ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 28-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
110-000 |
109-165 |
-0-155 |
-0.4% |
109-072 |
High |
110-038 |
110-000 |
-0-038 |
-0.1% |
110-115 |
Low |
109-132 |
109-112 |
-0-020 |
-0.1% |
109-065 |
Close |
109-152 |
109-238 |
0-085 |
0.2% |
109-238 |
Range |
0-225 |
0-208 |
-0-018 |
-7.8% |
1-050 |
ATR |
0-214 |
0-213 |
0-000 |
-0.2% |
0-000 |
Volume |
1,091,506 |
1,449,755 |
358,249 |
32.8% |
5,889,235 |
|
Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-206 |
111-109 |
110-032 |
|
R3 |
110-318 |
110-222 |
109-295 |
|
R2 |
110-111 |
110-111 |
109-276 |
|
R1 |
110-014 |
110-014 |
109-257 |
110-062 |
PP |
109-223 |
109-223 |
109-223 |
109-248 |
S1 |
109-127 |
109-127 |
109-218 |
109-175 |
S2 |
109-016 |
109-016 |
109-199 |
|
S3 |
108-128 |
108-239 |
109-180 |
|
S4 |
107-241 |
108-032 |
109-123 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-076 |
112-207 |
110-121 |
|
R3 |
112-026 |
111-157 |
110-019 |
|
R2 |
110-296 |
110-296 |
109-305 |
|
R1 |
110-107 |
110-107 |
109-271 |
110-201 |
PP |
109-246 |
109-246 |
109-246 |
109-293 |
S1 |
109-057 |
109-057 |
109-204 |
109-151 |
S2 |
108-196 |
108-196 |
109-170 |
|
S3 |
107-146 |
108-007 |
109-136 |
|
S4 |
106-096 |
106-277 |
109-034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-115 |
109-065 |
1-050 |
1.1% |
0-192 |
0.5% |
47% |
False |
False |
1,177,847 |
10 |
110-115 |
108-252 |
1-182 |
1.4% |
0-160 |
0.5% |
61% |
False |
False |
1,008,483 |
20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-187 |
0.5% |
40% |
False |
False |
1,017,199 |
40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-264 |
0.8% |
70% |
False |
False |
1,343,826 |
60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-232 |
0.7% |
70% |
False |
False |
1,125,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-242 |
2.618 |
111-223 |
1.618 |
111-016 |
1.000 |
110-208 |
0.618 |
110-128 |
HIGH |
110-000 |
0.618 |
109-241 |
0.500 |
109-216 |
0.382 |
109-192 |
LOW |
109-112 |
0.618 |
108-304 |
1.000 |
108-225 |
1.618 |
108-097 |
2.618 |
107-209 |
4.250 |
106-191 |
|
|
Fisher Pivots for day following 28-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-230 |
109-271 |
PP |
109-223 |
109-260 |
S1 |
109-216 |
109-249 |
|