ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-030 |
106-182 |
-0-168 |
-0.5% |
107-090 |
| High |
107-092 |
106-318 |
-0-095 |
-0.3% |
107-142 |
| Low |
106-158 |
106-132 |
-0-025 |
-0.1% |
106-132 |
| Close |
106-170 |
106-242 |
0-072 |
0.2% |
106-242 |
| Range |
0-255 |
0-185 |
-0-070 |
-27.5% |
1-010 |
| ATR |
0-170 |
0-171 |
0-001 |
0.6% |
0-000 |
| Volume |
1,537,414 |
1,155,763 |
-381,651 |
-24.8% |
5,821,477 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-146 |
108-059 |
107-024 |
|
| R3 |
107-281 |
107-194 |
106-293 |
|
| R2 |
107-096 |
107-096 |
106-276 |
|
| R1 |
107-009 |
107-009 |
106-259 |
107-052 |
| PP |
106-231 |
106-231 |
106-231 |
106-252 |
| S1 |
106-144 |
106-144 |
106-226 |
106-188 |
| S2 |
106-046 |
106-046 |
106-209 |
|
| S3 |
105-181 |
105-279 |
106-192 |
|
| S4 |
104-316 |
105-094 |
106-141 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-309 |
109-126 |
107-104 |
|
| R3 |
108-299 |
108-116 |
107-013 |
|
| R2 |
107-289 |
107-289 |
106-303 |
|
| R1 |
107-106 |
107-106 |
106-273 |
107-032 |
| PP |
106-279 |
106-279 |
106-279 |
106-242 |
| S1 |
106-096 |
106-096 |
106-212 |
106-022 |
| S2 |
105-269 |
105-269 |
106-182 |
|
| S3 |
104-259 |
105-086 |
106-152 |
|
| S4 |
103-249 |
104-076 |
106-061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-142 |
106-132 |
1-010 |
1.0% |
0-168 |
0.5% |
33% |
False |
True |
1,164,295 |
| 10 |
108-025 |
106-132 |
1-212 |
1.6% |
0-150 |
0.4% |
21% |
False |
True |
1,042,181 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-171 |
0.5% |
47% |
False |
False |
1,151,705 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-178 |
0.5% |
30% |
False |
False |
1,125,815 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-180 |
0.5% |
18% |
False |
False |
979,573 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-171 |
0.5% |
18% |
False |
False |
735,077 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-138 |
0.4% |
18% |
False |
False |
588,061 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-115 |
0.3% |
18% |
False |
False |
490,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-144 |
|
2.618 |
108-162 |
|
1.618 |
107-297 |
|
1.000 |
107-182 |
|
0.618 |
107-112 |
|
HIGH |
106-318 |
|
0.618 |
106-247 |
|
0.500 |
106-225 |
|
0.382 |
106-203 |
|
LOW |
106-132 |
|
0.618 |
106-018 |
|
1.000 |
105-268 |
|
1.618 |
105-153 |
|
2.618 |
104-288 |
|
4.250 |
103-306 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-237 |
106-272 |
| PP |
106-231 |
106-262 |
| S1 |
106-225 |
106-252 |
|