ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 17-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
110-002 |
109-145 |
-0-178 |
-0.5% |
110-032 |
High |
110-045 |
109-170 |
-0-195 |
-0.6% |
110-158 |
Low |
109-118 |
109-010 |
-0-108 |
-0.3% |
109-118 |
Close |
109-150 |
109-032 |
-0-118 |
-0.3% |
109-150 |
Range |
0-248 |
0-160 |
-0-088 |
-35.4% |
1-040 |
ATR |
0-257 |
0-250 |
-0-007 |
-2.7% |
0-000 |
Volume |
1,160,058 |
828,028 |
-332,030 |
-28.6% |
4,628,397 |
|
Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-231 |
110-132 |
109-120 |
|
R3 |
110-071 |
109-292 |
109-076 |
|
R2 |
109-231 |
109-231 |
109-062 |
|
R1 |
109-132 |
109-132 |
109-047 |
109-101 |
PP |
109-071 |
109-071 |
109-071 |
109-056 |
S1 |
108-292 |
108-292 |
109-018 |
108-261 |
S2 |
108-231 |
108-231 |
109-003 |
|
S3 |
108-071 |
108-132 |
108-308 |
|
S4 |
107-231 |
107-292 |
108-264 |
|
|
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 |
109-010 |
1-148 |
1.3% |
0-194 |
0.6% |
5% |
False |
True |
967,725 |
10 |
111-058 |
109-010 |
2-048 |
2.0% |
0-208 |
0.6% |
3% |
False |
True |
979,350 |
20 |
111-098 |
108-212 |
2-205 |
2.4% |
0-252 |
0.7% |
17% |
False |
False |
1,096,572 |
40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-263 |
0.8% |
58% |
False |
False |
1,444,532 |
60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-228 |
0.7% |
58% |
False |
False |
971,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-210 |
2.618 |
110-269 |
1.618 |
110-109 |
1.000 |
110-010 |
0.618 |
109-269 |
HIGH |
109-170 |
0.618 |
109-109 |
0.500 |
109-090 |
0.382 |
109-071 |
LOW |
109-010 |
0.618 |
108-231 |
1.000 |
108-170 |
1.618 |
108-071 |
2.618 |
107-231 |
4.250 |
106-290 |
|
|
Fisher Pivots for day following 17-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-090 |
109-231 |
PP |
109-071 |
109-165 |
S1 |
109-052 |
109-099 |
|