ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-092 |
107-025 |
-0-068 |
-0.2% |
107-260 |
| High |
107-122 |
107-052 |
-0-070 |
-0.2% |
108-020 |
| Low |
106-295 |
106-262 |
-0-032 |
-0.1% |
107-002 |
| Close |
107-045 |
106-290 |
-0-075 |
-0.2% |
107-108 |
| Range |
0-148 |
0-110 |
-0-038 |
-25.4% |
1-018 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.3% |
0-000 |
| Volume |
4,323 |
4,103 |
-220 |
-5.1% |
5,611 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-318 |
107-254 |
107-030 |
|
| R3 |
107-208 |
107-144 |
107-000 |
|
| R2 |
107-098 |
107-098 |
106-310 |
|
| R1 |
107-034 |
107-034 |
106-300 |
107-011 |
| PP |
106-308 |
106-308 |
106-308 |
106-297 |
| S1 |
106-244 |
106-244 |
106-280 |
106-221 |
| S2 |
106-198 |
106-198 |
106-270 |
|
| S3 |
106-088 |
106-134 |
106-260 |
|
| S4 |
105-298 |
106-024 |
106-230 |
|
|
| 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 |
107-175 |
106-262 |
0-232 |
0.7% |
0-132 |
0.4% |
12% |
False |
True |
3,507 |
| 10 |
108-020 |
106-262 |
1-078 |
1.2% |
0-137 |
0.4% |
7% |
False |
True |
2,294 |
| 20 |
108-222 |
106-240 |
1-302 |
1.8% |
0-119 |
0.3% |
8% |
False |
False |
1,341 |
| 40 |
109-065 |
106-208 |
2-178 |
2.4% |
0-063 |
0.2% |
10% |
False |
False |
671 |
| 60 |
111-198 |
106-208 |
4-310 |
4.6% |
0-042 |
0.1% |
5% |
False |
False |
447 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-031 |
0.1% |
5% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-200 |
|
2.618 |
108-020 |
|
1.618 |
107-230 |
|
1.000 |
107-162 |
|
0.618 |
107-120 |
|
HIGH |
107-052 |
|
0.618 |
107-010 |
|
0.500 |
106-318 |
|
0.382 |
106-305 |
|
LOW |
106-262 |
|
0.618 |
106-195 |
|
1.000 |
106-152 |
|
1.618 |
106-085 |
|
2.618 |
105-295 |
|
4.250 |
105-115 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-318 |
107-048 |
| PP |
106-308 |
107-022 |
| S1 |
106-299 |
106-316 |
|