ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-165 |
107-235 |
0-070 |
0.2% |
107-132 |
| High |
107-268 |
107-255 |
-0-012 |
0.0% |
107-188 |
| Low |
107-140 |
107-175 |
0-035 |
0.1% |
106-220 |
| Close |
107-220 |
107-192 |
-0-028 |
-0.1% |
107-148 |
| Range |
0-128 |
0-080 |
-0-048 |
-37.3% |
0-288 |
| ATR |
0-140 |
0-136 |
-0-004 |
-3.1% |
0-000 |
| Volume |
18,779 |
29,018 |
10,239 |
54.5% |
21,597 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-128 |
108-080 |
107-236 |
|
| R3 |
108-048 |
108-000 |
107-214 |
|
| R2 |
107-288 |
107-288 |
107-207 |
|
| R1 |
107-240 |
107-240 |
107-200 |
107-224 |
| PP |
107-208 |
107-208 |
107-208 |
107-199 |
| S1 |
107-160 |
107-160 |
107-185 |
107-144 |
| S2 |
107-128 |
107-128 |
107-178 |
|
| S3 |
107-048 |
107-080 |
107-170 |
|
| S4 |
106-288 |
107-000 |
107-148 |
|
|
| 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% |
0-145 |
0.4% |
80% |
False |
False |
13,191 |
| 10 |
107-288 |
106-220 |
1-068 |
1.1% |
0-154 |
0.4% |
75% |
False |
False |
8,118 |
| 20 |
108-222 |
106-220 |
2-002 |
1.9% |
0-136 |
0.4% |
46% |
False |
False |
4,433 |
| 40 |
108-255 |
106-208 |
2-048 |
2.0% |
0-078 |
0.2% |
44% |
False |
False |
2,217 |
| 60 |
111-042 |
106-208 |
4-155 |
4.2% |
0-052 |
0.2% |
21% |
False |
False |
1,478 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-039 |
0.1% |
17% |
False |
False |
1,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-275 |
|
2.618 |
108-144 |
|
1.618 |
108-064 |
|
1.000 |
108-015 |
|
0.618 |
107-304 |
|
HIGH |
107-255 |
|
0.618 |
107-224 |
|
0.500 |
107-215 |
|
0.382 |
107-206 |
|
LOW |
107-175 |
|
0.618 |
107-126 |
|
1.000 |
107-095 |
|
1.618 |
107-046 |
|
2.618 |
106-286 |
|
4.250 |
106-155 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-215 |
107-183 |
| PP |
107-208 |
107-173 |
| S1 |
107-200 |
107-164 |
|