ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-088 |
107-275 |
0-188 |
0.5% |
107-155 |
| High |
107-135 |
108-012 |
0-198 |
0.6% |
107-155 |
| Low |
107-062 |
107-228 |
0-165 |
0.5% |
106-208 |
| Close |
107-088 |
108-002 |
0-235 |
0.7% |
106-285 |
| Range |
0-072 |
0-105 |
0-032 |
44.8% |
0-268 |
| ATR |
0-097 |
0-108 |
0-011 |
10.9% |
0-000 |
| Volume |
0 |
16 |
16 |
|
3 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-289 |
108-251 |
108-060 |
|
| R3 |
108-184 |
108-146 |
108-031 |
|
| R2 |
108-079 |
108-079 |
108-022 |
|
| R1 |
108-041 |
108-041 |
108-012 |
108-060 |
| PP |
107-294 |
107-294 |
107-294 |
107-304 |
| S1 |
107-256 |
107-256 |
107-313 |
107-275 |
| S2 |
107-189 |
107-189 |
107-303 |
|
| S3 |
107-084 |
107-151 |
107-294 |
|
| S4 |
106-299 |
107-046 |
107-265 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-165 |
109-012 |
107-112 |
|
| R3 |
108-218 |
108-065 |
107-039 |
|
| R2 |
107-270 |
107-270 |
107-014 |
|
| R1 |
107-118 |
107-118 |
106-310 |
107-060 |
| PP |
107-002 |
107-002 |
107-002 |
106-294 |
| S1 |
106-170 |
106-170 |
106-260 |
106-112 |
| S2 |
106-055 |
106-055 |
106-236 |
|
| S3 |
105-108 |
105-222 |
106-211 |
|
| S4 |
104-160 |
104-275 |
106-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-012 |
106-208 |
1-125 |
1.3% |
0-064 |
0.2% |
98% |
True |
False |
4 |
| 10 |
108-160 |
106-208 |
1-272 |
1.7% |
0-041 |
0.1% |
73% |
False |
False |
3 |
| 20 |
108-255 |
106-208 |
2-048 |
2.0% |
0-020 |
0.1% |
63% |
False |
False |
1 |
| 40 |
111-042 |
106-208 |
4-155 |
4.2% |
0-010 |
0.0% |
30% |
False |
False |
|
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-007 |
0.0% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-139 |
|
2.618 |
108-287 |
|
1.618 |
108-182 |
|
1.000 |
108-118 |
|
0.618 |
108-077 |
|
HIGH |
108-012 |
|
0.618 |
107-292 |
|
0.500 |
107-280 |
|
0.382 |
107-268 |
|
LOW |
107-228 |
|
0.618 |
107-163 |
|
1.000 |
107-122 |
|
1.618 |
107-058 |
|
2.618 |
106-273 |
|
4.250 |
106-101 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-308 |
107-280 |
| PP |
107-294 |
107-237 |
| S1 |
107-280 |
107-194 |
|