ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-020 |
110-000 |
-0-020 |
-0.1% |
110-105 |
| High |
110-045 |
110-075 |
0-030 |
0.1% |
110-275 |
| Low |
109-285 |
109-195 |
-0-090 |
-0.3% |
109-245 |
| Close |
110-002 |
109-242 |
-0-080 |
-0.2% |
110-018 |
| Range |
0-080 |
0-200 |
0-120 |
150.0% |
1-030 |
| ATR |
0-203 |
0-203 |
0-000 |
-0.1% |
0-000 |
| Volume |
803,481 |
1,281,666 |
478,185 |
59.5% |
5,346,835 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-238 |
111-120 |
110-032 |
|
| R3 |
111-038 |
110-240 |
109-298 |
|
| R2 |
110-158 |
110-158 |
109-279 |
|
| R1 |
110-040 |
110-040 |
109-261 |
109-319 |
| PP |
109-278 |
109-278 |
109-278 |
109-257 |
| S1 |
109-160 |
109-160 |
109-224 |
109-119 |
| S2 |
109-078 |
109-078 |
109-206 |
|
| S3 |
108-198 |
108-280 |
109-188 |
|
| S4 |
107-318 |
108-080 |
109-132 |
|
|
| 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 |
109-195 |
1-080 |
1.1% |
0-173 |
0.5% |
12% |
False |
True |
1,141,450 |
| 10 |
111-112 |
109-195 |
1-238 |
1.6% |
0-185 |
0.5% |
9% |
False |
True |
1,164,938 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-186 |
0.5% |
38% |
False |
False |
1,116,759 |
| 40 |
111-112 |
108-212 |
2-220 |
2.4% |
0-209 |
0.6% |
41% |
False |
False |
1,084,750 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-236 |
0.7% |
70% |
False |
False |
1,344,502 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-217 |
0.6% |
70% |
False |
False |
1,017,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-285 |
|
2.618 |
111-279 |
|
1.618 |
111-079 |
|
1.000 |
110-275 |
|
0.618 |
110-199 |
|
HIGH |
110-075 |
|
0.618 |
109-319 |
|
0.500 |
109-295 |
|
0.382 |
109-271 |
|
LOW |
109-195 |
|
0.618 |
109-071 |
|
1.000 |
108-315 |
|
1.618 |
108-191 |
|
2.618 |
107-311 |
|
4.250 |
106-305 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-295 |
110-032 |
| PP |
109-278 |
109-316 |
| S1 |
109-260 |
109-279 |
|