ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-125 |
107-000 |
0-195 |
0.6% |
106-272 |
| High |
107-010 |
107-002 |
-0-008 |
0.0% |
107-010 |
| Low |
105-308 |
106-200 |
0-212 |
0.6% |
105-308 |
| Close |
106-288 |
106-310 |
0-022 |
0.1% |
106-288 |
| Range |
1-022 |
0-122 |
-0-220 |
-64.2% |
1-022 |
| ATR |
0-173 |
0-169 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,670,646 |
953,465 |
-717,181 |
-42.9% |
6,709,337 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-005 |
107-280 |
107-057 |
|
| R3 |
107-202 |
107-158 |
107-024 |
|
| R2 |
107-080 |
107-080 |
107-012 |
|
| R1 |
107-035 |
107-035 |
107-001 |
106-316 |
| PP |
106-278 |
106-278 |
106-278 |
106-258 |
| S1 |
106-232 |
106-232 |
106-299 |
106-194 |
| S2 |
106-155 |
106-155 |
106-288 |
|
| S3 |
106-032 |
106-110 |
106-276 |
|
| S4 |
105-230 |
105-308 |
106-243 |
|
|
| 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% |
0-170 |
0.5% |
94% |
False |
False |
1,299,813 |
| 10 |
107-092 |
105-308 |
1-105 |
1.2% |
0-165 |
0.5% |
76% |
False |
False |
1,261,800 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-159 |
0.5% |
48% |
False |
False |
1,152,480 |
| 40 |
108-218 |
105-195 |
3-022 |
2.9% |
0-172 |
0.5% |
44% |
False |
False |
1,153,187 |
| 60 |
111-158 |
105-195 |
5-282 |
5.5% |
0-176 |
0.5% |
23% |
False |
False |
1,104,376 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-174 |
0.5% |
21% |
False |
False |
830,861 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-148 |
0.4% |
21% |
False |
False |
664,689 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-123 |
0.4% |
21% |
False |
False |
553,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-203 |
|
2.618 |
108-003 |
|
1.618 |
107-201 |
|
1.000 |
107-125 |
|
0.618 |
107-078 |
|
HIGH |
107-002 |
|
0.618 |
106-276 |
|
0.500 |
106-261 |
|
0.382 |
106-247 |
|
LOW |
106-200 |
|
0.618 |
106-124 |
|
1.000 |
106-078 |
|
1.618 |
106-002 |
|
2.618 |
105-199 |
|
4.250 |
104-319 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-294 |
106-260 |
| PP |
106-278 |
106-209 |
| S1 |
106-261 |
106-159 |
|