ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-240 |
110-105 |
-0-135 |
-0.4% |
109-305 |
| High |
110-262 |
110-112 |
-0-150 |
-0.4% |
111-112 |
| Low |
110-062 |
109-288 |
-0-095 |
-0.3% |
109-078 |
| Close |
110-098 |
109-290 |
-0-128 |
-0.4% |
110-098 |
| Range |
0-200 |
0-145 |
-0-055 |
-27.5% |
2-035 |
| ATR |
0-231 |
0-225 |
-0-006 |
-2.7% |
0-000 |
| Volume |
1,100,181 |
826,677 |
-273,504 |
-24.9% |
6,373,736 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-132 |
111-036 |
110-050 |
|
| R3 |
110-307 |
110-211 |
110-010 |
|
| R2 |
110-162 |
110-162 |
109-317 |
|
| R1 |
110-066 |
110-066 |
109-303 |
110-041 |
| PP |
110-017 |
110-017 |
110-017 |
110-004 |
| S1 |
109-241 |
109-241 |
109-277 |
109-216 |
| S2 |
109-192 |
109-192 |
109-263 |
|
| S3 |
109-047 |
109-096 |
109-250 |
|
| S4 |
108-222 |
108-271 |
109-210 |
|
|
| 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 |
109-098 |
2-015 |
1.9% |
0-232 |
0.7% |
29% |
False |
False |
1,271,045 |
| 10 |
111-112 |
109-078 |
2-035 |
1.9% |
0-220 |
0.6% |
31% |
False |
False |
1,240,213 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-190 |
0.5% |
44% |
False |
False |
1,064,792 |
| 40 |
111-112 |
107-255 |
3-178 |
3.2% |
0-268 |
0.8% |
59% |
False |
False |
1,293,616 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-237 |
0.7% |
73% |
False |
False |
1,243,346 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-220 |
0.6% |
73% |
False |
False |
934,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-089 |
|
2.618 |
111-172 |
|
1.618 |
111-027 |
|
1.000 |
110-258 |
|
0.618 |
110-202 |
|
HIGH |
110-112 |
|
0.618 |
110-057 |
|
0.500 |
110-040 |
|
0.382 |
110-023 |
|
LOW |
109-288 |
|
0.618 |
109-198 |
|
1.000 |
109-142 |
|
1.618 |
109-053 |
|
2.618 |
108-228 |
|
4.250 |
107-311 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-040 |
110-200 |
| PP |
110-017 |
110-123 |
| S1 |
109-313 |
110-047 |
|