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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-155 107-238 0-238 0.7% 0-000 0.0% 42% False False
10 109-030 107-238 1-112 1.3% 0-000 0.0% 23% False False
20 109-080 107-128 1-272 1.7% 0-000 0.0% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
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

These figures are updated between 7pm and 10pm EST after a trading day.

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