ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
106-265 |
106-198 |
-0-068 |
-0.2% |
107-090 |
| High |
106-290 |
106-262 |
-0-028 |
-0.1% |
107-142 |
| Low |
106-162 |
106-118 |
-0-045 |
-0.1% |
106-132 |
| Close |
106-170 |
106-185 |
0-015 |
0.0% |
106-242 |
| Range |
0-128 |
0-145 |
0-018 |
13.7% |
1-010 |
| ATR |
0-164 |
0-163 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,195,070 |
1,278,313 |
83,243 |
7.0% |
5,821,477 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-303 |
107-229 |
106-265 |
|
| R3 |
107-158 |
107-084 |
106-225 |
|
| R2 |
107-013 |
107-013 |
106-212 |
|
| R1 |
106-259 |
106-259 |
106-198 |
106-224 |
| PP |
106-188 |
106-188 |
106-188 |
106-171 |
| S1 |
106-114 |
106-114 |
106-172 |
106-079 |
| S2 |
106-043 |
106-043 |
106-158 |
|
| S3 |
105-218 |
105-289 |
106-145 |
|
| S4 |
105-073 |
105-144 |
106-105 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-309 |
109-126 |
107-104 |
|
| R3 |
108-299 |
108-116 |
107-013 |
|
| R2 |
107-289 |
107-289 |
106-303 |
|
| R1 |
107-106 |
107-106 |
106-273 |
107-032 |
| PP |
106-279 |
106-279 |
106-279 |
106-242 |
| S1 |
106-096 |
106-096 |
106-212 |
106-022 |
| S2 |
105-269 |
105-269 |
106-182 |
|
| S3 |
104-259 |
105-086 |
106-152 |
|
| S4 |
103-249 |
104-076 |
106-061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-092 |
106-118 |
0-295 |
0.9% |
0-165 |
0.5% |
23% |
False |
True |
1,266,058 |
| 10 |
107-245 |
106-118 |
1-128 |
1.3% |
0-150 |
0.4% |
15% |
False |
True |
1,125,347 |
| 20 |
108-025 |
105-195 |
2-150 |
2.3% |
0-168 |
0.5% |
39% |
False |
False |
1,158,917 |
| 40 |
108-288 |
105-195 |
3-092 |
3.1% |
0-171 |
0.5% |
29% |
False |
False |
1,127,756 |
| 60 |
111-158 |
105-195 |
5-282 |
5.5% |
0-174 |
0.5% |
16% |
False |
False |
1,039,127 |
| 80 |
111-310 |
105-195 |
6-115 |
6.0% |
0-172 |
0.5% |
15% |
False |
False |
780,540 |
| 100 |
111-310 |
105-195 |
6-115 |
6.0% |
0-142 |
0.4% |
15% |
False |
False |
624,433 |
| 120 |
111-310 |
105-195 |
6-115 |
6.0% |
0-119 |
0.3% |
15% |
False |
False |
520,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-239 |
|
2.618 |
108-002 |
|
1.618 |
107-177 |
|
1.000 |
107-088 |
|
0.618 |
107-032 |
|
HIGH |
106-262 |
|
0.618 |
106-207 |
|
0.500 |
106-190 |
|
0.382 |
106-173 |
|
LOW |
106-118 |
|
0.618 |
106-028 |
|
1.000 |
105-292 |
|
1.618 |
105-203 |
|
2.618 |
105-058 |
|
4.250 |
104-141 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-190 |
106-212 |
| PP |
106-188 |
106-203 |
| S1 |
106-187 |
106-194 |
|