ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-050 |
107-132 |
0-082 |
0.2% |
107-260 |
| High |
107-175 |
107-175 |
0-000 |
0.0% |
108-020 |
| Low |
107-002 |
107-068 |
0-065 |
0.2% |
107-002 |
| Close |
107-108 |
107-132 |
0-025 |
0.1% |
107-108 |
| Range |
0-172 |
0-108 |
-0-065 |
-37.7% |
1-018 |
| ATR |
0-135 |
0-133 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,125 |
3,295 |
2,170 |
192.9% |
5,611 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-128 |
108-078 |
107-192 |
|
| R3 |
108-020 |
107-290 |
107-162 |
|
| R2 |
107-232 |
107-232 |
107-152 |
|
| R1 |
107-182 |
107-182 |
107-142 |
107-186 |
| PP |
107-125 |
107-125 |
107-125 |
107-127 |
| S1 |
107-075 |
107-075 |
107-123 |
107-079 |
| S2 |
107-018 |
107-018 |
107-113 |
|
| S3 |
106-230 |
106-288 |
107-103 |
|
| S4 |
106-122 |
106-180 |
107-073 |
|
|
| 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 |
107-288 |
107-002 |
0-285 |
0.8% |
0-155 |
0.5% |
46% |
False |
False |
1,521 |
| 10 |
108-222 |
107-002 |
1-220 |
1.6% |
0-138 |
0.4% |
24% |
False |
False |
1,350 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-102 |
0.3% |
37% |
False |
False |
686 |
| 40 |
109-110 |
106-208 |
2-222 |
2.5% |
0-053 |
0.2% |
28% |
False |
False |
343 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-036 |
0.1% |
14% |
False |
False |
228 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-027 |
0.1% |
14% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-312 |
|
2.618 |
108-136 |
|
1.618 |
108-029 |
|
1.000 |
107-282 |
|
0.618 |
107-241 |
|
HIGH |
107-175 |
|
0.618 |
107-134 |
|
0.500 |
107-121 |
|
0.382 |
107-109 |
|
LOW |
107-068 |
|
0.618 |
107-001 |
|
1.000 |
106-280 |
|
1.618 |
106-214 |
|
2.618 |
106-106 |
|
4.250 |
105-251 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-129 |
107-145 |
| PP |
107-125 |
107-141 |
| S1 |
107-121 |
107-137 |
|