ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-275 |
107-062 |
0-108 |
0.3% |
107-155 |
| High |
106-310 |
107-090 |
0-100 |
0.3% |
107-155 |
| Low |
106-240 |
107-055 |
0-135 |
0.4% |
106-208 |
| Close |
106-285 |
107-090 |
0-125 |
0.4% |
106-285 |
| Range |
0-070 |
0-035 |
-0-035 |
-50.0% |
0-268 |
| ATR |
0-097 |
0-099 |
0-002 |
2.1% |
0-000 |
| Volume |
3 |
3 |
0 |
0.0% |
3 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-183 |
107-172 |
107-109 |
|
| R3 |
107-148 |
107-137 |
107-100 |
|
| R2 |
107-113 |
107-113 |
107-096 |
|
| R1 |
107-102 |
107-102 |
107-093 |
107-108 |
| PP |
107-078 |
107-078 |
107-078 |
107-081 |
| S1 |
107-067 |
107-067 |
107-087 |
107-072 |
| S2 |
107-043 |
107-043 |
107-084 |
|
| S3 |
107-008 |
107-032 |
107-080 |
|
| S4 |
106-293 |
106-317 |
107-071 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-165 |
109-012 |
107-112 |
|
| R3 |
108-218 |
108-065 |
107-039 |
|
| R2 |
107-270 |
107-270 |
107-014 |
|
| R1 |
107-118 |
107-118 |
106-310 |
107-060 |
| PP |
107-002 |
107-002 |
107-002 |
106-294 |
| S1 |
106-170 |
106-170 |
106-260 |
106-112 |
| S2 |
106-055 |
106-055 |
106-236 |
|
| S3 |
105-108 |
105-222 |
106-211 |
|
| S4 |
104-160 |
104-275 |
106-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-155 |
106-208 |
0-268 |
0.8% |
0-028 |
0.1% |
76% |
False |
False |
1 |
| 10 |
108-182 |
106-208 |
1-295 |
1.8% |
0-023 |
0.1% |
33% |
False |
False |
2 |
| 20 |
108-292 |
106-208 |
2-085 |
2.1% |
0-012 |
0.0% |
28% |
False |
False |
1 |
| 40 |
111-198 |
106-208 |
4-310 |
4.6% |
0-006 |
0.0% |
13% |
False |
False |
|
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-004 |
0.0% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-239 |
|
2.618 |
107-182 |
|
1.618 |
107-147 |
|
1.000 |
107-125 |
|
0.618 |
107-112 |
|
HIGH |
107-090 |
|
0.618 |
107-077 |
|
0.500 |
107-072 |
|
0.382 |
107-068 |
|
LOW |
107-055 |
|
0.618 |
107-033 |
|
1.000 |
107-020 |
|
1.618 |
106-318 |
|
2.618 |
106-283 |
|
4.250 |
106-226 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-084 |
107-056 |
| PP |
107-078 |
107-022 |
| S1 |
107-072 |
106-309 |
|