ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 24-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
109-115 |
109-072 |
-0-042 |
-0.1% |
109-145 |
High |
109-190 |
109-208 |
0-018 |
0.0% |
109-190 |
Low |
109-052 |
109-065 |
0-012 |
0.0% |
108-252 |
Close |
109-072 |
109-155 |
0-082 |
0.2% |
109-072 |
Range |
0-138 |
0-142 |
0-005 |
3.6% |
0-258 |
ATR |
0-218 |
0-213 |
-0-005 |
-2.5% |
0-000 |
Volume |
812,468 |
687,515 |
-124,953 |
-15.4% |
4,195,599 |
|
Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-250 |
110-185 |
109-233 |
|
R3 |
110-108 |
110-042 |
109-194 |
|
R2 |
109-285 |
109-285 |
109-181 |
|
R1 |
109-220 |
109-220 |
109-168 |
109-252 |
PP |
109-142 |
109-142 |
109-142 |
109-159 |
S1 |
109-078 |
109-078 |
109-142 |
109-110 |
S2 |
109-000 |
109-000 |
109-129 |
|
S3 |
108-178 |
108-255 |
109-116 |
|
S4 |
108-035 |
108-112 |
109-077 |
|
|
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 |
109-208 |
108-252 |
0-275 |
0.8% |
0-126 |
0.4% |
81% |
True |
False |
811,017 |
10 |
110-158 |
108-252 |
1-225 |
1.6% |
0-160 |
0.5% |
41% |
False |
False |
889,371 |
20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-187 |
0.5% |
29% |
False |
False |
950,388 |
40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-257 |
0.7% |
65% |
False |
False |
1,337,965 |
60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-228 |
0.7% |
65% |
False |
False |
1,039,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-173 |
2.618 |
110-261 |
1.618 |
110-118 |
1.000 |
110-030 |
0.618 |
109-296 |
HIGH |
109-208 |
0.618 |
109-153 |
0.500 |
109-136 |
0.382 |
109-119 |
LOW |
109-065 |
0.618 |
108-297 |
1.000 |
108-242 |
1.618 |
108-154 |
2.618 |
108-012 |
4.250 |
107-099 |
|
|
Fisher Pivots for day following 24-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-149 |
109-137 |
PP |
109-142 |
109-118 |
S1 |
109-136 |
109-100 |
|