ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-025 |
106-272 |
-0-072 |
-0.2% |
107-132 |
| High |
107-052 |
107-188 |
0-135 |
0.4% |
107-188 |
| Low |
106-262 |
106-220 |
-0-042 |
-0.1% |
106-220 |
| Close |
106-290 |
107-148 |
0-178 |
0.5% |
107-148 |
| Range |
0-110 |
0-288 |
0-178 |
161.4% |
0-288 |
| ATR |
0-132 |
0-143 |
0-011 |
8.4% |
0-000 |
| Volume |
4,103 |
5,184 |
1,081 |
26.3% |
21,597 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-301 |
109-192 |
107-306 |
|
| R3 |
109-013 |
108-224 |
107-227 |
|
| R2 |
108-046 |
108-046 |
107-200 |
|
| R1 |
107-257 |
107-257 |
107-174 |
107-311 |
| PP |
107-078 |
107-078 |
107-078 |
107-106 |
| S1 |
106-289 |
106-289 |
107-121 |
107-024 |
| S2 |
106-111 |
106-111 |
107-095 |
|
| S3 |
105-143 |
106-002 |
107-068 |
|
| S4 |
104-176 |
105-034 |
106-309 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-301 |
109-192 |
107-306 |
|
| R3 |
109-013 |
108-224 |
107-227 |
|
| R2 |
108-046 |
108-046 |
107-200 |
|
| R1 |
107-257 |
107-257 |
107-174 |
107-311 |
| PP |
107-078 |
107-078 |
107-078 |
107-106 |
| S1 |
106-289 |
106-289 |
107-121 |
107-024 |
| S2 |
106-111 |
106-111 |
107-095 |
|
| S3 |
105-143 |
106-002 |
107-068 |
|
| S4 |
104-176 |
105-034 |
106-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-188 |
106-220 |
0-288 |
0.8% |
0-156 |
0.5% |
86% |
True |
True |
4,319 |
| 10 |
108-020 |
106-220 |
1-120 |
1.3% |
0-160 |
0.5% |
56% |
False |
True |
2,720 |
| 20 |
108-222 |
106-220 |
2-002 |
1.9% |
0-130 |
0.4% |
39% |
False |
True |
1,600 |
| 40 |
109-065 |
106-208 |
2-178 |
2.4% |
0-070 |
0.2% |
32% |
False |
False |
800 |
| 60 |
111-198 |
106-208 |
4-310 |
4.6% |
0-047 |
0.1% |
16% |
False |
False |
533 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-035 |
0.1% |
15% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-129 |
|
2.618 |
109-300 |
|
1.618 |
109-013 |
|
1.000 |
108-155 |
|
0.618 |
108-045 |
|
HIGH |
107-188 |
|
0.618 |
107-078 |
|
0.500 |
107-044 |
|
0.382 |
107-010 |
|
LOW |
106-220 |
|
0.618 |
106-042 |
|
1.000 |
105-252 |
|
1.618 |
105-075 |
|
2.618 |
104-107 |
|
4.250 |
102-278 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-113 |
107-113 |
| PP |
107-078 |
107-078 |
| S1 |
107-044 |
107-044 |
|