ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-290 |
107-030 |
0-060 |
0.2% |
107-152 |
| High |
107-080 |
107-092 |
0-012 |
0.0% |
108-025 |
| Low |
106-260 |
106-158 |
-0-102 |
-0.3% |
107-035 |
| Close |
107-072 |
106-170 |
-0-222 |
-0.6% |
107-082 |
| Range |
0-140 |
0-255 |
0-115 |
82.1% |
0-310 |
| ATR |
0-164 |
0-170 |
0-007 |
4.0% |
0-000 |
| Volume |
1,174,669 |
1,537,414 |
362,745 |
30.9% |
4,600,333 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-052 |
108-206 |
106-310 |
|
| R3 |
108-117 |
107-271 |
106-240 |
|
| R2 |
107-182 |
107-182 |
106-217 |
|
| R1 |
107-016 |
107-016 |
106-193 |
106-291 |
| PP |
106-247 |
106-247 |
106-247 |
106-224 |
| S1 |
106-081 |
106-081 |
106-147 |
106-036 |
| S2 |
105-312 |
105-312 |
106-123 |
|
| S3 |
105-057 |
105-146 |
106-100 |
|
| S4 |
104-122 |
104-211 |
106-030 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-124 |
109-253 |
107-253 |
|
| R3 |
109-134 |
108-263 |
107-168 |
|
| R2 |
108-144 |
108-144 |
107-139 |
|
| R1 |
107-273 |
107-273 |
107-111 |
107-214 |
| PP |
107-154 |
107-154 |
107-154 |
107-124 |
| S1 |
106-283 |
106-283 |
107-054 |
106-224 |
| S2 |
106-164 |
106-164 |
107-026 |
|
| S3 |
105-174 |
105-293 |
106-317 |
|
| S4 |
104-184 |
104-303 |
106-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-142 |
106-158 |
0-305 |
0.9% |
0-144 |
0.4% |
4% |
False |
True |
1,060,028 |
| 10 |
108-025 |
106-158 |
1-188 |
1.5% |
0-148 |
0.4% |
2% |
False |
True |
1,031,307 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-175 |
0.5% |
37% |
False |
False |
1,164,391 |
| 40 |
109-155 |
105-195 |
3-280 |
3.6% |
0-177 |
0.5% |
24% |
False |
False |
1,138,319 |
| 60 |
111-310 |
105-195 |
6-115 |
6.0% |
0-182 |
0.5% |
14% |
False |
False |
960,470 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-169 |
0.5% |
14% |
False |
False |
720,630 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-137 |
0.4% |
14% |
False |
False |
576,504 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-114 |
0.3% |
14% |
False |
False |
480,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-216 |
|
2.618 |
109-120 |
|
1.618 |
108-185 |
|
1.000 |
108-028 |
|
0.618 |
107-250 |
|
HIGH |
107-092 |
|
0.618 |
106-315 |
|
0.500 |
106-285 |
|
0.382 |
106-255 |
|
LOW |
106-158 |
|
0.618 |
106-000 |
|
1.000 |
105-222 |
|
1.618 |
105-065 |
|
2.618 |
104-130 |
|
4.250 |
103-034 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-285 |
106-285 |
| PP |
106-247 |
106-247 |
| S1 |
106-208 |
106-208 |
|