ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-132 |
107-130 |
-0-002 |
0.0% |
107-260 |
| High |
107-175 |
107-152 |
-0-022 |
-0.1% |
108-020 |
| Low |
107-068 |
107-028 |
-0-040 |
-0.1% |
107-002 |
| Close |
107-132 |
107-032 |
-0-100 |
-0.3% |
107-108 |
| Range |
0-108 |
0-125 |
0-018 |
16.3% |
1-018 |
| ATR |
0-133 |
0-132 |
-0-001 |
-0.4% |
0-000 |
| Volume |
3,295 |
4,692 |
1,397 |
42.4% |
5,611 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-126 |
108-044 |
107-101 |
|
| R3 |
108-001 |
107-239 |
107-067 |
|
| R2 |
107-196 |
107-196 |
107-055 |
|
| R1 |
107-114 |
107-114 |
107-044 |
107-092 |
| PP |
107-071 |
107-071 |
107-071 |
107-060 |
| S1 |
106-309 |
106-309 |
107-021 |
106-288 |
| S2 |
106-266 |
106-266 |
107-010 |
|
| S3 |
106-141 |
106-184 |
106-318 |
|
| S4 |
106-016 |
106-059 |
106-284 |
|
|
| 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% |
0-160 |
0.5% |
11% |
False |
False |
2,399 |
| 10 |
108-205 |
107-002 |
1-202 |
1.5% |
0-137 |
0.4% |
6% |
False |
False |
1,796 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-108 |
0.3% |
22% |
False |
False |
920 |
| 40 |
109-110 |
106-208 |
2-222 |
2.5% |
0-056 |
0.2% |
17% |
False |
False |
460 |
| 60 |
111-198 |
106-208 |
4-310 |
4.6% |
0-038 |
0.1% |
9% |
False |
False |
307 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-028 |
0.1% |
8% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-044 |
|
2.618 |
108-160 |
|
1.618 |
108-035 |
|
1.000 |
107-278 |
|
0.618 |
107-230 |
|
HIGH |
107-152 |
|
0.618 |
107-105 |
|
0.500 |
107-090 |
|
0.382 |
107-075 |
|
LOW |
107-028 |
|
0.618 |
106-270 |
|
1.000 |
106-222 |
|
1.618 |
106-145 |
|
2.618 |
106-020 |
|
4.250 |
105-136 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-090 |
107-089 |
| PP |
107-071 |
107-070 |
| S1 |
107-052 |
107-051 |
|