ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-062 |
107-088 |
0-025 |
0.1% |
107-155 |
| High |
107-090 |
107-135 |
0-045 |
0.1% |
107-155 |
| Low |
107-055 |
107-062 |
0-008 |
0.0% |
106-208 |
| Close |
107-090 |
107-088 |
-0-002 |
0.0% |
106-285 |
| Range |
0-035 |
0-072 |
0-038 |
107.1% |
0-268 |
| ATR |
0-099 |
0-097 |
-0-002 |
-1.9% |
0-000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
3 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-312 |
107-272 |
107-127 |
|
| R3 |
107-240 |
107-200 |
107-107 |
|
| R2 |
107-168 |
107-168 |
107-101 |
|
| R1 |
107-128 |
107-128 |
107-094 |
107-124 |
| PP |
107-095 |
107-095 |
107-095 |
107-093 |
| S1 |
107-055 |
107-055 |
107-081 |
107-051 |
| S2 |
107-022 |
107-022 |
107-074 |
|
| S3 |
106-270 |
106-302 |
107-068 |
|
| S4 |
106-198 |
106-230 |
107-048 |
|
|
| 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 |
107-135 |
106-208 |
0-248 |
0.7% |
0-042 |
0.1% |
81% |
True |
False |
1 |
| 10 |
108-160 |
106-208 |
1-272 |
1.7% |
0-030 |
0.1% |
34% |
False |
False |
2 |
| 20 |
108-292 |
106-208 |
2-085 |
2.1% |
0-015 |
0.0% |
28% |
False |
False |
1 |
| 40 |
111-060 |
106-208 |
4-172 |
4.2% |
0-008 |
0.0% |
14% |
False |
False |
|
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-005 |
0.0% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-123 |
|
2.618 |
108-005 |
|
1.618 |
107-252 |
|
1.000 |
107-208 |
|
0.618 |
107-180 |
|
HIGH |
107-135 |
|
0.618 |
107-107 |
|
0.500 |
107-099 |
|
0.382 |
107-090 |
|
LOW |
107-062 |
|
0.618 |
107-018 |
|
1.000 |
106-310 |
|
1.618 |
106-265 |
|
2.618 |
106-193 |
|
4.250 |
106-074 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-099 |
107-068 |
| PP |
107-095 |
107-048 |
| S1 |
107-091 |
107-028 |
|