ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
107-235 |
107-182 |
-0-052 |
-0.2% |
107-132 |
| High |
107-255 |
107-300 |
0-045 |
0.1% |
107-188 |
| Low |
107-175 |
107-045 |
-0-130 |
-0.4% |
106-220 |
| Close |
107-192 |
107-092 |
-0-100 |
-0.3% |
107-148 |
| Range |
0-080 |
0-255 |
0-175 |
218.8% |
0-288 |
| ATR |
0-136 |
0-145 |
0-008 |
6.2% |
0-000 |
| Volume |
29,018 |
45,594 |
16,576 |
57.1% |
21,597 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-271 |
109-117 |
107-233 |
|
| R3 |
109-016 |
108-182 |
107-163 |
|
| R2 |
108-081 |
108-081 |
107-139 |
|
| R1 |
107-247 |
107-247 |
107-116 |
107-196 |
| PP |
107-146 |
107-146 |
107-146 |
107-121 |
| S1 |
106-312 |
106-312 |
107-069 |
106-261 |
| S2 |
106-211 |
106-211 |
107-046 |
|
| S3 |
105-276 |
106-057 |
107-022 |
|
| S4 |
105-021 |
105-122 |
106-272 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-301 |
109-192 |
107-306 |
|
| R3 |
109-013 |
108-224 |
107-227 |
|
| R2 |
108-046 |
108-046 |
107-200 |
|
| R1 |
107-257 |
107-257 |
107-174 |
107-311 |
| PP |
107-078 |
107-078 |
107-078 |
107-106 |
| S1 |
106-289 |
106-289 |
107-121 |
107-024 |
| S2 |
106-111 |
106-111 |
107-095 |
|
| S3 |
105-143 |
106-002 |
107-068 |
|
| S4 |
104-176 |
105-034 |
106-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-300 |
106-220 |
1-080 |
1.2% |
0-174 |
0.5% |
48% |
True |
False |
21,489 |
| 10 |
107-300 |
106-220 |
1-080 |
1.2% |
0-153 |
0.4% |
48% |
True |
False |
12,498 |
| 20 |
108-222 |
106-220 |
2-002 |
1.9% |
0-142 |
0.4% |
30% |
False |
False |
6,712 |
| 40 |
108-255 |
106-208 |
2-048 |
2.0% |
0-085 |
0.2% |
30% |
False |
False |
3,357 |
| 60 |
110-282 |
106-208 |
4-075 |
3.9% |
0-056 |
0.2% |
15% |
False |
False |
2,238 |
| 80 |
112-035 |
106-208 |
5-148 |
5.1% |
0-042 |
0.1% |
12% |
False |
False |
1,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-104 |
|
2.618 |
110-008 |
|
1.618 |
109-073 |
|
1.000 |
108-235 |
|
0.618 |
108-138 |
|
HIGH |
107-300 |
|
0.618 |
107-203 |
|
0.500 |
107-172 |
|
0.382 |
107-142 |
|
LOW |
107-045 |
|
0.618 |
106-207 |
|
1.000 |
106-110 |
|
1.618 |
105-272 |
|
2.618 |
105-017 |
|
4.250 |
103-241 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-172 |
107-172 |
| PP |
107-146 |
107-146 |
| S1 |
107-119 |
107-119 |
|