ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-230 |
109-145 |
-0-085 |
-0.2% |
110-105 |
| High |
109-265 |
109-172 |
-0-092 |
-0.3% |
110-275 |
| Low |
109-120 |
108-288 |
-0-152 |
-0.4% |
109-245 |
| Close |
109-138 |
108-300 |
-0-158 |
-0.4% |
110-018 |
| Range |
0-145 |
0-205 |
0-060 |
41.4% |
1-030 |
| ATR |
0-198 |
0-199 |
0-000 |
0.2% |
0-000 |
| Volume |
1,172,393 |
1,430,951 |
258,558 |
22.1% |
5,346,835 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-015 |
110-202 |
109-093 |
|
| R3 |
110-130 |
109-318 |
109-036 |
|
| R2 |
109-245 |
109-245 |
109-018 |
|
| R1 |
109-112 |
109-112 |
108-319 |
109-076 |
| PP |
109-040 |
109-040 |
109-040 |
109-022 |
| S1 |
108-228 |
108-228 |
108-281 |
108-191 |
| S2 |
108-155 |
108-155 |
108-262 |
|
| S3 |
107-270 |
108-022 |
108-244 |
|
| S4 |
107-065 |
107-138 |
108-187 |
|
|
| 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 |
110-190 |
108-288 |
1-222 |
1.6% |
0-162 |
0.5% |
2% |
False |
True |
1,101,102 |
| 10 |
110-275 |
108-288 |
1-308 |
1.8% |
0-167 |
0.5% |
2% |
False |
True |
1,113,550 |
| 20 |
111-112 |
108-288 |
2-145 |
2.3% |
0-190 |
0.5% |
2% |
False |
True |
1,155,538 |
| 40 |
111-112 |
108-252 |
2-180 |
2.4% |
0-198 |
0.6% |
6% |
False |
False |
1,088,655 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-236 |
0.7% |
54% |
False |
False |
1,329,265 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-218 |
0.6% |
54% |
False |
False |
1,049,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-084 |
|
2.618 |
111-069 |
|
1.618 |
110-184 |
|
1.000 |
110-058 |
|
0.618 |
109-299 |
|
HIGH |
109-172 |
|
0.618 |
109-094 |
|
0.500 |
109-070 |
|
0.382 |
109-046 |
|
LOW |
108-288 |
|
0.618 |
108-161 |
|
1.000 |
108-082 |
|
1.618 |
107-276 |
|
2.618 |
107-071 |
|
4.250 |
106-056 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-070 |
109-181 |
| PP |
109-040 |
109-114 |
| S1 |
109-010 |
109-047 |
|