ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-260 |
107-050 |
-0-210 |
-0.6% |
107-260 |
| High |
107-288 |
107-175 |
-0-112 |
-0.3% |
108-020 |
| Low |
107-025 |
107-002 |
-0-022 |
-0.1% |
107-002 |
| Close |
107-032 |
107-108 |
0-075 |
0.2% |
107-108 |
| Range |
0-262 |
0-172 |
-0-090 |
-34.3% |
1-018 |
| ATR |
0-132 |
0-135 |
0-003 |
2.2% |
0-000 |
| Volume |
1,788 |
1,125 |
-663 |
-37.1% |
5,611 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-292 |
108-212 |
107-202 |
|
| R3 |
108-120 |
108-040 |
107-155 |
|
| R2 |
107-268 |
107-268 |
107-139 |
|
| R1 |
107-188 |
107-188 |
107-123 |
107-228 |
| PP |
107-095 |
107-095 |
107-095 |
107-115 |
| S1 |
107-015 |
107-015 |
107-092 |
107-055 |
| S2 |
106-242 |
106-242 |
107-076 |
|
| S3 |
106-070 |
106-162 |
107-060 |
|
| S4 |
105-218 |
105-310 |
107-013 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-202 |
110-012 |
107-293 |
|
| R3 |
109-185 |
108-315 |
107-200 |
|
| R2 |
108-168 |
108-168 |
107-169 |
|
| R1 |
107-298 |
107-298 |
107-138 |
107-224 |
| PP |
107-150 |
107-150 |
107-150 |
107-113 |
| S1 |
106-280 |
106-280 |
107-077 |
106-206 |
| S2 |
106-132 |
106-132 |
107-046 |
|
| S3 |
105-115 |
105-262 |
107-015 |
|
| S4 |
104-098 |
104-245 |
106-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-020 |
107-002 |
1-018 |
1.0% |
0-164 |
0.5% |
31% |
False |
True |
1,122 |
| 10 |
108-222 |
107-002 |
1-220 |
1.6% |
0-135 |
0.4% |
19% |
False |
True |
1,023 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-099 |
0.3% |
34% |
False |
False |
521 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-051 |
0.1% |
21% |
False |
False |
260 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-034 |
0.1% |
13% |
False |
False |
173 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-025 |
0.1% |
13% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-268 |
|
2.618 |
108-307 |
|
1.618 |
108-134 |
|
1.000 |
108-028 |
|
0.618 |
107-282 |
|
HIGH |
107-175 |
|
0.618 |
107-109 |
|
0.500 |
107-089 |
|
0.382 |
107-068 |
|
LOW |
107-002 |
|
0.618 |
106-216 |
|
1.000 |
106-150 |
|
1.618 |
106-043 |
|
2.618 |
105-191 |
|
4.250 |
104-229 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-101 |
107-145 |
| PP |
107-095 |
107-132 |
| S1 |
107-089 |
107-120 |
|