ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-105 |
109-302 |
-0-122 |
-0.3% |
109-305 |
| High |
110-112 |
110-035 |
-0-078 |
-0.2% |
111-112 |
| Low |
109-288 |
109-245 |
-0-042 |
-0.1% |
109-078 |
| Close |
109-290 |
109-292 |
0-002 |
0.0% |
110-098 |
| Range |
0-145 |
0-110 |
-0-035 |
-24.1% |
2-035 |
| ATR |
0-225 |
0-217 |
-0-008 |
-3.7% |
0-000 |
| Volume |
826,677 |
898,051 |
71,374 |
8.6% |
6,373,736 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-308 |
110-250 |
110-033 |
|
| R3 |
110-198 |
110-140 |
110-003 |
|
| R2 |
110-088 |
110-088 |
109-313 |
|
| R1 |
110-030 |
110-030 |
109-303 |
110-004 |
| PP |
109-298 |
109-298 |
109-298 |
109-284 |
| S1 |
109-240 |
109-240 |
109-282 |
109-214 |
| S2 |
109-188 |
109-188 |
109-272 |
|
| S3 |
109-078 |
109-130 |
109-262 |
|
| S4 |
108-288 |
109-020 |
109-232 |
|
|
| 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 |
109-245 |
1-188 |
1.4% |
0-198 |
0.6% |
9% |
False |
True |
1,188,426 |
| 10 |
111-112 |
109-078 |
2-035 |
1.9% |
0-208 |
0.6% |
32% |
False |
False |
1,204,324 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-188 |
0.5% |
44% |
False |
False |
1,068,748 |
| 40 |
111-112 |
108-062 |
3-050 |
2.9% |
0-254 |
0.7% |
54% |
False |
False |
1,215,037 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-236 |
0.7% |
73% |
False |
False |
1,257,600 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-217 |
0.6% |
73% |
False |
False |
945,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-182 |
|
2.618 |
111-003 |
|
1.618 |
110-213 |
|
1.000 |
110-145 |
|
0.618 |
110-103 |
|
HIGH |
110-035 |
|
0.618 |
109-313 |
|
0.500 |
109-300 |
|
0.382 |
109-287 |
|
LOW |
109-245 |
|
0.618 |
109-177 |
|
1.000 |
109-135 |
|
1.618 |
109-067 |
|
2.618 |
108-277 |
|
4.250 |
108-098 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-300 |
110-094 |
| PP |
109-298 |
110-053 |
| S1 |
109-295 |
110-013 |
|