500 |
106-292 |
|
0.382 |
106-280 |
|
LOW |
106-240 |
|
0.618 |
106-175 |
|
1.000 |
106-135 |
|
1.618 |
106-070 |
|
2.618 |
105-285 |
|
4.250 |
105-114 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-292 |
107-031 |
| PP |
106-282 |
107-002 |
| S1 |
106-272 |
106-292 |
|