ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 21-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
109-000 |
109-115 |
0-115 |
0.3% |
109-145 |
High |
109-138 |
109-190 |
0-052 |
0.1% |
109-190 |
Low |
108-312 |
109-052 |
0-060 |
0.2% |
108-252 |
Close |
109-100 |
109-072 |
-0-028 |
-0.1% |
109-072 |
Range |
0-145 |
0-138 |
-0-008 |
-5.2% |
0-258 |
ATR |
0-225 |
0-218 |
-0-006 |
-2.8% |
0-000 |
Volume |
910,929 |
812,468 |
-98,461 |
-10.8% |
4,195,599 |
|
Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-198 |
110-112 |
109-148 |
|
R3 |
110-060 |
109-295 |
109-110 |
|
R2 |
109-242 |
109-242 |
109-098 |
|
R1 |
109-158 |
109-158 |
109-085 |
109-131 |
PP |
109-105 |
109-105 |
109-105 |
109-092 |
S1 |
109-020 |
109-020 |
109-060 |
108-314 |
S2 |
108-288 |
108-288 |
109-047 |
|
S3 |
108-150 |
108-202 |
109-035 |
|
S4 |
108-012 |
108-065 |
108-317 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-198 |
111-072 |
109-214 |
|
R3 |
110-260 |
110-135 |
109-143 |
|
R2 |
110-002 |
110-002 |
109-120 |
|
R1 |
109-198 |
109-198 |
109-096 |
109-131 |
PP |
109-065 |
109-065 |
109-065 |
109-032 |
S1 |
108-260 |
108-260 |
109-049 |
108-194 |
S2 |
108-128 |
108-128 |
109-025 |
|
S3 |
107-190 |
108-002 |
109-002 |
|
S4 |
106-252 |
107-065 |
108-251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-190 |
108-252 |
0-258 |
0.7% |
0-130 |
0.4% |
54% |
True |
False |
839,119 |
10 |
110-158 |
108-252 |
1-225 |
1.6% |
0-158 |
0.5% |
26% |
False |
False |
882,399 |
20 |
111-098 |
108-252 |
2-165 |
2.3% |
0-197 |
0.6% |
17% |
False |
False |
993,906 |
40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-259 |
0.7% |
60% |
False |
False |
1,367,642 |
60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-227 |
0.7% |
60% |
False |
False |
1,027,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-134 |
2.618 |
110-230 |
1.618 |
110-092 |
1.000 |
110-008 |
0.618 |
109-275 |
HIGH |
109-190 |
0.618 |
109-137 |
0.500 |
109-121 |
0.382 |
109-105 |
LOW |
109-052 |
0.618 |
108-288 |
1.000 |
108-235 |
1.618 |
108-150 |
2.618 |
108-013 |
4.250 |
107-108 |
|
|
Fisher Pivots for day following 21-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-121 |
109-069 |
PP |
109-105 |
109-065 |
S1 |
109-089 |
109-061 |
|