ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-300 |
110-240 |
-0-060 |
-0.2% |
109-305 |
| High |
111-112 |
110-262 |
-0-170 |
-0.5% |
111-112 |
| Low |
110-155 |
110-062 |
-0-092 |
-0.3% |
109-078 |
| Close |
111-000 |
110-098 |
-0-222 |
-0.6% |
110-098 |
| Range |
0-278 |
0-200 |
-0-078 |
-27.9% |
2-035 |
| ATR |
0-229 |
0-231 |
0-002 |
0.9% |
0-000 |
| Volume |
1,777,812 |
1,100,181 |
-677,631 |
-38.1% |
6,373,736 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-101 |
111-299 |
110-208 |
|
| R3 |
111-221 |
111-099 |
110-152 |
|
| R2 |
111-021 |
111-021 |
110-134 |
|
| R1 |
110-219 |
110-219 |
110-116 |
110-180 |
| PP |
110-141 |
110-141 |
110-141 |
110-121 |
| S1 |
110-019 |
110-019 |
110-079 |
109-300 |
| S2 |
109-261 |
109-261 |
110-061 |
|
| S3 |
109-061 |
109-139 |
110-042 |
|
| S4 |
108-181 |
108-259 |
109-308 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-201 |
115-184 |
111-149 |
|
| R3 |
114-166 |
113-149 |
110-283 |
|
| R2 |
112-131 |
112-131 |
110-221 |
|
| R1 |
111-114 |
111-114 |
110-159 |
111-282 |
| PP |
110-096 |
110-096 |
110-096 |
110-180 |
| S1 |
109-079 |
109-079 |
110-036 |
109-248 |
| S2 |
108-061 |
108-061 |
109-294 |
|
| S3 |
106-026 |
107-044 |
109-232 |
|
| S4 |
103-311 |
105-009 |
109-046 |
|
|
| 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% |
0-249 |
0.7% |
50% |
False |
False |
1,274,747 |
| 10 |
111-112 |
109-065 |
2-048 |
1.9% |
0-220 |
0.6% |
51% |
False |
False |
1,226,297 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-189 |
0.5% |
59% |
False |
False |
1,054,348 |
| 40 |
111-112 |
106-292 |
4-140 |
4.0% |
0-274 |
0.8% |
76% |
False |
False |
1,345,199 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-237 |
0.7% |
80% |
False |
False |
1,229,742 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-218 |
0.6% |
80% |
False |
False |
924,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-152 |
|
2.618 |
112-146 |
|
1.618 |
111-266 |
|
1.000 |
111-142 |
|
0.618 |
111-066 |
|
HIGH |
110-262 |
|
0.618 |
110-186 |
|
0.500 |
110-162 |
|
0.382 |
110-139 |
|
LOW |
110-062 |
|
0.618 |
109-259 |
|
1.000 |
109-182 |
|
1.618 |
109-059 |
|
2.618 |
108-179 |
|
4.250 |
107-172 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-162 |
110-226 |
| PP |
110-141 |
110-183 |
| S1 |
110-119 |
110-140 |
|