ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-000 |
106-285 |
-0-035 |
-0.1% |
106-272 |
| High |
107-002 |
107-082 |
0-080 |
0.2% |
107-010 |
| Low |
106-200 |
106-275 |
0-075 |
0.2% |
105-308 |
| Close |
106-310 |
107-035 |
0-045 |
0.1% |
106-288 |
| Range |
0-122 |
0-128 |
0-005 |
4.1% |
1-022 |
| ATR |
0-169 |
0-166 |
-0-003 |
-1.8% |
0-000 |
| Volume |
953,465 |
967,929 |
14,464 |
1.5% |
6,709,337 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-087 |
108-028 |
107-105 |
|
| R3 |
107-279 |
107-221 |
107-070 |
|
| R2 |
107-152 |
107-152 |
107-058 |
|
| R1 |
107-093 |
107-093 |
107-047 |
107-122 |
| PP |
107-024 |
107-024 |
107-024 |
107-039 |
| S1 |
106-286 |
106-286 |
107-023 |
106-315 |
| S2 |
106-217 |
106-217 |
107-012 |
|
| S3 |
106-089 |
106-158 |
107-000 |
|
| S4 |
105-282 |
106-031 |
106-285 |
|
|
| 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 |
107-082 |
105-308 |
1-095 |
1.2% |
0-170 |
0.5% |
89% |
True |
False |
1,254,385 |
| 10 |
107-092 |
105-308 |
1-105 |
1.2% |
0-167 |
0.5% |
86% |
False |
False |
1,249,857 |
| 20 |
108-025 |
105-308 |
2-038 |
2.0% |
0-161 |
0.5% |
54% |
False |
False |
1,155,685 |
| 40 |
108-218 |
105-195 |
3-022 |
2.9% |
0-172 |
0.5% |
49% |
False |
False |
1,158,523 |
| 60 |
111-070 |
105-195 |
5-195 |
5.2% |
0-175 |
0.5% |
27% |
False |
False |
1,119,909 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-174 |
0.5% |
24% |
False |
False |
842,954 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-148 |
0.4% |
24% |
False |
False |
674,369 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-124 |
0.4% |
24% |
False |
False |
561,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-304 |
|
2.618 |
108-096 |
|
1.618 |
107-289 |
|
1.000 |
107-210 |
|
0.618 |
107-161 |
|
HIGH |
107-082 |
|
0.618 |
107-034 |
|
0.500 |
107-019 |
|
0.382 |
107-004 |
|
LOW |
106-275 |
|
0.618 |
106-196 |
|
1.000 |
106-148 |
|
1.618 |
106-069 |
|
2.618 |
105-261 |
|
4.250 |
105-053 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-030 |
106-302 |
| PP |
107-024 |
106-248 |
| S1 |
107-019 |
106-195 |
|