ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
108-175 |
108-195 |
0-020 |
0.1% |
107-062 |
| High |
108-222 |
108-205 |
-0-018 |
-0.1% |
108-200 |
| Low |
108-090 |
108-088 |
-0-002 |
0.0% |
107-055 |
| Close |
108-108 |
108-145 |
0-038 |
0.1% |
108-060 |
| Range |
0-132 |
0-118 |
-0-015 |
-11.3% |
1-145 |
| ATR |
0-116 |
0-116 |
0-000 |
0.1% |
0-000 |
| Volume |
225 |
1,566 |
1,341 |
596.0% |
187 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-178 |
109-119 |
108-210 |
|
| R3 |
109-061 |
109-002 |
108-177 |
|
| R2 |
108-263 |
108-263 |
108-167 |
|
| R1 |
108-204 |
108-204 |
108-156 |
108-175 |
| PP |
108-146 |
108-146 |
108-146 |
108-131 |
| S1 |
108-087 |
108-087 |
108-134 |
108-058 |
| S2 |
108-028 |
108-028 |
108-123 |
|
| S3 |
107-231 |
107-289 |
108-113 |
|
| S4 |
107-113 |
107-172 |
108-080 |
|
|
| 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 |
108-038 |
0-185 |
0.5% |
0-119 |
0.3% |
58% |
False |
False |
397 |
| 10 |
108-222 |
106-208 |
2-015 |
1.9% |
0-091 |
0.3% |
88% |
False |
False |
201 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-050 |
0.1% |
88% |
False |
False |
101 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-025 |
0.1% |
54% |
False |
False |
50 |
| 60 |
112-035 |
106-208 |
5-148 |
5.0% |
0-017 |
0.0% |
33% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-064 |
|
2.618 |
109-193 |
|
1.618 |
109-075 |
|
1.000 |
109-002 |
|
0.618 |
108-278 |
|
HIGH |
108-205 |
|
0.618 |
108-160 |
|
0.500 |
108-146 |
|
0.382 |
108-132 |
|
LOW |
108-088 |
|
0.618 |
108-015 |
|
1.000 |
107-290 |
|
1.618 |
107-217 |
|
2.618 |
107-100 |
|
4.250 |
106-228 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-146 |
108-142 |
| PP |
108-146 |
108-138 |
| S1 |
108-145 |
108-135 |
|