ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-168 |
107-165 |
-0-002 |
0.0% |
107-132 |
| High |
107-180 |
107-268 |
0-088 |
0.3% |
107-188 |
| Low |
107-060 |
107-140 |
0-080 |
0.2% |
106-220 |
| Close |
107-170 |
107-220 |
0-050 |
0.1% |
107-148 |
| Range |
0-120 |
0-128 |
0-008 |
6.3% |
0-288 |
| ATR |
0-141 |
0-140 |
-0-001 |
-0.7% |
0-000 |
| Volume |
8,873 |
18,779 |
9,906 |
111.6% |
21,597 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-272 |
108-213 |
107-290 |
|
| R3 |
108-144 |
108-086 |
107-255 |
|
| R2 |
108-017 |
108-017 |
107-243 |
|
| R1 |
107-278 |
107-278 |
107-232 |
107-308 |
| PP |
107-209 |
107-209 |
107-209 |
107-224 |
| S1 |
107-151 |
107-151 |
107-208 |
107-180 |
| S2 |
107-082 |
107-082 |
107-197 |
|
| S3 |
106-274 |
107-023 |
107-185 |
|
| S4 |
106-147 |
106-216 |
107-150 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-301 |
109-192 |
107-306 |
|
| R3 |
109-013 |
108-224 |
107-227 |
|
| R2 |
108-046 |
108-046 |
107-200 |
|
| R1 |
107-257 |
107-257 |
107-174 |
107-311 |
| PP |
107-078 |
107-078 |
107-078 |
107-106 |
| S1 |
106-289 |
106-289 |
107-121 |
107-024 |
| S2 |
106-111 |
106-111 |
107-095 |
|
| S3 |
105-143 |
106-002 |
107-068 |
|
| S4 |
104-176 |
105-034 |
106-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-268 |
106-220 |
1-048 |
1.1% |
0-158 |
0.5% |
87% |
True |
False |
8,252 |
| 10 |
107-288 |
106-220 |
1-068 |
1.1% |
0-160 |
0.5% |
83% |
False |
False |
5,325 |
| 20 |
108-222 |
106-220 |
2-002 |
1.9% |
0-137 |
0.4% |
50% |
False |
False |
2,983 |
| 40 |
108-292 |
106-208 |
2-085 |
2.1% |
0-076 |
0.2% |
46% |
False |
False |
1,492 |
| 60 |
111-060 |
106-208 |
4-172 |
4.2% |
0-051 |
0.1% |
23% |
False |
False |
994 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-038 |
0.1% |
19% |
False |
False |
746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-169 |
|
2.618 |
108-281 |
|
1.618 |
108-154 |
|
1.000 |
108-075 |
|
0.618 |
108-026 |
|
HIGH |
107-268 |
|
0.618 |
107-219 |
|
0.500 |
107-204 |
|
0.382 |
107-189 |
|
LOW |
107-140 |
|
0.618 |
107-061 |
|
1.000 |
107-012 |
|
1.618 |
106-254 |
|
2.618 |
106-126 |
|
4.250 |
105-238 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-215 |
107-175 |
| PP |
107-209 |
107-129 |
| S1 |
107-204 |
107-084 |
|