ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
107-312 |
108-018 |
0-025 |
0.1% |
108-112 |
High |
107-312 |
108-018 |
0-025 |
0.1% |
108-155 |
Low |
107-312 |
108-018 |
0-025 |
0.1% |
107-238 |
Close |
107-312 |
108-018 |
0-025 |
0.1% |
107-312 |
Range |
|
|
|
|
|
ATR |
0-098 |
0-093 |
-0-005 |
-5.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-018 |
108-018 |
108-018 |
|
R3 |
108-018 |
108-018 |
108-018 |
|
R2 |
108-018 |
108-018 |
108-018 |
|
R1 |
108-018 |
108-018 |
108-018 |
108-018 |
PP |
108-018 |
108-018 |
108-018 |
108-018 |
S1 |
108-018 |
108-018 |
108-018 |
108-018 |
S2 |
108-018 |
108-018 |
108-018 |
|
S3 |
108-018 |
108-018 |
108-018 |
|
S4 |
108-018 |
108-018 |
108-018 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-094 |
109-281 |
108-123 |
|
R3 |
109-177 |
109-043 |
108-058 |
|
R2 |
108-259 |
108-259 |
108-036 |
|
R1 |
108-126 |
108-126 |
108-014 |
108-074 |
PP |
108-022 |
108-022 |
108-022 |
107-316 |
S1 |
107-208 |
107-208 |
107-291 |
107-156 |
S2 |
107-104 |
107-104 |
107-269 |
|
S3 |
106-187 |
106-291 |
107-247 |
|
S4 |
105-269 |
106-053 |
107-182 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-018 |
2.618 |
108-018 |
1.618 |
108-018 |
1.000 |
108-018 |
0.618 |
108-018 |
HIGH |
108-018 |
0.618 |
108-018 |
0.500 |
108-018 |
0.382 |
108-018 |
LOW |
108-018 |
0.618 |
108-018 |
1.000 |
108-018 |
1.618 |
108-018 |
2.618 |
108-018 |
4.250 |
108-018 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
108-018 |
108-001 |
PP |
108-018 |
107-304 |
S1 |
108-018 |
107-288 |
|