ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 17-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
Open |
110-000 |
109-230 |
-0-090 |
-0.3% |
110-105 |
High |
110-075 |
109-265 |
-0-130 |
-0.4% |
110-275 |
Low |
109-195 |
109-120 |
-0-075 |
-0.2% |
109-245 |
Close |
109-242 |
109-138 |
-0-105 |
-0.3% |
110-018 |
Range |
0-200 |
0-145 |
-0-055 |
-27.5% |
1-030 |
ATR |
0-203 |
0-198 |
-0-004 |
-2.0% |
0-000 |
Volume |
1,281,666 |
1,172,393 |
-109,273 |
-8.5% |
5,346,835 |
|
Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-289 |
110-198 |
109-217 |
|
R3 |
110-144 |
110-053 |
109-177 |
|
R2 |
109-319 |
109-319 |
109-164 |
|
R1 |
109-228 |
109-228 |
109-151 |
109-201 |
PP |
109-174 |
109-174 |
109-174 |
109-161 |
S1 |
109-083 |
109-083 |
109-124 |
109-056 |
S2 |
109-029 |
109-029 |
109-111 |
|
S3 |
108-204 |
108-258 |
109-098 |
|
S4 |
108-059 |
108-113 |
109-058 |
|
|
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 |
109-120 |
1-155 |
1.4% |
0-154 |
0.4% |
4% |
False |
True |
1,077,526 |
10 |
111-112 |
109-120 |
1-312 |
1.8% |
0-174 |
0.5% |
3% |
False |
True |
1,148,236 |
20 |
111-112 |
108-312 |
2-120 |
2.2% |
0-188 |
0.5% |
19% |
False |
False |
1,129,537 |
40 |
111-112 |
108-212 |
2-220 |
2.5% |
0-204 |
0.6% |
28% |
False |
False |
1,085,409 |
60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-235 |
0.7% |
64% |
False |
False |
1,345,483 |
80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-217 |
0.6% |
64% |
False |
False |
1,031,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-241 |
2.618 |
111-005 |
1.618 |
110-180 |
1.000 |
110-090 |
0.618 |
110-035 |
HIGH |
109-265 |
0.618 |
109-210 |
0.500 |
109-192 |
0.382 |
109-175 |
LOW |
109-120 |
0.618 |
109-030 |
1.000 |
108-295 |
1.618 |
108-205 |
2.618 |
108-060 |
4.250 |
107-144 |
|
|
Fisher Pivots for day following 17-May-2023 |
Pivot |
1 day |
3 day |
R1 |
109-192 |
109-258 |
PP |
109-174 |
109-218 |
S1 |
109-156 |
109-178 |
|