ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-070 |
110-002 |
-0-068 |
-0.2% |
110-032 |
| High |
110-132 |
110-045 |
-0-088 |
-0.2% |
110-158 |
| Low |
109-295 |
109-118 |
-0-178 |
-0.5% |
109-118 |
| Close |
109-310 |
109-150 |
-0-160 |
-0.5% |
109-150 |
| Range |
0-158 |
0-248 |
0-090 |
57.1% |
1-040 |
| ATR |
0-258 |
0-257 |
-0-001 |
-0.3% |
0-000 |
| Volume |
895,338 |
1,160,058 |
264,720 |
29.6% |
4,628,397 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-313 |
111-159 |
109-286 |
|
| R3 |
111-066 |
110-232 |
109-218 |
|
| R2 |
110-138 |
110-138 |
109-195 |
|
| R1 |
109-304 |
109-304 |
109-173 |
109-258 |
| PP |
109-211 |
109-211 |
109-211 |
109-188 |
| S1 |
109-057 |
109-057 |
109-127 |
109-010 |
| S2 |
108-283 |
108-283 |
109-105 |
|
| S3 |
108-036 |
108-129 |
109-082 |
|
| S4 |
107-108 |
107-202 |
109-014 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-048 |
112-139 |
110-028 |
|
| R3 |
112-008 |
111-099 |
109-249 |
|
| R2 |
110-288 |
110-288 |
109-216 |
|
| R1 |
110-059 |
110-059 |
109-183 |
109-314 |
| PP |
109-248 |
109-248 |
109-248 |
109-216 |
| S1 |
109-019 |
109-019 |
109-117 |
108-274 |
| S2 |
108-208 |
108-208 |
109-084 |
|
| S3 |
107-168 |
107-299 |
109-051 |
|
| S4 |
106-128 |
106-259 |
108-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-158 |
109-118 |
1-040 |
1.0% |
0-186 |
0.5% |
9% |
False |
True |
925,679 |
| 10 |
111-058 |
109-010 |
2-048 |
2.0% |
0-213 |
0.6% |
20% |
False |
False |
1,025,914 |
| 20 |
111-098 |
108-212 |
2-205 |
2.4% |
0-268 |
0.8% |
30% |
False |
False |
1,130,509 |
| 40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-263 |
0.7% |
65% |
False |
False |
1,428,011 |
| 60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-228 |
0.7% |
65% |
False |
False |
957,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-137 |
|
2.618 |
112-053 |
|
1.618 |
111-125 |
|
1.000 |
110-292 |
|
0.618 |
110-198 |
|
HIGH |
110-045 |
|
0.618 |
109-270 |
|
0.500 |
109-241 |
|
0.382 |
109-212 |
|
LOW |
109-118 |
|
0.618 |
108-285 |
|
1.000 |
108-190 |
|
1.618 |
108-037 |
|
2.618 |
107-110 |
|
4.250 |
106-026 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-241 |
109-298 |
| PP |
109-211 |
109-248 |
| S1 |
109-180 |
109-199 |
|