ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-305 |
109-108 |
-0-198 |
-0.6% |
109-072 |
| High |
109-305 |
110-062 |
0-078 |
0.2% |
110-115 |
| Low |
109-078 |
109-098 |
0-020 |
0.1% |
109-065 |
| Close |
109-105 |
110-028 |
0-242 |
0.7% |
109-238 |
| Range |
0-228 |
0-285 |
0-058 |
25.3% |
1-050 |
| ATR |
0-214 |
0-219 |
0-005 |
2.4% |
0-000 |
| Volume |
845,188 |
1,311,145 |
465,957 |
55.1% |
5,889,235 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-171 |
112-064 |
110-184 |
|
| R3 |
111-206 |
111-099 |
110-106 |
|
| R2 |
110-241 |
110-241 |
110-080 |
|
| R1 |
110-134 |
110-134 |
110-054 |
110-188 |
| PP |
109-276 |
109-276 |
109-276 |
109-302 |
| S1 |
109-169 |
109-169 |
110-001 |
109-222 |
| S2 |
108-311 |
108-311 |
109-295 |
|
| S3 |
108-026 |
108-204 |
109-269 |
|
| S4 |
107-061 |
107-239 |
109-191 |
|
|
| 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 |
110-110 |
109-078 |
1-032 |
1.0% |
0-219 |
0.6% |
77% |
False |
False |
1,220,223 |
| 10 |
110-115 |
108-252 |
1-182 |
1.4% |
0-187 |
0.5% |
83% |
False |
False |
1,068,580 |
| 20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-190 |
0.5% |
54% |
False |
False |
1,008,711 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-271 |
0.8% |
77% |
False |
False |
1,351,450 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-233 |
0.7% |
77% |
False |
False |
1,160,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-314 |
|
2.618 |
112-169 |
|
1.618 |
111-204 |
|
1.000 |
111-028 |
|
0.618 |
110-239 |
|
HIGH |
110-062 |
|
0.618 |
109-274 |
|
0.500 |
109-240 |
|
0.382 |
109-206 |
|
LOW |
109-098 |
|
0.618 |
108-241 |
|
1.000 |
108-132 |
|
1.618 |
107-276 |
|
2.618 |
106-311 |
|
4.250 |
105-166 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-312 |
109-308 |
| PP |
109-276 |
109-269 |
| S1 |
109-240 |
109-230 |
|