ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-178 |
106-125 |
-0-052 |
-0.2% |
106-272 |
| High |
106-200 |
107-010 |
0-130 |
0.4% |
107-010 |
| Low |
106-088 |
105-308 |
-0-100 |
-0.3% |
105-308 |
| Close |
106-118 |
106-288 |
0-170 |
0.5% |
106-288 |
| Range |
0-112 |
1-022 |
0-230 |
204.4% |
1-022 |
| ATR |
0-159 |
0-173 |
0-013 |
8.2% |
0-000 |
| Volume |
1,401,574 |
1,670,646 |
269,072 |
19.2% |
6,709,337 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-269 |
109-141 |
107-156 |
|
| R3 |
108-247 |
108-118 |
107-062 |
|
| R2 |
107-224 |
107-224 |
107-030 |
|
| R1 |
107-096 |
107-096 |
106-319 |
107-160 |
| PP |
106-202 |
106-202 |
106-202 |
106-234 |
| S1 |
106-073 |
106-073 |
106-256 |
106-138 |
| S2 |
105-179 |
105-179 |
106-225 |
|
| S3 |
104-157 |
105-051 |
106-193 |
|
| S4 |
103-134 |
104-028 |
106-099 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-269 |
109-141 |
107-156 |
|
| R3 |
108-247 |
108-118 |
107-062 |
|
| R2 |
107-224 |
107-224 |
107-030 |
|
| R1 |
107-096 |
107-096 |
106-319 |
107-160 |
| PP |
106-202 |
106-202 |
106-202 |
106-234 |
| S1 |
106-073 |
106-073 |
106-256 |
106-138 |
| S2 |
105-179 |
105-179 |
106-225 |
|
| S3 |
104-157 |
105-051 |
106-193 |
|
| S4 |
103-134 |
104-028 |
106-099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-010 |
105-308 |
1-022 |
1.0% |
0-168 |
0.5% |
88% |
True |
True |
1,341,867 |
| 10 |
107-142 |
105-308 |
1-155 |
1.4% |
0-168 |
0.5% |
63% |
False |
True |
1,253,081 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-163 |
0.5% |
44% |
False |
True |
1,157,053 |
| 40 |
108-218 |
105-195 |
3-022 |
2.9% |
0-173 |
0.5% |
42% |
False |
False |
1,154,214 |
| 60 |
111-158 |
105-195 |
5-282 |
5.5% |
0-178 |
0.5% |
22% |
False |
False |
1,089,382 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-175 |
0.5% |
20% |
False |
False |
818,943 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-147 |
0.4% |
20% |
False |
False |
655,155 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-122 |
0.4% |
20% |
False |
False |
545,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-186 |
|
2.618 |
109-267 |
|
1.618 |
108-244 |
|
1.000 |
108-032 |
|
0.618 |
107-222 |
|
HIGH |
107-010 |
|
0.618 |
106-199 |
|
0.500 |
106-159 |
|
0.382 |
106-118 |
|
LOW |
105-308 |
|
0.618 |
105-096 |
|
1.000 |
104-285 |
|
1.618 |
104-073 |
|
2.618 |
103-051 |
|
4.250 |
101-132 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-245 |
106-245 |
| PP |
106-202 |
106-202 |
| S1 |
106-159 |
106-159 |
|