ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
108-130 |
108-108 |
-0-022 |
-0.1% |
107-062 |
| High |
108-172 |
108-128 |
-0-045 |
-0.1% |
108-200 |
| Low |
108-038 |
108-048 |
0-010 |
0.0% |
107-055 |
| Close |
108-060 |
108-100 |
0-040 |
0.1% |
108-060 |
| Range |
0-135 |
0-080 |
-0-055 |
-40.7% |
1-145 |
| ATR |
0-117 |
0-114 |
-0-003 |
-2.3% |
0-000 |
| Volume |
163 |
29 |
-134 |
-82.2% |
187 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-012 |
108-296 |
108-144 |
|
| R3 |
108-252 |
108-216 |
108-122 |
|
| R2 |
108-172 |
108-172 |
108-115 |
|
| R1 |
108-136 |
108-136 |
108-107 |
108-114 |
| PP |
108-092 |
108-092 |
108-092 |
108-081 |
| S1 |
108-056 |
108-056 |
108-093 |
108-034 |
| S2 |
108-012 |
108-012 |
108-085 |
|
| S3 |
107-252 |
107-296 |
108-078 |
|
| S4 |
107-172 |
107-216 |
108-056 |
|
|
| 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 |
107-062 |
1-138 |
1.3% |
0-104 |
0.3% |
78% |
False |
False |
42 |
| 10 |
108-200 |
106-208 |
1-312 |
1.8% |
0-066 |
0.2% |
84% |
False |
False |
21 |
| 20 |
108-205 |
106-208 |
1-318 |
1.8% |
0-038 |
0.1% |
84% |
False |
False |
11 |
| 40 |
110-012 |
106-208 |
3-125 |
3.1% |
0-019 |
0.1% |
49% |
False |
False |
5 |
| 60 |
112-035 |
106-208 |
5-148 |
5.0% |
0-013 |
0.0% |
30% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-148 |
|
2.618 |
109-017 |
|
1.618 |
108-257 |
|
1.000 |
108-208 |
|
0.618 |
108-177 |
|
HIGH |
108-128 |
|
0.618 |
108-097 |
|
0.500 |
108-088 |
|
0.382 |
108-078 |
|
LOW |
108-048 |
|
0.618 |
107-318 |
|
1.000 |
107-288 |
|
1.618 |
107-238 |
|
2.618 |
107-158 |
|
4.250 |
107-028 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-096 |
108-119 |
| PP |
108-092 |
108-112 |
| S1 |
108-088 |
108-106 |
|