ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-128 |
110-160 |
0-032 |
0.1% |
110-105 |
| High |
110-275 |
110-190 |
-0-085 |
-0.2% |
110-275 |
| Low |
110-105 |
110-012 |
-0-092 |
-0.3% |
109-245 |
| Close |
110-155 |
110-018 |
-0-138 |
-0.4% |
110-018 |
| Range |
0-170 |
0-178 |
0-008 |
4.4% |
1-030 |
| ATR |
0-215 |
0-212 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,313,071 |
817,021 |
-496,050 |
-37.8% |
5,346,835 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-286 |
111-169 |
110-115 |
|
| R3 |
111-108 |
110-312 |
110-066 |
|
| R2 |
110-251 |
110-251 |
110-050 |
|
| R1 |
110-134 |
110-134 |
110-034 |
110-104 |
| PP |
110-073 |
110-073 |
110-073 |
110-058 |
| S1 |
109-277 |
109-277 |
110-001 |
109-246 |
| S2 |
109-216 |
109-216 |
109-305 |
|
| S3 |
109-038 |
109-099 |
109-289 |
|
| S4 |
108-181 |
108-242 |
109-240 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-162 |
112-280 |
110-210 |
|
| R3 |
112-132 |
111-250 |
110-114 |
|
| R2 |
111-102 |
111-102 |
110-082 |
|
| R1 |
110-220 |
110-220 |
110-050 |
110-146 |
| PP |
110-072 |
110-072 |
110-072 |
110-036 |
| S1 |
109-190 |
109-190 |
109-305 |
109-116 |
| S2 |
109-042 |
109-042 |
109-273 |
|
| S3 |
108-012 |
108-160 |
109-241 |
|
| S4 |
106-302 |
107-130 |
109-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-275 |
109-245 |
1-030 |
1.0% |
0-168 |
0.5% |
26% |
False |
False |
1,069,367 |
| 10 |
111-112 |
109-078 |
2-035 |
1.9% |
0-208 |
0.6% |
39% |
False |
False |
1,172,057 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-184 |
0.5% |
49% |
False |
False |
1,090,270 |
| 40 |
111-112 |
108-212 |
2-220 |
2.4% |
0-226 |
0.6% |
52% |
False |
False |
1,110,390 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-237 |
0.7% |
75% |
False |
False |
1,315,431 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-217 |
0.6% |
75% |
False |
False |
991,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-304 |
|
2.618 |
112-015 |
|
1.618 |
111-157 |
|
1.000 |
111-048 |
|
0.618 |
110-300 |
|
HIGH |
110-190 |
|
0.618 |
110-122 |
|
0.500 |
110-101 |
|
0.382 |
110-080 |
|
LOW |
110-012 |
|
0.618 |
109-223 |
|
1.000 |
109-155 |
|
1.618 |
109-045 |
|
2.618 |
108-188 |
|
4.250 |
107-218 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-101 |
110-104 |
| PP |
110-073 |
110-075 |
| S1 |
110-045 |
110-046 |
|