ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-312 |
106-290 |
-0-022 |
-0.1% |
107-152 |
| High |
107-025 |
107-080 |
0-055 |
0.2% |
108-025 |
| Low |
106-240 |
106-260 |
0-020 |
0.1% |
107-035 |
| Close |
106-262 |
107-072 |
0-130 |
0.4% |
107-082 |
| Range |
0-105 |
0-140 |
0-035 |
33.3% |
0-310 |
| ATR |
0-166 |
0-164 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,087,352 |
1,174,669 |
87,317 |
8.0% |
4,600,333 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-131 |
108-082 |
107-150 |
|
| R3 |
107-311 |
107-262 |
107-111 |
|
| R2 |
107-171 |
107-171 |
107-098 |
|
| R1 |
107-122 |
107-122 |
107-085 |
107-146 |
| PP |
107-031 |
107-031 |
107-031 |
107-043 |
| S1 |
106-302 |
106-302 |
107-060 |
107-006 |
| S2 |
106-211 |
106-211 |
107-047 |
|
| S3 |
106-071 |
106-162 |
107-034 |
|
| S4 |
105-251 |
106-022 |
106-316 |
|
|
| 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 |
107-245 |
106-240 |
1-005 |
0.9% |
0-135 |
0.4% |
47% |
False |
False |
984,635 |
| 10 |
108-025 |
106-240 |
1-105 |
1.2% |
0-144 |
0.4% |
36% |
False |
False |
1,029,577 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-168 |
0.5% |
66% |
False |
False |
1,138,712 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-178 |
0.5% |
42% |
False |
False |
1,141,688 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-181 |
0.5% |
25% |
False |
False |
934,900 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-166 |
0.5% |
25% |
False |
False |
701,412 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-134 |
0.4% |
25% |
False |
False |
561,130 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-112 |
0.3% |
25% |
False |
False |
467,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-035 |
|
2.618 |
108-127 |
|
1.618 |
107-307 |
|
1.000 |
107-220 |
|
0.618 |
107-167 |
|
HIGH |
107-080 |
|
0.618 |
107-027 |
|
0.500 |
107-010 |
|
0.382 |
106-313 |
|
LOW |
106-260 |
|
0.618 |
106-173 |
|
1.000 |
106-120 |
|
1.618 |
106-033 |
|
2.618 |
105-213 |
|
4.250 |
104-305 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-052 |
107-059 |
| PP |
107-031 |
107-045 |
| S1 |
107-010 |
107-031 |
|