ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-270 |
106-192 |
-0-078 |
-0.2% |
107-252 |
| High |
107-002 |
106-200 |
-0-122 |
-0.4% |
108-022 |
| Low |
106-178 |
105-195 |
-0-302 |
-0.9% |
106-268 |
| Close |
106-185 |
106-038 |
-0-148 |
-0.4% |
107-030 |
| Range |
0-145 |
1-005 |
0-180 |
124.1% |
1-075 |
| ATR |
0-174 |
0-185 |
0-011 |
6.2% |
0-000 |
| Volume |
1,122,479 |
1,723,164 |
600,685 |
53.5% |
5,835,831 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-052 |
108-210 |
106-216 |
|
| R3 |
108-048 |
107-205 |
106-127 |
|
| R2 |
107-042 |
107-042 |
106-097 |
|
| R1 |
106-200 |
106-200 |
106-067 |
106-119 |
| PP |
106-038 |
106-038 |
106-038 |
105-317 |
| S1 |
105-195 |
105-195 |
106-008 |
105-114 |
| S2 |
105-032 |
105-032 |
105-298 |
|
| S3 |
104-028 |
104-190 |
105-268 |
|
| S4 |
103-022 |
103-185 |
105-179 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-012 |
110-096 |
107-247 |
|
| R3 |
109-257 |
109-021 |
107-139 |
|
| R2 |
108-182 |
108-182 |
107-102 |
|
| R1 |
107-266 |
107-266 |
107-066 |
107-186 |
| PP |
107-107 |
107-107 |
107-107 |
107-067 |
| S1 |
106-191 |
106-191 |
106-314 |
106-111 |
| S2 |
106-032 |
106-032 |
106-278 |
|
| S3 |
104-277 |
105-116 |
106-241 |
|
| S4 |
103-202 |
104-041 |
106-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-278 |
105-195 |
2-082 |
2.1% |
0-206 |
0.6% |
22% |
False |
True |
1,325,103 |
| 10 |
108-030 |
105-195 |
2-155 |
2.3% |
0-174 |
0.5% |
20% |
False |
True |
1,141,980 |
| 20 |
108-242 |
105-195 |
3-048 |
3.0% |
0-183 |
0.5% |
16% |
False |
True |
1,141,179 |
| 40 |
111-158 |
105-195 |
5-282 |
5.5% |
0-182 |
0.5% |
9% |
False |
True |
1,021,380 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-177 |
0.5% |
8% |
False |
True |
683,134 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-140 |
0.4% |
8% |
False |
True |
512,351 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-112 |
0.3% |
8% |
False |
True |
409,881 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-093 |
0.3% |
8% |
False |
True |
341,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-301 |
|
2.618 |
109-091 |
|
1.618 |
108-086 |
|
1.000 |
107-205 |
|
0.618 |
107-081 |
|
HIGH |
106-200 |
|
0.618 |
106-076 |
|
0.500 |
106-038 |
|
0.382 |
105-319 |
|
LOW |
105-195 |
|
0.618 |
104-314 |
|
1.000 |
104-190 |
|
1.618 |
103-309 |
|
2.618 |
102-304 |
|
4.250 |
101-094 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-038 |
106-141 |
| PP |
106-038 |
106-107 |
| S1 |
106-038 |
106-072 |
|