ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
108-195 |
108-055 |
-0-140 |
-0.4% |
107-062 |
| High |
108-205 |
108-055 |
-0-150 |
-0.4% |
108-200 |
| Low |
108-088 |
107-240 |
-0-168 |
-0.5% |
107-055 |
| Close |
108-145 |
107-278 |
-0-188 |
-0.5% |
108-060 |
| Range |
0-118 |
0-135 |
0-018 |
14.9% |
1-145 |
| ATR |
0-116 |
0-124 |
0-008 |
6.7% |
0-000 |
| Volume |
1,566 |
1,885 |
319 |
20.4% |
187 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-062 |
108-305 |
108-032 |
|
| R3 |
108-248 |
108-170 |
107-315 |
|
| R2 |
108-112 |
108-112 |
107-302 |
|
| R1 |
108-035 |
108-035 |
107-290 |
108-006 |
| PP |
107-298 |
107-298 |
107-298 |
107-283 |
| S1 |
107-220 |
107-220 |
107-265 |
107-191 |
| S2 |
107-162 |
107-162 |
107-253 |
|
| S3 |
107-028 |
107-085 |
107-240 |
|
| S4 |
106-212 |
106-270 |
107-203 |
|
|
| 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 |
107-240 |
0-302 |
0.9% |
0-120 |
0.3% |
12% |
False |
True |
773 |
| 10 |
108-222 |
106-240 |
1-302 |
1.8% |
0-101 |
0.3% |
57% |
False |
False |
389 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-057 |
0.2% |
60% |
False |
False |
195 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-028 |
0.1% |
37% |
False |
False |
97 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-019 |
0.1% |
22% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-309 |
|
2.618 |
109-088 |
|
1.618 |
108-273 |
|
1.000 |
108-190 |
|
0.618 |
108-138 |
|
HIGH |
108-055 |
|
0.618 |
108-003 |
|
0.500 |
107-308 |
|
0.382 |
107-292 |
|
LOW |
107-240 |
|
0.618 |
107-157 |
|
1.000 |
107-105 |
|
1.618 |
107-022 |
|
2.618 |
106-207 |
|
4.250 |
105-306 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-308 |
108-071 |
| PP |
107-298 |
108-033 |
| S1 |
107-288 |
107-315 |
|