ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-258 |
108-195 |
-0-062 |
-0.2% |
110-020 |
| High |
108-312 |
108-232 |
-0-080 |
-0.2% |
110-075 |
| Low |
108-165 |
108-098 |
-0-068 |
-0.2% |
108-165 |
| Close |
108-195 |
108-218 |
0-022 |
0.1% |
108-220 |
| Range |
0-148 |
0-135 |
-0-012 |
-8.5% |
1-230 |
| ATR |
0-195 |
0-190 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,407,793 |
2,452,395 |
1,044,602 |
74.2% |
6,408,161 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-268 |
109-218 |
108-292 |
|
| R3 |
109-132 |
109-082 |
108-255 |
|
| R2 |
108-318 |
108-318 |
108-242 |
|
| R1 |
108-268 |
108-268 |
108-230 |
108-292 |
| PP |
108-182 |
108-182 |
108-182 |
108-195 |
| S1 |
108-132 |
108-132 |
108-205 |
108-158 |
| S2 |
108-048 |
108-048 |
108-193 |
|
| S3 |
107-232 |
107-318 |
108-180 |
|
| S4 |
107-098 |
107-182 |
108-143 |
|
|
| 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 |
109-265 |
108-098 |
1-168 |
1.4% |
0-164 |
0.5% |
25% |
False |
True |
1,636,640 |
| 10 |
110-275 |
108-098 |
2-178 |
2.4% |
0-169 |
0.5% |
15% |
False |
True |
1,389,045 |
| 20 |
111-112 |
108-098 |
3-015 |
2.8% |
0-188 |
0.5% |
12% |
False |
True |
1,296,685 |
| 40 |
111-112 |
108-098 |
3-015 |
2.8% |
0-185 |
0.5% |
12% |
False |
True |
1,127,824 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-236 |
0.7% |
49% |
False |
False |
1,325,898 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-220 |
0.6% |
49% |
False |
False |
1,119,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-166 |
|
2.618 |
109-266 |
|
1.618 |
109-131 |
|
1.000 |
109-048 |
|
0.618 |
108-316 |
|
HIGH |
108-232 |
|
0.618 |
108-181 |
|
0.500 |
108-165 |
|
0.382 |
108-149 |
|
LOW |
108-098 |
|
0.618 |
108-014 |
|
1.000 |
107-282 |
|
1.618 |
107-199 |
|
2.618 |
107-064 |
|
4.250 |
106-164 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-200 |
108-226 |
| PP |
108-182 |
108-223 |
| S1 |
108-165 |
108-220 |
|