ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-032 |
109-292 |
-0-060 |
-0.2% |
109-170 |
| High |
110-075 |
110-040 |
-0-035 |
-0.1% |
111-058 |
| Low |
109-270 |
109-210 |
-0-060 |
-0.2% |
109-088 |
| Close |
109-300 |
109-245 |
-0-055 |
-0.2% |
110-215 |
| Range |
0-125 |
0-150 |
0-025 |
20.0% |
1-290 |
| ATR |
0-275 |
0-266 |
-0-009 |
-3.3% |
0-000 |
| Volume |
617,799 |
818,922 |
201,123 |
32.6% |
4,337,077 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-082 |
110-313 |
110-008 |
|
| R3 |
110-252 |
110-163 |
109-286 |
|
| R2 |
110-102 |
110-102 |
109-272 |
|
| R1 |
110-013 |
110-013 |
109-259 |
109-302 |
| PP |
109-272 |
109-272 |
109-272 |
109-256 |
| S1 |
109-183 |
109-183 |
109-231 |
109-152 |
| S2 |
109-122 |
109-122 |
109-218 |
|
| S3 |
108-292 |
109-033 |
109-204 |
|
| S4 |
108-142 |
108-203 |
109-162 |
|
|
| 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 |
109-210 |
1-168 |
1.4% |
0-204 |
0.6% |
7% |
False |
True |
948,278 |
| 10 |
111-058 |
108-318 |
2-060 |
2.0% |
0-196 |
0.6% |
35% |
False |
False |
984,753 |
| 20 |
111-098 |
108-062 |
3-035 |
2.8% |
0-319 |
0.9% |
51% |
False |
False |
1,361,327 |
| 40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-261 |
0.7% |
71% |
False |
False |
1,352,026 |
| 60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-227 |
0.6% |
71% |
False |
False |
904,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-038 |
|
2.618 |
111-113 |
|
1.618 |
110-283 |
|
1.000 |
110-190 |
|
0.618 |
110-133 |
|
HIGH |
110-040 |
|
0.618 |
109-303 |
|
0.500 |
109-285 |
|
0.382 |
109-267 |
|
LOW |
109-210 |
|
0.618 |
109-117 |
|
1.000 |
109-060 |
|
1.618 |
108-287 |
|
2.618 |
108-137 |
|
4.250 |
107-212 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-285 |
110-119 |
| PP |
109-272 |
110-054 |
| S1 |
109-258 |
109-310 |
|