ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
108-108 |
108-175 |
0-068 |
0.2% |
107-062 |
| High |
108-128 |
108-222 |
0-095 |
0.3% |
108-200 |
| Low |
108-048 |
108-090 |
0-042 |
0.1% |
107-055 |
| Close |
108-100 |
108-108 |
0-008 |
0.0% |
108-060 |
| Range |
0-080 |
0-132 |
0-052 |
65.6% |
1-145 |
| ATR |
0-114 |
0-116 |
0-001 |
1.1% |
0-000 |
| Volume |
29 |
225 |
196 |
675.9% |
187 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-218 |
109-135 |
108-180 |
|
| R3 |
109-085 |
109-002 |
108-144 |
|
| R2 |
108-272 |
108-272 |
108-132 |
|
| R1 |
108-190 |
108-190 |
108-120 |
108-165 |
| PP |
108-140 |
108-140 |
108-140 |
108-128 |
| S1 |
108-058 |
108-058 |
108-095 |
108-032 |
| S2 |
108-008 |
108-008 |
108-083 |
|
| S3 |
107-195 |
107-245 |
108-071 |
|
| S4 |
107-062 |
107-112 |
108-035 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-113 |
111-232 |
108-316 |
|
| R3 |
110-288 |
110-087 |
108-188 |
|
| R2 |
109-143 |
109-143 |
108-145 |
|
| R1 |
108-262 |
108-262 |
108-103 |
109-042 |
| PP |
107-318 |
107-318 |
107-318 |
108-049 |
| S1 |
107-117 |
107-117 |
108-017 |
107-218 |
| S2 |
106-173 |
106-173 |
107-295 |
|
| S3 |
105-028 |
105-292 |
107-252 |
|
| S4 |
103-203 |
104-147 |
107-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-222 |
107-228 |
0-315 |
0.9% |
0-116 |
0.3% |
63% |
True |
False |
87 |
| 10 |
108-222 |
106-208 |
2-015 |
1.9% |
0-080 |
0.2% |
82% |
True |
False |
44 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-044 |
0.1% |
82% |
True |
False |
22 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-022 |
0.1% |
51% |
False |
False |
11 |
| 60 |
112-035 |
106-208 |
5-148 |
5.0% |
0-015 |
0.0% |
31% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-146 |
|
2.618 |
109-249 |
|
1.618 |
109-117 |
|
1.000 |
109-035 |
|
0.618 |
108-304 |
|
HIGH |
108-222 |
|
0.618 |
108-172 |
|
0.500 |
108-156 |
|
0.382 |
108-141 |
|
LOW |
108-090 |
|
0.618 |
108-008 |
|
1.000 |
107-278 |
|
1.618 |
107-196 |
|
2.618 |
107-063 |
|
4.250 |
106-167 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-156 |
108-130 |
| PP |
108-140 |
108-122 |
| S1 |
108-124 |
108-115 |
|