ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-272 |
107-168 |
0-215 |
0.6% |
107-132 |
| High |
107-188 |
107-180 |
-0-008 |
0.0% |
107-188 |
| Low |
106-220 |
107-060 |
0-160 |
0.5% |
106-220 |
| Close |
107-148 |
107-170 |
0-022 |
0.1% |
107-148 |
| Range |
0-288 |
0-120 |
-0-168 |
-58.3% |
0-288 |
| ATR |
0-143 |
0-141 |
-0-002 |
-1.1% |
0-000 |
| Volume |
5,184 |
8,873 |
3,689 |
71.2% |
21,597 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-177 |
108-133 |
107-236 |
|
| R3 |
108-057 |
108-013 |
107-203 |
|
| R2 |
107-257 |
107-257 |
107-192 |
|
| R1 |
107-213 |
107-213 |
107-181 |
107-235 |
| PP |
107-137 |
107-137 |
107-137 |
107-148 |
| S1 |
107-093 |
107-093 |
107-159 |
107-115 |
| S2 |
107-017 |
107-017 |
107-148 |
|
| S3 |
106-217 |
106-293 |
107-137 |
|
| S4 |
106-097 |
106-173 |
107-104 |
|
|
| 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% |
0-158 |
0.5% |
94% |
False |
False |
5,435 |
| 10 |
107-288 |
106-220 |
1-068 |
1.1% |
0-156 |
0.5% |
70% |
False |
False |
3,478 |
| 20 |
108-222 |
106-220 |
2-002 |
1.9% |
0-134 |
0.4% |
42% |
False |
False |
2,044 |
| 40 |
108-292 |
106-208 |
2-085 |
2.1% |
0-073 |
0.2% |
39% |
False |
False |
1,022 |
| 60 |
111-198 |
106-208 |
4-310 |
4.6% |
0-049 |
0.1% |
18% |
False |
False |
681 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-036 |
0.1% |
16% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-050 |
|
2.618 |
108-174 |
|
1.618 |
108-054 |
|
1.000 |
107-300 |
|
0.618 |
107-254 |
|
HIGH |
107-180 |
|
0.618 |
107-134 |
|
0.500 |
107-120 |
|
0.382 |
107-106 |
|
LOW |
107-060 |
|
0.618 |
106-306 |
|
1.000 |
106-260 |
|
1.618 |
106-186 |
|
2.618 |
106-066 |
|
4.250 |
105-190 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-153 |
107-128 |
| PP |
107-137 |
107-086 |
| S1 |
107-120 |
107-044 |
|