ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-145 |
109-000 |
-0-145 |
-0.4% |
110-020 |
| High |
109-172 |
109-035 |
-0-138 |
-0.4% |
110-075 |
| Low |
108-288 |
108-165 |
-0-122 |
-0.4% |
108-165 |
| Close |
108-300 |
108-220 |
-0-080 |
-0.2% |
108-220 |
| Range |
0-205 |
0-190 |
-0-015 |
-7.3% |
1-230 |
| ATR |
0-199 |
0-198 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,430,951 |
1,719,670 |
288,719 |
20.2% |
6,408,161 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-177 |
110-068 |
109-004 |
|
| R3 |
109-307 |
109-198 |
108-272 |
|
| R2 |
109-117 |
109-117 |
108-255 |
|
| R1 |
109-008 |
109-008 |
108-237 |
108-288 |
| PP |
108-247 |
108-247 |
108-247 |
108-226 |
| S1 |
108-138 |
108-138 |
108-203 |
108-098 |
| S2 |
108-057 |
108-057 |
108-185 |
|
| S3 |
107-187 |
107-268 |
108-168 |
|
| S4 |
106-317 |
107-078 |
108-116 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-097 |
113-068 |
109-202 |
|
| R3 |
112-187 |
111-158 |
109-051 |
|
| R2 |
110-277 |
110-277 |
109-001 |
|
| R1 |
109-248 |
109-248 |
108-270 |
109-148 |
| PP |
109-047 |
109-047 |
109-047 |
108-316 |
| S1 |
108-018 |
108-018 |
108-170 |
107-238 |
| S2 |
107-137 |
107-137 |
108-119 |
|
| S3 |
105-227 |
106-108 |
108-069 |
|
| S4 |
103-317 |
104-198 |
107-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-075 |
108-165 |
1-230 |
1.6% |
0-164 |
0.5% |
10% |
False |
True |
1,281,632 |
| 10 |
110-275 |
108-165 |
2-110 |
2.2% |
0-166 |
0.5% |
7% |
False |
True |
1,175,499 |
| 20 |
111-112 |
108-165 |
2-268 |
2.6% |
0-193 |
0.6% |
6% |
False |
True |
1,200,898 |
| 40 |
111-112 |
108-165 |
2-268 |
2.6% |
0-195 |
0.6% |
6% |
False |
True |
1,097,402 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-237 |
0.7% |
49% |
False |
False |
1,312,061 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-219 |
0.6% |
49% |
False |
False |
1,071,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-202 |
|
2.618 |
110-212 |
|
1.618 |
110-022 |
|
1.000 |
109-225 |
|
0.618 |
109-152 |
|
HIGH |
109-035 |
|
0.618 |
108-282 |
|
0.500 |
108-260 |
|
0.382 |
108-238 |
|
LOW |
108-165 |
|
0.618 |
108-048 |
|
1.000 |
107-295 |
|
1.618 |
107-178 |
|
2.618 |
106-308 |
|
4.250 |
105-318 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-260 |
109-055 |
| PP |
108-247 |
109-003 |
| S1 |
108-233 |
108-272 |
|