ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-005 |
110-165 |
0-160 |
0.5% |
110-182 |
| High |
110-188 |
111-058 |
0-190 |
0.5% |
110-182 |
| Low |
109-215 |
110-092 |
0-198 |
0.6% |
108-318 |
| Close |
110-175 |
110-240 |
0-065 |
0.2% |
109-162 |
| Range |
0-292 |
0-285 |
-0-008 |
-2.6% |
1-185 |
| ATR |
0-284 |
0-284 |
0-000 |
0.0% |
0-000 |
| Volume |
1,139,532 |
1,196,656 |
57,124 |
5.0% |
5,159,172 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-132 |
112-311 |
111-077 |
|
| R3 |
112-167 |
112-026 |
110-318 |
|
| R2 |
111-202 |
111-202 |
110-292 |
|
| R1 |
111-061 |
111-061 |
110-266 |
111-131 |
| PP |
110-237 |
110-237 |
110-237 |
110-272 |
| S1 |
110-096 |
110-096 |
110-214 |
110-166 |
| S2 |
109-272 |
109-272 |
110-188 |
|
| S3 |
108-307 |
109-131 |
110-162 |
|
| S4 |
108-022 |
108-166 |
110-083 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-136 |
113-174 |
110-120 |
|
| R3 |
112-271 |
111-309 |
109-301 |
|
| R2 |
111-086 |
111-086 |
109-255 |
|
| R1 |
110-124 |
110-124 |
109-209 |
110-012 |
| PP |
109-221 |
109-221 |
109-221 |
109-165 |
| S1 |
108-259 |
108-259 |
109-116 |
108-148 |
| S2 |
108-036 |
108-036 |
109-070 |
|
| S3 |
106-171 |
107-074 |
109-024 |
|
| S4 |
104-306 |
105-209 |
108-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-058 |
108-318 |
2-060 |
2.0% |
0-232 |
0.7% |
80% |
True |
False |
1,106,256 |
| 10 |
111-098 |
108-318 |
2-100 |
2.1% |
0-249 |
0.7% |
76% |
False |
False |
1,145,544 |
| 20 |
111-098 |
106-058 |
5-040 |
4.6% |
1-044 |
1.0% |
89% |
False |
False |
1,663,978 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-259 |
0.7% |
89% |
False |
False |
1,293,615 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-225 |
0.6% |
89% |
False |
False |
864,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-309 |
|
2.618 |
113-164 |
|
1.618 |
112-199 |
|
1.000 |
112-022 |
|
0.618 |
111-234 |
|
HIGH |
111-058 |
|
0.618 |
110-269 |
|
0.500 |
110-235 |
|
0.382 |
110-201 |
|
LOW |
110-092 |
|
0.618 |
109-236 |
|
1.000 |
109-128 |
|
1.618 |
108-271 |
|
2.618 |
107-306 |
|
4.250 |
106-161 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-238 |
110-184 |
| PP |
110-237 |
110-128 |
| S1 |
110-235 |
110-072 |
|