ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-165 |
110-205 |
0-040 |
0.1% |
109-170 |
| High |
111-058 |
111-028 |
-0-030 |
-0.1% |
111-058 |
| Low |
110-092 |
110-180 |
0-088 |
0.2% |
109-088 |
| Close |
110-240 |
110-215 |
-0-025 |
-0.1% |
110-215 |
| Range |
0-285 |
0-168 |
-0-118 |
-41.2% |
1-290 |
| ATR |
0-284 |
0-276 |
-0-008 |
-2.9% |
0-000 |
| Volume |
1,196,656 |
968,485 |
-228,171 |
-19.1% |
4,337,077 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-110 |
112-010 |
110-307 |
|
| R3 |
111-262 |
111-162 |
110-261 |
|
| R2 |
111-095 |
111-095 |
110-246 |
|
| R1 |
110-315 |
110-315 |
110-230 |
111-045 |
| PP |
110-248 |
110-248 |
110-248 |
110-272 |
| S1 |
110-148 |
110-148 |
110-200 |
110-198 |
| S2 |
110-080 |
110-080 |
110-184 |
|
| S3 |
109-232 |
109-300 |
110-169 |
|
| S4 |
109-065 |
109-132 |
110-123 |
|
|
| Weekly Pivots for week ending 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-030 |
115-092 |
111-230 |
|
| R3 |
114-060 |
113-122 |
111-063 |
|
| R2 |
112-090 |
112-090 |
111-007 |
|
| R1 |
111-152 |
111-152 |
110-271 |
111-281 |
| PP |
110-120 |
110-120 |
110-120 |
110-184 |
| S1 |
109-182 |
109-182 |
110-159 |
109-311 |
| S2 |
108-150 |
108-150 |
110-103 |
|
| S3 |
106-180 |
107-212 |
110-047 |
|
| S4 |
104-210 |
105-242 |
109-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-058 |
109-010 |
2-048 |
1.9% |
0-239 |
0.7% |
76% |
False |
False |
1,126,150 |
| 10 |
111-098 |
108-318 |
2-100 |
2.1% |
0-236 |
0.7% |
73% |
False |
False |
1,105,413 |
| 20 |
111-098 |
106-292 |
4-125 |
4.0% |
1-039 |
1.0% |
86% |
False |
False |
1,636,050 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-261 |
0.7% |
88% |
False |
False |
1,317,439 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-228 |
0.6% |
88% |
False |
False |
880,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-099 |
|
2.618 |
112-146 |
|
1.618 |
111-299 |
|
1.000 |
111-195 |
|
0.618 |
111-131 |
|
HIGH |
111-028 |
|
0.618 |
110-284 |
|
0.500 |
110-264 |
|
0.382 |
110-244 |
|
LOW |
110-180 |
|
0.618 |
110-076 |
|
1.000 |
110-012 |
|
1.618 |
109-229 |
|
2.618 |
109-061 |
|
4.250 |
108-108 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-264 |
110-189 |
| PP |
110-248 |
110-162 |
| S1 |
110-231 |
110-136 |
|