ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-035 |
110-300 |
0-265 |
0.8% |
109-072 |
| High |
110-275 |
111-112 |
0-158 |
0.4% |
110-115 |
| Low |
110-020 |
110-155 |
0-135 |
0.4% |
109-065 |
| Close |
110-108 |
111-000 |
0-212 |
0.6% |
109-238 |
| Range |
0-255 |
0-278 |
0-022 |
8.8% |
1-050 |
| ATR |
0-222 |
0-229 |
0-007 |
3.3% |
0-000 |
| Volume |
1,339,410 |
1,777,812 |
438,402 |
32.7% |
5,889,235 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-175 |
113-045 |
111-153 |
|
| R3 |
112-218 |
112-088 |
111-076 |
|
| R2 |
111-260 |
111-260 |
111-051 |
|
| R1 |
111-130 |
111-130 |
111-025 |
111-195 |
| PP |
110-302 |
110-302 |
110-302 |
111-015 |
| S1 |
110-172 |
110-172 |
110-295 |
110-238 |
| S2 |
110-025 |
110-025 |
110-269 |
|
| S3 |
109-068 |
109-215 |
110-244 |
|
| S4 |
108-110 |
108-258 |
110-167 |
|
|
| 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 |
111-112 |
109-078 |
2-035 |
1.9% |
0-250 |
0.7% |
83% |
True |
False |
1,344,662 |
| 10 |
111-112 |
109-052 |
2-060 |
2.0% |
0-214 |
0.6% |
84% |
True |
False |
1,197,525 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-188 |
0.5% |
86% |
True |
False |
1,047,763 |
| 40 |
111-112 |
106-058 |
5-055 |
4.7% |
0-276 |
0.8% |
93% |
True |
False |
1,355,871 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-235 |
0.7% |
93% |
True |
False |
1,211,664 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-216 |
0.6% |
93% |
True |
False |
910,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-012 |
|
2.618 |
113-199 |
|
1.618 |
112-241 |
|
1.000 |
112-070 |
|
0.618 |
111-284 |
|
HIGH |
111-112 |
|
0.618 |
111-006 |
|
0.500 |
110-294 |
|
0.382 |
110-261 |
|
LOW |
110-155 |
|
0.618 |
109-304 |
|
1.000 |
109-198 |
|
1.618 |
109-026 |
|
2.618 |
108-069 |
|
4.250 |
106-256 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-311 |
110-248 |
| PP |
110-302 |
110-177 |
| S1 |
110-294 |
110-105 |
|