ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
109-202 |
110-068 |
0-185 |
0.5% |
109-145 |
| High |
110-115 |
110-110 |
-0-005 |
0.0% |
109-190 |
| Low |
109-202 |
109-280 |
0-078 |
0.2% |
108-252 |
| Close |
110-080 |
110-032 |
-0-048 |
-0.1% |
109-072 |
| Range |
0-232 |
0-150 |
-0-082 |
-35.5% |
0-258 |
| ATR |
0-218 |
0-213 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,256,937 |
1,403,522 |
146,585 |
11.7% |
4,195,599 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-164 |
111-088 |
110-115 |
|
| R3 |
111-014 |
110-258 |
110-074 |
|
| R2 |
110-184 |
110-184 |
110-060 |
|
| R1 |
110-108 |
110-108 |
110-046 |
110-071 |
| PP |
110-034 |
110-034 |
110-034 |
110-016 |
| S1 |
109-278 |
109-278 |
110-019 |
109-241 |
| S2 |
109-204 |
109-204 |
110-005 |
|
| S3 |
109-054 |
109-128 |
109-311 |
|
| S4 |
108-224 |
108-298 |
109-270 |
|
|
| 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 |
108-312 |
1-122 |
1.3% |
0-162 |
0.5% |
81% |
False |
False |
1,014,274 |
| 10 |
110-132 |
108-252 |
1-200 |
1.5% |
0-158 |
0.4% |
81% |
False |
False |
959,896 |
| 20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-180 |
0.5% |
55% |
False |
False |
981,640 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-260 |
0.7% |
77% |
False |
False |
1,344,677 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-231 |
0.7% |
77% |
False |
False |
1,083,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-108 |
|
2.618 |
111-183 |
|
1.618 |
111-033 |
|
1.000 |
110-260 |
|
0.618 |
110-203 |
|
HIGH |
110-110 |
|
0.618 |
110-053 |
|
0.500 |
110-035 |
|
0.382 |
110-017 |
|
LOW |
109-280 |
|
0.618 |
109-187 |
|
1.000 |
109-130 |
|
1.618 |
109-037 |
|
2.618 |
108-207 |
|
4.250 |
107-282 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-035 |
109-318 |
| PP |
110-034 |
109-284 |
| S1 |
110-033 |
109-250 |
|