ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-160 |
107-260 |
0-100 |
0.3% |
108-108 |
| High |
107-272 |
107-288 |
0-015 |
0.0% |
108-222 |
| Low |
107-138 |
107-025 |
-0-112 |
-0.3% |
107-240 |
| Close |
107-270 |
107-032 |
-0-238 |
-0.7% |
107-285 |
| Range |
0-135 |
0-262 |
0-128 |
94.4% |
0-302 |
| ATR |
0-122 |
0-132 |
0-010 |
8.2% |
0-000 |
| Volume |
1,096 |
1,788 |
692 |
63.1% |
4,624 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-262 |
109-090 |
107-177 |
|
| R3 |
109-000 |
108-148 |
107-105 |
|
| R2 |
108-058 |
108-058 |
107-081 |
|
| R1 |
107-205 |
107-205 |
107-057 |
107-160 |
| PP |
107-115 |
107-115 |
107-115 |
107-092 |
| S1 |
106-262 |
106-262 |
107-008 |
106-218 |
| S2 |
106-172 |
106-172 |
106-304 |
|
| S3 |
105-230 |
106-000 |
106-280 |
|
| S4 |
104-288 |
105-058 |
106-208 |
|
|
| 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 |
108-020 |
107-025 |
0-315 |
0.9% |
0-142 |
0.4% |
2% |
False |
True |
1,081 |
| 10 |
108-222 |
107-025 |
1-198 |
1.5% |
0-131 |
0.4% |
1% |
False |
True |
927 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-092 |
0.3% |
22% |
False |
False |
465 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-046 |
0.1% |
14% |
False |
False |
232 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-031 |
0.1% |
8% |
False |
False |
155 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-023 |
0.1% |
8% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-123 |
|
2.618 |
110-015 |
|
1.618 |
109-072 |
|
1.000 |
108-230 |
|
0.618 |
108-130 |
|
HIGH |
107-288 |
|
0.618 |
107-187 |
|
0.500 |
107-156 |
|
0.382 |
107-125 |
|
LOW |
107-025 |
|
0.618 |
106-183 |
|
1.000 |
106-082 |
|
1.618 |
105-240 |
|
2.618 |
104-298 |
|
4.250 |
103-189 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-156 |
107-156 |
| PP |
107-115 |
107-115 |
| S1 |
107-074 |
107-074 |
|