ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
109-072 |
109-202 |
0-130 |
0.4% |
109-145 |
| High |
109-208 |
110-115 |
0-228 |
0.6% |
109-190 |
| Low |
109-065 |
109-202 |
0-138 |
0.4% |
108-252 |
| Close |
109-155 |
110-080 |
0-245 |
0.7% |
109-072 |
| Range |
0-142 |
0-232 |
0-090 |
63.2% |
0-258 |
| ATR |
0-213 |
0-218 |
0-005 |
2.2% |
0-000 |
| Volume |
687,515 |
1,256,937 |
569,422 |
82.8% |
4,195,599 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-083 |
111-314 |
110-208 |
|
| R3 |
111-171 |
111-082 |
110-144 |
|
| R2 |
110-258 |
110-258 |
110-123 |
|
| R1 |
110-169 |
110-169 |
110-101 |
110-214 |
| PP |
110-026 |
110-026 |
110-026 |
110-048 |
| S1 |
109-257 |
109-257 |
110-059 |
109-301 |
| S2 |
109-113 |
109-113 |
110-037 |
|
| S3 |
108-201 |
109-024 |
110-016 |
|
| S4 |
107-288 |
108-112 |
109-272 |
|
|
| 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 |
110-115 |
108-252 |
1-182 |
1.4% |
0-155 |
0.4% |
93% |
True |
False |
916,936 |
| 10 |
110-158 |
108-252 |
1-225 |
1.5% |
0-168 |
0.5% |
86% |
False |
False |
933,172 |
| 20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-182 |
0.5% |
61% |
False |
False |
958,963 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-259 |
0.7% |
80% |
False |
False |
1,340,505 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-231 |
0.7% |
80% |
False |
False |
1,060,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-143 |
|
2.618 |
112-084 |
|
1.618 |
111-171 |
|
1.000 |
111-028 |
|
0.618 |
110-259 |
|
HIGH |
110-115 |
|
0.618 |
110-026 |
|
0.500 |
109-319 |
|
0.382 |
109-291 |
|
LOW |
109-202 |
|
0.618 |
109-059 |
|
1.000 |
108-290 |
|
1.618 |
108-146 |
|
2.618 |
107-234 |
|
4.250 |
106-174 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-053 |
110-028 |
| PP |
110-026 |
109-296 |
| S1 |
109-319 |
109-244 |
|