ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-165 |
109-305 |
0-140 |
0.4% |
109-072 |
| High |
110-000 |
109-305 |
-0-015 |
0.0% |
110-115 |
| Low |
109-112 |
109-078 |
-0-035 |
-0.1% |
109-065 |
| Close |
109-238 |
109-105 |
-0-132 |
-0.4% |
109-238 |
| Range |
0-208 |
0-228 |
0-020 |
9.6% |
1-050 |
| ATR |
0-213 |
0-214 |
0-001 |
0.5% |
0-000 |
| Volume |
1,449,755 |
845,188 |
-604,567 |
-41.7% |
5,889,235 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-205 |
111-062 |
109-230 |
|
| R3 |
110-298 |
110-155 |
109-168 |
|
| R2 |
110-070 |
110-070 |
109-147 |
|
| R1 |
109-248 |
109-248 |
109-126 |
109-205 |
| PP |
109-162 |
109-162 |
109-162 |
109-141 |
| S1 |
109-020 |
109-020 |
109-084 |
108-298 |
| S2 |
108-255 |
108-255 |
109-063 |
|
| S3 |
108-028 |
108-112 |
109-042 |
|
| S4 |
107-120 |
107-205 |
108-300 |
|
|
| 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 |
109-078 |
1-038 |
1.0% |
0-208 |
0.6% |
8% |
False |
True |
1,209,381 |
| 10 |
110-115 |
108-252 |
1-182 |
1.4% |
0-167 |
0.5% |
34% |
False |
False |
1,010,199 |
| 20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-188 |
0.5% |
23% |
False |
False |
994,774 |
| 40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-267 |
0.8% |
62% |
False |
False |
1,338,819 |
| 60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-233 |
0.7% |
62% |
False |
False |
1,138,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-312 |
|
2.618 |
111-261 |
|
1.618 |
111-033 |
|
1.000 |
110-212 |
|
0.618 |
110-126 |
|
HIGH |
109-305 |
|
0.618 |
109-218 |
|
0.500 |
109-191 |
|
0.382 |
109-164 |
|
LOW |
109-078 |
|
0.618 |
108-257 |
|
1.000 |
108-170 |
|
1.618 |
108-029 |
|
2.618 |
107-122 |
|
4.250 |
106-071 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-191 |
109-218 |
| PP |
109-162 |
109-180 |
| S1 |
109-134 |
109-142 |
|