ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-260 |
107-200 |
-0-060 |
-0.2% |
108-108 |
| High |
108-020 |
107-215 |
-0-125 |
-0.4% |
108-222 |
| Low |
107-185 |
107-118 |
-0-068 |
-0.2% |
107-240 |
| Close |
107-228 |
107-135 |
-0-092 |
-0.3% |
107-285 |
| Range |
0-155 |
0-098 |
-0-058 |
-37.1% |
0-302 |
| ATR |
0-122 |
0-121 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,298 |
304 |
-994 |
-76.6% |
4,624 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-128 |
108-069 |
107-189 |
|
| R3 |
108-031 |
107-292 |
107-162 |
|
| R2 |
107-253 |
107-253 |
107-153 |
|
| R1 |
107-194 |
107-194 |
107-144 |
107-175 |
| PP |
107-156 |
107-156 |
107-156 |
107-146 |
| S1 |
107-097 |
107-097 |
107-126 |
107-078 |
| S2 |
107-058 |
107-058 |
107-117 |
|
| S3 |
106-281 |
106-319 |
107-108 |
|
| S4 |
106-183 |
106-222 |
107-081 |
|
|
| 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 |
108-205 |
107-118 |
1-088 |
1.2% |
0-113 |
0.3% |
4% |
False |
True |
1,194 |
| 10 |
108-222 |
107-118 |
1-105 |
1.2% |
0-115 |
0.3% |
4% |
False |
True |
641 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-073 |
0.2% |
38% |
False |
False |
321 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-036 |
0.1% |
23% |
False |
False |
160 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-024 |
0.1% |
14% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-309 |
|
2.618 |
108-150 |
|
1.618 |
108-053 |
|
1.000 |
107-312 |
|
0.618 |
107-275 |
|
HIGH |
107-215 |
|
0.618 |
107-178 |
|
0.500 |
107-166 |
|
0.382 |
107-155 |
|
LOW |
107-118 |
|
0.618 |
107-057 |
|
1.000 |
107-020 |
|
1.618 |
106-280 |
|
2.618 |
106-182 |
|
4.250 |
106-023 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-166 |
107-229 |
| PP |
107-156 |
107-198 |
| S1 |
107-145 |
107-166 |
|