ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-000 |
108-258 |
-0-062 |
-0.2% |
110-020 |
| High |
109-035 |
108-312 |
-0-042 |
-0.1% |
110-075 |
| Low |
108-165 |
108-165 |
0-000 |
0.0% |
108-165 |
| Close |
108-220 |
108-195 |
-0-025 |
-0.1% |
108-220 |
| Range |
0-190 |
0-148 |
-0-042 |
-22.4% |
1-230 |
| ATR |
0-198 |
0-195 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,719,670 |
1,407,793 |
-311,877 |
-18.1% |
6,408,161 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-027 |
109-258 |
108-276 |
|
| R3 |
109-199 |
109-111 |
108-236 |
|
| R2 |
109-052 |
109-052 |
108-222 |
|
| R1 |
108-283 |
108-283 |
108-209 |
108-254 |
| PP |
108-224 |
108-224 |
108-224 |
108-209 |
| S1 |
108-136 |
108-136 |
108-181 |
108-106 |
| S2 |
108-077 |
108-077 |
108-168 |
|
| S3 |
107-249 |
107-308 |
108-154 |
|
| S4 |
107-102 |
107-161 |
108-114 |
|
|
| 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% |
0-178 |
0.5% |
5% |
False |
True |
1,402,494 |
| 10 |
110-275 |
108-165 |
2-110 |
2.2% |
0-166 |
0.5% |
4% |
False |
True |
1,233,611 |
| 20 |
111-112 |
108-165 |
2-268 |
2.6% |
0-193 |
0.6% |
3% |
False |
True |
1,236,912 |
| 40 |
111-112 |
108-165 |
2-268 |
2.6% |
0-190 |
0.5% |
3% |
False |
True |
1,093,650 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-236 |
0.7% |
48% |
False |
False |
1,304,281 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-219 |
0.6% |
48% |
False |
False |
1,088,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-299 |
|
2.618 |
110-059 |
|
1.618 |
109-231 |
|
1.000 |
109-140 |
|
0.618 |
109-084 |
|
HIGH |
108-312 |
|
0.618 |
108-256 |
|
0.500 |
108-239 |
|
0.382 |
108-221 |
|
LOW |
108-165 |
|
0.618 |
108-074 |
|
1.000 |
108-018 |
|
1.618 |
107-246 |
|
2.618 |
107-099 |
|
4.250 |
106-178 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-239 |
109-009 |
| PP |
108-224 |
108-284 |
| S1 |
108-210 |
108-240 |
|