ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
108-055 |
107-275 |
-0-100 |
-0.3% |
108-108 |
| High |
108-055 |
107-315 |
-0-060 |
-0.2% |
108-222 |
| Low |
107-240 |
107-255 |
0-015 |
0.0% |
107-240 |
| Close |
107-278 |
107-285 |
0-008 |
0.0% |
107-285 |
| Range |
0-135 |
0-060 |
-0-075 |
-55.6% |
0-302 |
| ATR |
0-124 |
0-119 |
-0-005 |
-3.7% |
0-000 |
| Volume |
1,885 |
919 |
-966 |
-51.2% |
4,624 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-145 |
108-115 |
107-318 |
|
| R3 |
108-085 |
108-055 |
107-302 |
|
| R2 |
108-025 |
108-025 |
107-296 |
|
| R1 |
107-315 |
107-315 |
107-290 |
108-010 |
| PP |
107-285 |
107-285 |
107-285 |
107-292 |
| S1 |
107-255 |
107-255 |
107-280 |
107-270 |
| S2 |
107-225 |
107-225 |
107-274 |
|
| S3 |
107-165 |
107-195 |
107-268 |
|
| S4 |
107-105 |
107-135 |
107-252 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-303 |
110-117 |
108-131 |
|
| R3 |
110-001 |
109-134 |
108-048 |
|
| R2 |
109-018 |
109-018 |
108-020 |
|
| R1 |
108-152 |
108-152 |
107-313 |
108-094 |
| PP |
108-036 |
108-036 |
108-036 |
108-007 |
| S1 |
107-169 |
107-169 |
107-257 |
107-111 |
| S2 |
107-053 |
107-053 |
107-230 |
|
| S3 |
106-071 |
106-187 |
107-202 |
|
| S4 |
105-088 |
105-204 |
107-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-222 |
107-240 |
0-302 |
0.9% |
0-105 |
0.3% |
15% |
False |
False |
924 |
| 10 |
108-222 |
107-055 |
1-168 |
1.4% |
0-100 |
0.3% |
47% |
False |
False |
481 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-060 |
0.2% |
61% |
False |
False |
241 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-030 |
0.1% |
38% |
False |
False |
120 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-020 |
0.1% |
23% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-250 |
|
2.618 |
108-152 |
|
1.618 |
108-092 |
|
1.000 |
108-055 |
|
0.618 |
108-032 |
|
HIGH |
107-315 |
|
0.618 |
107-292 |
|
0.500 |
107-285 |
|
0.382 |
107-278 |
|
LOW |
107-255 |
|
0.618 |
107-218 |
|
1.000 |
107-195 |
|
1.618 |
107-158 |
|
2.618 |
107-098 |
|
4.250 |
107-000 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-285 |
108-062 |
| PP |
107-285 |
108-030 |
| S1 |
107-285 |
107-318 |
|