ECBOT 5 Year T-Note Future September 2025
| Trading Metrics calculated at close of trading on 01-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2025 |
01-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
108-052 |
108-038 |
-0-015 |
0.0% |
108-055 |
| High |
108-110 |
109-042 |
0-252 |
0.7% |
109-042 |
| Low |
108-030 |
108-000 |
-0-030 |
-0.1% |
108-000 |
| Close |
108-055 |
109-008 |
0-272 |
0.8% |
109-008 |
| Range |
0-080 |
1-042 |
0-282 |
353.1% |
1-042 |
| ATR |
0-100 |
0-119 |
0-019 |
18.7% |
0-000 |
| Volume |
1,529,054 |
2,510,355 |
981,301 |
64.2% |
7,926,277 |
|
| Daily Pivots for day following 01-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-038 |
111-225 |
109-207 |
|
| R3 |
110-315 |
110-182 |
109-107 |
|
| R2 |
109-272 |
109-272 |
109-074 |
|
| R1 |
109-140 |
109-140 |
109-041 |
109-206 |
| PP |
108-230 |
108-230 |
108-230 |
108-263 |
| S1 |
108-098 |
108-098 |
108-294 |
108-164 |
| S2 |
107-188 |
107-188 |
108-261 |
|
| S3 |
106-145 |
107-055 |
108-228 |
|
| S4 |
105-102 |
106-012 |
108-128 |
|
|
| Weekly Pivots for week ending 01-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-038 |
111-225 |
109-207 |
|
| R3 |
110-315 |
110-182 |
109-107 |
|
| R2 |
109-272 |
109-272 |
109-074 |
|
| R1 |
109-140 |
109-140 |
109-041 |
109-206 |
| PP |
108-230 |
108-230 |
108-230 |
108-263 |
| S1 |
108-098 |
108-098 |
108-294 |
108-164 |
| S2 |
107-188 |
107-188 |
108-261 |
|
| S3 |
106-145 |
107-055 |
108-228 |
|
| S4 |
105-102 |
106-012 |
108-128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-042 |
108-000 |
1-042 |
1.0% |
0-146 |
0.4% |
90% |
True |
True |
1,585,255 |
| 10 |
109-042 |
108-000 |
1-042 |
1.0% |
0-114 |
0.3% |
90% |
True |
True |
1,255,733 |
| 20 |
109-042 |
107-265 |
1-098 |
1.2% |
0-103 |
0.3% |
92% |
True |
False |
1,194,240 |
| 40 |
109-050 |
107-142 |
1-228 |
1.6% |
0-116 |
0.3% |
92% |
False |
False |
1,206,749 |
| 60 |
109-050 |
107-110 |
1-260 |
1.7% |
0-122 |
0.4% |
93% |
False |
False |
1,167,613 |
| 80 |
109-200 |
107-055 |
2-145 |
2.3% |
0-135 |
0.4% |
75% |
False |
False |
879,367 |
| 100 |
110-180 |
107-055 |
3-125 |
3.1% |
0-129 |
0.4% |
55% |
False |
False |
703,509 |
| 120 |
110-180 |
105-312 |
4-188 |
4.2% |
0-115 |
0.3% |
66% |
False |
False |
586,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-303 |
|
2.618 |
112-032 |
|
1.618 |
110-309 |
|
1.000 |
110-085 |
|
0.618 |
109-267 |
|
HIGH |
109-042 |
|
0.618 |
108-224 |
|
0.500 |
108-181 |
|
0.382 |
108-138 |
|
LOW |
108-000 |
|
0.618 |
107-096 |
|
1.000 |
106-278 |
|
1.618 |
106-053 |
|
2.618 |
105-011 |
|
4.250 |
103-059 |
|
|
| Fisher Pivots for day following 01-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
108-279 |
108-279 |
| PP |
108-230 |
108-230 |
| S1 |
108-181 |
108-181 |
|