ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-065 |
106-218 |
0-152 |
0.4% |
106-312 |
| High |
106-238 |
106-285 |
0-048 |
0.1% |
107-088 |
| Low |
106-040 |
106-190 |
0-150 |
0.4% |
105-195 |
| Close |
106-215 |
106-218 |
0-002 |
0.0% |
106-090 |
| Range |
0-198 |
0-095 |
-0-102 |
-51.9% |
1-212 |
| ATR |
0-189 |
0-183 |
-0-007 |
-3.6% |
0-000 |
| Volume |
1,044,908 |
903,830 |
-141,078 |
-13.5% |
5,002,649 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-196 |
107-142 |
106-270 |
|
| R3 |
107-101 |
107-047 |
106-244 |
|
| R2 |
107-006 |
107-006 |
106-235 |
|
| R1 |
106-272 |
106-272 |
106-226 |
106-265 |
| PP |
106-231 |
106-231 |
106-231 |
106-228 |
| S1 |
106-177 |
106-177 |
106-209 |
106-170 |
| S2 |
106-136 |
106-136 |
106-200 |
|
| S3 |
106-041 |
106-082 |
106-191 |
|
| S4 |
105-266 |
105-307 |
106-165 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-122 |
110-158 |
107-063 |
|
| R3 |
109-229 |
108-266 |
106-236 |
|
| R2 |
108-017 |
108-017 |
106-188 |
|
| R1 |
107-053 |
107-053 |
106-139 |
106-249 |
| PP |
106-124 |
106-124 |
106-124 |
106-062 |
| S1 |
105-161 |
105-161 |
106-041 |
105-036 |
| S2 |
104-232 |
104-232 |
105-312 |
|
| S3 |
103-019 |
103-268 |
105-264 |
|
| S4 |
101-127 |
102-056 |
105-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-002 |
105-195 |
1-128 |
1.3% |
0-200 |
0.6% |
77% |
False |
False |
1,236,144 |
| 10 |
108-000 |
105-195 |
2-125 |
2.2% |
0-182 |
0.5% |
45% |
False |
False |
1,204,057 |
| 20 |
108-218 |
105-195 |
3-022 |
2.9% |
0-183 |
0.5% |
35% |
False |
False |
1,161,360 |
| 40 |
111-070 |
105-195 |
5-195 |
5.3% |
0-183 |
0.5% |
19% |
False |
False |
1,102,021 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-178 |
0.5% |
17% |
False |
False |
738,710 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-144 |
0.4% |
17% |
False |
False |
554,040 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-117 |
0.3% |
17% |
False |
False |
443,232 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-098 |
0.3% |
17% |
False |
False |
369,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-049 |
|
2.618 |
107-214 |
|
1.618 |
107-119 |
|
1.000 |
107-060 |
|
0.618 |
107-024 |
|
HIGH |
106-285 |
|
0.618 |
106-249 |
|
0.500 |
106-238 |
|
0.382 |
106-226 |
|
LOW |
106-190 |
|
0.618 |
106-131 |
|
1.000 |
106-095 |
|
1.618 |
106-036 |
|
2.618 |
105-261 |
|
4.250 |
105-106 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-238 |
106-191 |
| PP |
106-231 |
106-165 |
| S1 |
106-224 |
106-139 |
|