ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
109-292 |
109-280 |
-0-012 |
0.0% |
109-170 |
| High |
110-040 |
110-158 |
0-118 |
0.3% |
111-058 |
| Low |
109-210 |
109-225 |
0-015 |
0.0% |
109-088 |
| Close |
109-245 |
110-038 |
0-112 |
0.3% |
110-215 |
| Range |
0-150 |
0-252 |
0-102 |
68.3% |
1-290 |
| ATR |
0-266 |
0-265 |
-0-001 |
-0.4% |
0-000 |
| Volume |
818,922 |
1,136,280 |
317,358 |
38.8% |
4,337,077 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-151 |
112-027 |
110-176 |
|
| R3 |
111-218 |
111-094 |
110-107 |
|
| R2 |
110-286 |
110-286 |
110-084 |
|
| R1 |
110-162 |
110-162 |
110-061 |
110-224 |
| PP |
110-033 |
110-033 |
110-033 |
110-064 |
| S1 |
109-229 |
109-229 |
110-014 |
109-291 |
| S2 |
109-101 |
109-101 |
109-311 |
|
| S3 |
108-168 |
108-297 |
109-288 |
|
| S4 |
107-236 |
108-044 |
109-219 |
|
|
| 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% |
0-196 |
0.6% |
30% |
False |
False |
947,628 |
| 10 |
111-058 |
108-318 |
2-060 |
2.0% |
0-202 |
0.6% |
51% |
False |
False |
1,003,384 |
| 20 |
111-098 |
108-062 |
3-035 |
2.8% |
0-306 |
0.9% |
62% |
False |
False |
1,284,546 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-265 |
0.8% |
77% |
False |
False |
1,379,977 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-228 |
0.6% |
77% |
False |
False |
923,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-271 |
|
2.618 |
112-179 |
|
1.618 |
111-246 |
|
1.000 |
111-090 |
|
0.618 |
110-314 |
|
HIGH |
110-158 |
|
0.618 |
110-061 |
|
0.500 |
110-031 |
|
0.382 |
110-001 |
|
LOW |
109-225 |
|
0.618 |
109-069 |
|
1.000 |
108-292 |
|
1.618 |
108-136 |
|
2.618 |
107-204 |
|
4.250 |
106-112 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-035 |
110-033 |
| PP |
110-033 |
110-028 |
| S1 |
110-031 |
110-024 |
|