ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 10-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-205 |
110-032 |
-0-172 |
-0.5% |
109-170 |
| High |
111-028 |
110-075 |
-0-272 |
-0.8% |
111-058 |
| Low |
110-180 |
109-270 |
-0-230 |
-0.7% |
109-088 |
| Close |
110-215 |
109-300 |
-0-235 |
-0.7% |
110-215 |
| Range |
0-168 |
0-125 |
-0-042 |
-25.4% |
1-290 |
| ATR |
0-276 |
0-275 |
-0-001 |
-0.3% |
0-000 |
| Volume |
968,485 |
617,799 |
-350,686 |
-36.2% |
4,337,077 |
|
| Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-057 |
110-303 |
110-049 |
|
| R3 |
110-252 |
110-178 |
110-014 |
|
| R2 |
110-127 |
110-127 |
110-003 |
|
| R1 |
110-053 |
110-053 |
109-311 |
110-028 |
| PP |
110-002 |
110-002 |
110-002 |
109-309 |
| S1 |
109-248 |
109-248 |
109-289 |
109-222 |
| S2 |
109-197 |
109-197 |
109-277 |
|
| S3 |
109-072 |
109-123 |
109-266 |
|
| S4 |
108-267 |
108-318 |
109-231 |
|
|
| Weekly Pivots for week ending 07-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 |
109-088 |
1-290 |
1.7% |
0-222 |
0.6% |
35% |
False |
False |
990,975 |
| 10 |
111-058 |
108-318 |
2-060 |
2.0% |
0-214 |
0.6% |
43% |
False |
False |
1,011,404 |
| 20 |
111-098 |
107-255 |
3-162 |
3.2% |
1-026 |
1.0% |
61% |
False |
False |
1,522,440 |
| 40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-260 |
0.7% |
74% |
False |
False |
1,332,623 |
| 60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-229 |
0.7% |
74% |
False |
False |
891,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-286 |
|
2.618 |
111-082 |
|
1.618 |
110-277 |
|
1.000 |
110-200 |
|
0.618 |
110-152 |
|
HIGH |
110-075 |
|
0.618 |
110-027 |
|
0.500 |
110-012 |
|
0.382 |
109-318 |
|
LOW |
109-270 |
|
0.618 |
109-193 |
|
1.000 |
109-145 |
|
1.618 |
109-068 |
|
2.618 |
108-263 |
|
4.250 |
108-059 |
|
|
| Fisher Pivots for day following 10-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-012 |
110-164 |
| PP |
110-002 |
110-102 |
| S1 |
109-311 |
110-041 |
|