ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-198 |
106-178 |
-0-020 |
-0.1% |
107-090 |
| High |
106-262 |
106-200 |
-0-062 |
-0.2% |
107-142 |
| Low |
106-118 |
106-088 |
-0-030 |
-0.1% |
106-132 |
| Close |
106-185 |
106-118 |
-0-068 |
-0.2% |
106-242 |
| Range |
0-145 |
0-112 |
-0-032 |
-22.4% |
1-010 |
| ATR |
0-163 |
0-159 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,278,313 |
1,401,574 |
123,261 |
9.6% |
5,821,477 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-152 |
107-088 |
106-179 |
|
| R3 |
107-040 |
106-295 |
106-148 |
|
| R2 |
106-248 |
106-248 |
106-138 |
|
| R1 |
106-182 |
106-182 |
106-128 |
106-159 |
| PP |
106-135 |
106-135 |
106-135 |
106-123 |
| S1 |
106-070 |
106-070 |
106-107 |
106-046 |
| S2 |
106-022 |
106-022 |
106-097 |
|
| S3 |
105-230 |
105-278 |
106-087 |
|
| S4 |
105-118 |
105-165 |
106-056 |
|
|
| 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 |
106-318 |
106-088 |
0-230 |
0.7% |
0-136 |
0.4% |
13% |
False |
True |
1,238,890 |
| 10 |
107-142 |
106-088 |
1-055 |
1.1% |
0-140 |
0.4% |
8% |
False |
True |
1,149,459 |
| 20 |
108-025 |
105-312 |
2-032 |
2.0% |
0-158 |
0.5% |
19% |
False |
False |
1,142,837 |
| 40 |
108-242 |
105-195 |
3-048 |
3.0% |
0-170 |
0.5% |
24% |
False |
False |
1,142,008 |
| 60 |
111-158 |
105-195 |
5-282 |
5.5% |
0-174 |
0.5% |
13% |
False |
False |
1,061,866 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-172 |
0.5% |
12% |
False |
False |
798,060 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-143 |
0.4% |
12% |
False |
False |
638,448 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-120 |
0.4% |
12% |
False |
False |
532,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-038 |
|
2.618 |
107-175 |
|
1.618 |
107-062 |
|
1.000 |
106-312 |
|
0.618 |
106-270 |
|
HIGH |
106-200 |
|
0.618 |
106-157 |
|
0.500 |
106-144 |
|
0.382 |
106-130 |
|
LOW |
106-088 |
|
0.618 |
106-018 |
|
1.000 |
105-295 |
|
1.618 |
105-225 |
|
2.618 |
105-113 |
|
4.250 |
104-249 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-144 |
106-189 |
| PP |
106-135 |
106-165 |
| S1 |
106-126 |
106-141 |
|