ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-275 |
108-088 |
0-132 |
0.4% |
107-155 |
| High |
108-012 |
108-200 |
0-188 |
0.5% |
107-155 |
| Low |
107-228 |
108-070 |
0-162 |
0.5% |
106-208 |
| Close |
108-002 |
108-195 |
0-192 |
0.6% |
106-285 |
| Range |
0-105 |
0-130 |
0-025 |
23.8% |
0-268 |
| ATR |
0-108 |
0-114 |
0-006 |
6.0% |
0-000 |
| Volume |
16 |
5 |
-11 |
-68.8% |
3 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-225 |
109-180 |
108-266 |
|
| R3 |
109-095 |
109-050 |
108-231 |
|
| R2 |
108-285 |
108-285 |
108-219 |
|
| R1 |
108-240 |
108-240 |
108-207 |
108-262 |
| PP |
108-155 |
108-155 |
108-155 |
108-166 |
| S1 |
108-110 |
108-110 |
108-183 |
108-132 |
| S2 |
108-025 |
108-025 |
108-171 |
|
| S3 |
107-215 |
107-300 |
108-159 |
|
| S4 |
107-085 |
107-170 |
108-124 |
|
|
| 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 |
108-200 |
106-240 |
1-280 |
1.7% |
0-082 |
0.2% |
99% |
True |
False |
5 |
| 10 |
108-200 |
106-208 |
1-312 |
1.8% |
0-054 |
0.2% |
99% |
True |
False |
4 |
| 20 |
108-255 |
106-208 |
2-048 |
2.0% |
0-027 |
0.1% |
91% |
False |
False |
2 |
| 40 |
110-282 |
106-208 |
4-075 |
3.9% |
0-014 |
0.0% |
46% |
False |
False |
1 |
| 60 |
112-035 |
106-208 |
5-148 |
5.0% |
0-009 |
0.0% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-112 |
|
2.618 |
109-220 |
|
1.618 |
109-090 |
|
1.000 |
109-010 |
|
0.618 |
108-280 |
|
HIGH |
108-200 |
|
0.618 |
108-150 |
|
0.500 |
108-135 |
|
0.382 |
108-120 |
|
LOW |
108-070 |
|
0.618 |
107-310 |
|
1.000 |
107-260 |
|
1.618 |
107-180 |
|
2.618 |
107-050 |
|
4.250 |
106-158 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-175 |
108-120 |
| PP |
108-155 |
108-046 |
| S1 |
108-135 |
107-291 |
|