ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
107-200 |
107-160 |
-0-040 |
-0.1% |
108-108 |
| High |
107-215 |
107-272 |
0-058 |
0.2% |
108-222 |
| Low |
107-118 |
107-138 |
0-020 |
0.1% |
107-240 |
| Close |
107-135 |
107-270 |
0-135 |
0.4% |
107-285 |
| Range |
0-098 |
0-135 |
0-038 |
38.5% |
0-302 |
| ATR |
0-121 |
0-122 |
0-001 |
1.0% |
0-000 |
| Volume |
304 |
1,096 |
792 |
260.5% |
4,624 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-312 |
108-266 |
108-024 |
|
| R3 |
108-177 |
108-131 |
107-307 |
|
| R2 |
108-042 |
108-042 |
107-295 |
|
| R1 |
107-316 |
107-316 |
107-282 |
108-019 |
| PP |
107-227 |
107-227 |
107-227 |
107-238 |
| S1 |
107-181 |
107-181 |
107-258 |
107-204 |
| S2 |
107-092 |
107-092 |
107-245 |
|
| S3 |
106-277 |
107-046 |
107-233 |
|
| S4 |
106-142 |
106-231 |
107-196 |
|
|
| 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 |
108-055 |
107-118 |
0-258 |
0.7% |
0-116 |
0.3% |
59% |
False |
False |
1,100 |
| 10 |
108-222 |
107-118 |
1-105 |
1.2% |
0-118 |
0.3% |
36% |
False |
False |
749 |
| 20 |
108-222 |
106-208 |
2-015 |
1.9% |
0-079 |
0.2% |
58% |
False |
False |
376 |
| 40 |
109-308 |
106-208 |
3-100 |
3.1% |
0-040 |
0.1% |
36% |
False |
False |
188 |
| 60 |
112-035 |
106-208 |
5-148 |
5.1% |
0-026 |
0.1% |
22% |
False |
False |
125 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-020 |
0.1% |
22% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-206 |
|
2.618 |
108-306 |
|
1.618 |
108-171 |
|
1.000 |
108-088 |
|
0.618 |
108-036 |
|
HIGH |
107-272 |
|
0.618 |
107-221 |
|
0.500 |
107-205 |
|
0.382 |
107-189 |
|
LOW |
107-138 |
|
0.618 |
107-054 |
|
1.000 |
107-002 |
|
1.618 |
106-239 |
|
2.618 |
106-104 |
|
4.250 |
105-204 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-248 |
107-256 |
| PP |
107-227 |
107-242 |
| S1 |
107-205 |
107-229 |
|