ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-275 |
107-260 |
-0-015 |
0.0% |
108-108 |
| High |
107-315 |
108-020 |
0-025 |
0.1% |
108-222 |
| Low |
107-255 |
107-185 |
-0-070 |
-0.2% |
107-240 |
| Close |
107-285 |
107-228 |
-0-058 |
-0.2% |
107-285 |
| Range |
0-060 |
0-155 |
0-095 |
158.3% |
0-302 |
| ATR |
0-119 |
0-122 |
0-003 |
2.2% |
0-000 |
| Volume |
919 |
1,298 |
379 |
41.2% |
4,624 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-076 |
108-307 |
107-313 |
|
| R3 |
108-241 |
108-152 |
107-270 |
|
| R2 |
108-086 |
108-086 |
107-256 |
|
| R1 |
107-317 |
107-317 |
107-242 |
107-284 |
| PP |
107-251 |
107-251 |
107-251 |
107-234 |
| S1 |
107-162 |
107-162 |
107-213 |
107-129 |
| S2 |
107-096 |
107-096 |
107-199 |
|
| S3 |
106-261 |
107-007 |
107-185 |
|
| S4 |
106-106 |
106-172 |
107-142 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-303 |
110-117 |
108-131 |
|
| R3 |
110-001 |
109-134 |
108-048 |
|
| R2 |
109-018 |
109-018 |
108-020 |
|
| R1 |
108-152 |
108-152 |
107-313 |
108-094 |
| PP |
108-036 |
108-036 |
108-036 |
108-007 |
| S1 |
107-169 |
107-169 |
107-257 |
107-111 |
| S2 |
107-053 |
107-053 |
107-230 |
|
| S3 |
106-071 |
106-187 |
107-202 |
|
| S4 |
105-088 |
105-204 |
107-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-222 |
107-185 |
1-038 |
1.0% |
0-120 |
0.3% |
12% |
False |
True |
1,178 |
| 10 |
108-222 |
107-062 |
1-160 |
1.4% |
0-112 |
0.3% |
34% |
False |
False |
610 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-068 |
0.2% |
52% |
False |
False |
306 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-034 |
0.1% |
32% |
False |
False |
153 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-023 |
0.1% |
19% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-039 |
|
2.618 |
109-106 |
|
1.618 |
108-271 |
|
1.000 |
108-175 |
|
0.618 |
108-116 |
|
HIGH |
108-020 |
|
0.618 |
107-281 |
|
0.500 |
107-262 |
|
0.382 |
107-244 |
|
LOW |
107-185 |
|
0.618 |
107-089 |
|
1.000 |
107-030 |
|
1.618 |
106-254 |
|
2.618 |
106-099 |
|
4.250 |
105-166 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-262 |
107-280 |
| PP |
107-251 |
107-262 |
| S1 |
107-239 |
107-245 |
|