ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-302 |
109-288 |
-0-015 |
0.0% |
109-305 |
| High |
110-035 |
110-170 |
0-135 |
0.4% |
111-112 |
| Low |
109-245 |
109-252 |
0-008 |
0.0% |
109-078 |
| Close |
109-292 |
110-152 |
0-180 |
0.5% |
110-098 |
| Range |
0-110 |
0-238 |
0-128 |
115.9% |
2-035 |
| ATR |
0-217 |
0-218 |
0-001 |
0.7% |
0-000 |
| Volume |
898,051 |
1,492,015 |
593,964 |
66.1% |
6,373,736 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-158 |
112-072 |
110-283 |
|
| R3 |
111-240 |
111-155 |
110-218 |
|
| R2 |
111-002 |
111-002 |
110-196 |
|
| R1 |
110-238 |
110-238 |
110-174 |
110-280 |
| PP |
110-085 |
110-085 |
110-085 |
110-106 |
| S1 |
110-000 |
110-000 |
110-131 |
110-042 |
| S2 |
109-168 |
109-168 |
110-109 |
|
| S3 |
108-250 |
109-082 |
110-087 |
|
| S4 |
108-012 |
108-165 |
110-022 |
|
|
| 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% |
0-194 |
0.5% |
45% |
False |
False |
1,218,947 |
| 10 |
111-112 |
109-078 |
2-035 |
1.9% |
0-217 |
0.6% |
59% |
False |
False |
1,213,174 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-187 |
0.5% |
66% |
False |
False |
1,086,535 |
| 40 |
111-112 |
108-062 |
3-050 |
2.9% |
0-246 |
0.7% |
72% |
False |
False |
1,185,540 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-239 |
0.7% |
83% |
False |
False |
1,282,163 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-218 |
0.6% |
83% |
False |
False |
964,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-219 |
|
2.618 |
112-152 |
|
1.618 |
111-234 |
|
1.000 |
111-088 |
|
0.618 |
110-317 |
|
HIGH |
110-170 |
|
0.618 |
110-079 |
|
0.500 |
110-051 |
|
0.382 |
110-023 |
|
LOW |
109-252 |
|
0.618 |
109-106 |
|
1.000 |
109-015 |
|
1.618 |
108-188 |
|
2.618 |
107-271 |
|
4.250 |
106-203 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-119 |
110-118 |
| PP |
110-085 |
110-082 |
| S1 |
110-051 |
110-048 |
|