ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
110-068 |
110-000 |
-0-068 |
-0.2% |
109-145 |
High |
110-110 |
110-038 |
-0-072 |
-0.2% |
109-190 |
Low |
109-280 |
109-132 |
-0-148 |
-0.4% |
108-252 |
Close |
110-032 |
109-152 |
-0-200 |
-0.6% |
109-072 |
Range |
0-150 |
0-225 |
0-075 |
50.0% |
0-258 |
ATR |
0-213 |
0-214 |
0-001 |
0.4% |
0-000 |
Volume |
1,403,522 |
1,091,506 |
-312,016 |
-22.2% |
4,195,599 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-249 |
111-106 |
109-276 |
|
R3 |
111-024 |
110-201 |
109-214 |
|
R2 |
110-119 |
110-119 |
109-194 |
|
R1 |
109-296 |
109-296 |
109-173 |
109-255 |
PP |
109-214 |
109-214 |
109-214 |
109-194 |
S1 |
109-071 |
109-071 |
109-132 |
109-030 |
S2 |
108-309 |
108-309 |
109-111 |
|
S3 |
108-084 |
108-166 |
109-091 |
|
S4 |
107-179 |
107-261 |
109-029 |
|
|
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 |
109-052 |
1-062 |
1.1% |
0-178 |
0.5% |
26% |
False |
False |
1,050,389 |
10 |
110-115 |
108-252 |
1-182 |
1.4% |
0-164 |
0.5% |
44% |
False |
False |
979,513 |
20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-183 |
0.5% |
29% |
False |
False |
988,162 |
40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-262 |
0.7% |
65% |
False |
False |
1,337,278 |
60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-233 |
0.7% |
65% |
False |
False |
1,101,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-034 |
2.618 |
111-307 |
1.618 |
111-082 |
1.000 |
110-262 |
0.618 |
110-177 |
HIGH |
110-038 |
0.618 |
109-272 |
0.500 |
109-245 |
0.382 |
109-218 |
LOW |
109-132 |
0.618 |
108-313 |
1.000 |
108-228 |
1.618 |
108-088 |
2.618 |
107-183 |
4.250 |
106-136 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-245 |
109-284 |
PP |
109-214 |
109-240 |
S1 |
109-183 |
109-196 |
|