ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-182 |
106-272 |
0-090 |
0.3% |
107-090 |
| High |
106-318 |
106-308 |
-0-010 |
0.0% |
107-142 |
| Low |
106-132 |
106-195 |
0-062 |
0.2% |
106-132 |
| Close |
106-242 |
106-262 |
0-020 |
0.1% |
106-242 |
| Range |
0-185 |
0-112 |
-0-072 |
-39.2% |
1-010 |
| ATR |
0-171 |
0-167 |
-0-004 |
-2.5% |
0-000 |
| Volume |
1,155,763 |
1,163,734 |
7,971 |
0.7% |
5,821,477 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-272 |
107-220 |
107-004 |
|
| R3 |
107-160 |
107-108 |
106-293 |
|
| R2 |
107-048 |
107-048 |
106-283 |
|
| R1 |
106-315 |
106-315 |
106-273 |
106-285 |
| PP |
106-255 |
106-255 |
106-255 |
106-240 |
| S1 |
106-202 |
106-202 |
106-252 |
106-172 |
| S2 |
106-142 |
106-142 |
106-242 |
|
| S3 |
106-030 |
106-090 |
106-232 |
|
| S4 |
105-238 |
105-298 |
106-201 |
|
|
| 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 |
107-092 |
106-132 |
0-280 |
0.8% |
0-160 |
0.5% |
46% |
False |
False |
1,223,786 |
| 10 |
108-025 |
106-132 |
1-212 |
1.6% |
0-150 |
0.4% |
24% |
False |
False |
1,088,030 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-170 |
0.5% |
49% |
False |
False |
1,129,905 |
| 40 |
109-095 |
105-195 |
3-220 |
3.5% |
0-175 |
0.5% |
33% |
False |
False |
1,124,419 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-178 |
0.5% |
19% |
False |
False |
998,664 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-170 |
0.5% |
19% |
False |
False |
749,623 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-140 |
0.4% |
19% |
False |
False |
599,699 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-116 |
0.3% |
19% |
False |
False |
499,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-146 |
|
2.618 |
107-282 |
|
1.618 |
107-170 |
|
1.000 |
107-100 |
|
0.618 |
107-057 |
|
HIGH |
106-308 |
|
0.618 |
106-265 |
|
0.500 |
106-251 |
|
0.382 |
106-238 |
|
LOW |
106-195 |
|
0.618 |
106-125 |
|
1.000 |
106-082 |
|
1.618 |
106-013 |
|
2.618 |
105-220 |
|
4.250 |
105-037 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-259 |
106-272 |
| PP |
106-255 |
106-269 |
| S1 |
106-251 |
106-266 |
|