ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-272 |
106-265 |
-0-008 |
0.0% |
107-090 |
| High |
106-308 |
106-290 |
-0-018 |
-0.1% |
107-142 |
| Low |
106-195 |
106-162 |
-0-032 |
-0.1% |
106-132 |
| Close |
106-262 |
106-170 |
-0-092 |
-0.3% |
106-242 |
| Range |
0-112 |
0-128 |
0-015 |
13.3% |
1-010 |
| ATR |
0-167 |
0-164 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,163,734 |
1,195,070 |
31,336 |
2.7% |
5,821,477 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-270 |
107-188 |
106-240 |
|
| R3 |
107-142 |
107-060 |
106-205 |
|
| R2 |
107-015 |
107-015 |
106-193 |
|
| R1 |
106-252 |
106-252 |
106-182 |
106-230 |
| PP |
106-208 |
106-208 |
106-208 |
106-196 |
| S1 |
106-125 |
106-125 |
106-158 |
106-102 |
| S2 |
106-080 |
106-080 |
106-147 |
|
| S3 |
105-272 |
105-318 |
106-135 |
|
| S4 |
105-145 |
105-190 |
106-100 |
|
|
| 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% |
0-164 |
0.5% |
13% |
False |
False |
1,245,330 |
| 10 |
108-002 |
106-132 |
1-190 |
1.5% |
0-148 |
0.4% |
7% |
False |
False |
1,095,307 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-168 |
0.5% |
37% |
False |
False |
1,151,125 |
| 40 |
108-288 |
105-195 |
3-092 |
3.1% |
0-172 |
0.5% |
28% |
False |
False |
1,123,014 |
| 60 |
111-158 |
105-195 |
5-282 |
5.5% |
0-175 |
0.5% |
16% |
False |
False |
1,018,067 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-170 |
0.5% |
14% |
False |
False |
764,561 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-141 |
0.4% |
14% |
False |
False |
611,649 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-117 |
0.3% |
14% |
False |
False |
509,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-192 |
|
2.618 |
107-304 |
|
1.618 |
107-176 |
|
1.000 |
107-098 |
|
0.618 |
107-049 |
|
HIGH |
106-290 |
|
0.618 |
106-241 |
|
0.500 |
106-226 |
|
0.382 |
106-211 |
|
LOW |
106-162 |
|
0.618 |
106-084 |
|
1.000 |
106-035 |
|
1.618 |
105-276 |
|
2.618 |
105-149 |
|
4.250 |
104-261 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-226 |
106-225 |
| PP |
106-208 |
106-207 |
| S1 |
106-189 |
106-188 |
|