ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-202 |
107-228 |
0-025 |
0.1% |
106-065 |
| High |
108-002 |
107-245 |
-0-078 |
-0.2% |
108-012 |
| Low |
107-195 |
107-035 |
-0-160 |
-0.5% |
106-040 |
| Close |
107-255 |
107-075 |
-0-180 |
-0.5% |
107-182 |
| Range |
0-128 |
0-210 |
0-082 |
64.7% |
1-292 |
| ATR |
0-176 |
0-179 |
0-003 |
1.8% |
0-000 |
| Volume |
977,920 |
1,160,448 |
182,528 |
18.7% |
6,009,914 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-108 |
108-302 |
107-190 |
|
| R3 |
108-218 |
108-092 |
107-133 |
|
| R2 |
108-008 |
108-008 |
107-114 |
|
| R1 |
107-202 |
107-202 |
107-094 |
107-160 |
| PP |
107-118 |
107-118 |
107-118 |
107-098 |
| S1 |
106-312 |
106-312 |
107-056 |
106-270 |
| S2 |
106-228 |
106-228 |
107-036 |
|
| S3 |
106-018 |
106-102 |
107-017 |
|
| S4 |
105-128 |
105-212 |
106-280 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-316 |
112-062 |
108-199 |
|
| R3 |
111-023 |
110-089 |
108-031 |
|
| R2 |
109-051 |
109-051 |
107-295 |
|
| R1 |
108-117 |
108-117 |
107-239 |
108-244 |
| PP |
107-078 |
107-078 |
107-078 |
107-142 |
| S1 |
106-144 |
106-144 |
107-126 |
106-271 |
| S2 |
105-106 |
105-106 |
107-070 |
|
| S3 |
103-133 |
104-172 |
107-014 |
|
| S4 |
101-161 |
102-199 |
106-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-025 |
107-035 |
0-310 |
0.9% |
0-151 |
0.4% |
13% |
False |
True |
1,002,586 |
| 10 |
108-025 |
105-312 |
2-032 |
2.0% |
0-175 |
0.5% |
60% |
False |
False |
1,136,216 |
| 20 |
108-030 |
105-195 |
2-155 |
2.3% |
0-175 |
0.5% |
65% |
False |
False |
1,139,098 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-184 |
0.5% |
42% |
False |
False |
1,263,020 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-185 |
0.5% |
26% |
False |
False |
872,316 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-160 |
0.5% |
26% |
False |
False |
654,378 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-129 |
0.4% |
26% |
False |
False |
523,502 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-108 |
0.3% |
26% |
False |
False |
436,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-178 |
|
2.618 |
109-155 |
|
1.618 |
108-265 |
|
1.000 |
108-135 |
|
0.618 |
108-055 |
|
HIGH |
107-245 |
|
0.618 |
107-165 |
|
0.500 |
107-140 |
|
0.382 |
107-115 |
|
LOW |
107-035 |
|
0.618 |
106-225 |
|
1.000 |
106-145 |
|
1.618 |
106-015 |
|
2.618 |
105-125 |
|
4.250 |
104-102 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-140 |
107-190 |
| PP |
107-118 |
107-152 |
| S1 |
107-097 |
107-113 |
|