ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 20-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
109-042 |
109-000 |
-0-042 |
-0.1% |
110-032 |
High |
109-050 |
109-138 |
0-088 |
0.3% |
110-158 |
Low |
108-252 |
108-312 |
0-060 |
0.2% |
109-118 |
Close |
108-302 |
109-100 |
0-118 |
0.3% |
109-150 |
Range |
0-118 |
0-145 |
0-028 |
23.4% |
1-040 |
ATR |
0-230 |
0-225 |
-0-005 |
-2.3% |
0-000 |
Volume |
916,835 |
910,929 |
-5,906 |
-0.6% |
4,628,397 |
|
Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-192 |
110-131 |
109-180 |
|
R3 |
110-047 |
109-306 |
109-140 |
|
R2 |
109-222 |
109-222 |
109-127 |
|
R1 |
109-161 |
109-161 |
109-113 |
109-191 |
PP |
109-077 |
109-077 |
109-077 |
109-092 |
S1 |
109-016 |
109-016 |
109-087 |
109-046 |
S2 |
108-252 |
108-252 |
109-073 |
|
S3 |
108-107 |
108-191 |
109-060 |
|
S4 |
107-282 |
108-046 |
109-020 |
|
|
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 |
110-045 |
108-252 |
1-112 |
1.2% |
0-152 |
0.4% |
39% |
False |
False |
908,637 |
10 |
111-028 |
108-252 |
2-095 |
2.1% |
0-161 |
0.5% |
23% |
False |
False |
898,001 |
20 |
111-098 |
108-252 |
2-165 |
2.3% |
0-205 |
0.6% |
21% |
False |
False |
1,021,773 |
40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-259 |
0.7% |
62% |
False |
False |
1,416,129 |
60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-227 |
0.6% |
62% |
False |
False |
1,014,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-114 |
2.618 |
110-197 |
1.618 |
110-052 |
1.000 |
109-282 |
0.618 |
109-227 |
HIGH |
109-138 |
0.618 |
109-082 |
0.500 |
109-065 |
0.382 |
109-048 |
LOW |
108-312 |
0.618 |
108-223 |
1.000 |
108-168 |
1.618 |
108-078 |
2.618 |
107-253 |
4.250 |
107-016 |
|
|
Fisher Pivots for day following 20-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-088 |
109-078 |
PP |
109-077 |
109-057 |
S1 |
109-065 |
109-035 |
|