ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
108-088 |
108-130 |
0-042 |
0.1% |
107-062 |
| High |
108-200 |
108-172 |
-0-028 |
-0.1% |
108-200 |
| Low |
108-070 |
108-038 |
-0-032 |
-0.1% |
107-055 |
| Close |
108-195 |
108-060 |
-0-135 |
-0.4% |
108-060 |
| Range |
0-130 |
0-135 |
0-005 |
3.8% |
1-145 |
| ATR |
0-114 |
0-117 |
0-003 |
2.7% |
0-000 |
| Volume |
5 |
163 |
158 |
3,160.0% |
187 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-175 |
109-092 |
108-134 |
|
| R3 |
109-040 |
108-278 |
108-097 |
|
| R2 |
108-225 |
108-225 |
108-085 |
|
| R1 |
108-142 |
108-142 |
108-072 |
108-116 |
| PP |
108-090 |
108-090 |
108-090 |
108-077 |
| S1 |
108-008 |
108-008 |
108-048 |
107-301 |
| S2 |
107-275 |
107-275 |
108-035 |
|
| S3 |
107-140 |
107-192 |
108-023 |
|
| S4 |
107-005 |
107-058 |
107-306 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-113 |
111-232 |
108-316 |
|
| R3 |
110-288 |
110-087 |
108-188 |
|
| R2 |
109-143 |
109-143 |
108-145 |
|
| R1 |
108-262 |
108-262 |
108-103 |
109-042 |
| PP |
107-318 |
107-318 |
107-318 |
108-049 |
| S1 |
107-117 |
107-117 |
108-017 |
107-218 |
| S2 |
106-173 |
106-173 |
107-295 |
|
| S3 |
105-028 |
105-292 |
107-252 |
|
| S4 |
103-203 |
104-147 |
107-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-200 |
107-055 |
1-145 |
1.3% |
0-096 |
0.3% |
70% |
False |
False |
37 |
| 10 |
108-200 |
106-208 |
1-312 |
1.8% |
0-064 |
0.2% |
78% |
False |
False |
19 |
| 20 |
108-255 |
106-208 |
2-048 |
2.0% |
0-034 |
0.1% |
72% |
False |
False |
10 |
| 40 |
110-178 |
106-208 |
3-290 |
3.6% |
0-017 |
0.0% |
39% |
False |
False |
5 |
| 60 |
112-035 |
106-208 |
5-148 |
5.0% |
0-011 |
0.0% |
28% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-106 |
|
2.618 |
109-206 |
|
1.618 |
109-071 |
|
1.000 |
108-308 |
|
0.618 |
108-256 |
|
HIGH |
108-172 |
|
0.618 |
108-121 |
|
0.500 |
108-105 |
|
0.382 |
108-089 |
|
LOW |
108-038 |
|
0.618 |
107-274 |
|
1.000 |
107-222 |
|
1.618 |
107-139 |
|
2.618 |
107-004 |
|
4.250 |
106-104 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-105 |
108-058 |
| PP |
108-090 |
108-056 |
| S1 |
108-075 |
108-054 |
|