ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-242 |
106-275 |
0-032 |
0.1% |
107-155 |
| High |
106-242 |
106-310 |
0-068 |
0.2% |
107-155 |
| Low |
106-208 |
106-240 |
0-032 |
0.1% |
106-208 |
| Close |
106-242 |
106-285 |
0-042 |
0.1% |
106-285 |
| Range |
0-035 |
0-070 |
0-035 |
100.0% |
0-268 |
| ATR |
0-099 |
0-097 |
-0-002 |
-2.1% |
0-000 |
| Volume |
0 |
3 |
3 |
|
3 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-168 |
107-137 |
107-004 |
|
| R3 |
107-098 |
107-067 |
106-304 |
|
| R2 |
107-028 |
107-028 |
106-298 |
|
| R1 |
106-317 |
106-317 |
106-291 |
107-012 |
| PP |
106-278 |
106-278 |
106-278 |
106-286 |
| S1 |
106-247 |
106-247 |
106-279 |
106-262 |
| S2 |
106-208 |
106-208 |
106-272 |
|
| S3 |
106-138 |
106-177 |
106-266 |
|
| S4 |
106-068 |
106-107 |
106-246 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-165 |
109-012 |
107-112 |
|
| R3 |
108-218 |
108-065 |
107-039 |
|
| R2 |
107-270 |
107-270 |
107-014 |
|
| R1 |
107-118 |
107-118 |
106-310 |
107-060 |
| PP |
107-002 |
107-002 |
107-002 |
106-294 |
| S1 |
106-170 |
106-170 |
106-260 |
106-112 |
| S2 |
106-055 |
106-055 |
106-236 |
|
| S3 |
105-108 |
105-222 |
106-211 |
|
| S4 |
104-160 |
104-275 |
106-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-275 |
106-208 |
1-068 |
1.1% |
0-032 |
0.1% |
20% |
False |
False |
1 |
| 10 |
108-182 |
106-208 |
1-295 |
1.8% |
0-020 |
0.1% |
13% |
False |
False |
1 |
| 20 |
109-065 |
106-208 |
2-178 |
2.4% |
0-010 |
0.0% |
9% |
False |
False |
|
| 40 |
111-198 |
106-208 |
4-310 |
4.6% |
0-005 |
0.0% |
5% |
False |
False |
|
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-003 |
0.0% |
4% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-288 |
|
2.618 |
107-173 |
|
1.618 |
107-103 |
|
1.000 |
107-060 |
|
0.618 |
107-033 |
|
HIGH |
106-310 |
|
0.618 |
106-283 |
|
0.500 |
106-275 |
|
0.382 |
106-267 |
|
LOW |
106-240 |
|
0.618 |
106-197 |
|
1.000 |
106-170 |
|
1.618 |
106-127 |
|
2.618 |
106-057 |
|
4.250 |
105-262 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-282 |
106-299 |
| PP |
106-278 |
106-294 |
| S1 |
106-275 |
106-290 |
|