ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-130 |
107-092 |
-0-038 |
-0.1% |
107-260 |
| High |
107-152 |
107-122 |
-0-030 |
-0.1% |
108-020 |
| Low |
107-028 |
106-295 |
-0-052 |
-0.2% |
107-002 |
| Close |
107-032 |
107-045 |
0-012 |
0.0% |
107-108 |
| Range |
0-125 |
0-148 |
0-022 |
18.0% |
1-018 |
| ATR |
0-132 |
0-134 |
0-001 |
0.8% |
0-000 |
| Volume |
4,692 |
4,323 |
-369 |
-7.9% |
5,611 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-170 |
108-095 |
107-126 |
|
| R3 |
108-022 |
107-268 |
107-086 |
|
| R2 |
107-195 |
107-195 |
107-072 |
|
| R1 |
107-120 |
107-120 |
107-059 |
107-084 |
| PP |
107-048 |
107-048 |
107-048 |
107-029 |
| S1 |
106-292 |
106-292 |
107-031 |
106-256 |
| S2 |
106-220 |
106-220 |
107-018 |
|
| S3 |
106-072 |
106-145 |
107-004 |
|
| S4 |
105-245 |
105-318 |
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 |
106-295 |
0-312 |
0.9% |
0-163 |
0.5% |
22% |
False |
True |
3,044 |
| 10 |
108-055 |
106-295 |
1-080 |
1.2% |
0-140 |
0.4% |
18% |
False |
True |
2,072 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-116 |
0.3% |
24% |
False |
False |
1,136 |
| 40 |
109-068 |
106-208 |
2-180 |
2.4% |
0-060 |
0.2% |
19% |
False |
False |
568 |
| 60 |
111-198 |
106-208 |
4-310 |
4.6% |
0-040 |
0.1% |
10% |
False |
False |
379 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-030 |
0.1% |
9% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-109 |
|
2.618 |
108-189 |
|
1.618 |
108-041 |
|
1.000 |
107-270 |
|
0.618 |
107-214 |
|
HIGH |
107-122 |
|
0.618 |
107-066 |
|
0.500 |
107-049 |
|
0.382 |
107-031 |
|
LOW |
106-295 |
|
0.618 |
106-204 |
|
1.000 |
106-148 |
|
1.618 |
106-056 |
|
2.618 |
105-229 |
|
4.250 |
104-308 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-049 |
107-075 |
| PP |
107-048 |
107-065 |
| S1 |
107-046 |
107-055 |
|