ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-195 |
108-232 |
0-038 |
0.1% |
110-020 |
| High |
108-232 |
108-250 |
0-018 |
0.1% |
110-075 |
| Low |
108-098 |
108-108 |
0-010 |
0.0% |
108-165 |
| Close |
108-218 |
108-170 |
-0-048 |
-0.1% |
108-220 |
| Range |
0-135 |
0-142 |
0-008 |
5.6% |
1-230 |
| ATR |
0-190 |
0-187 |
-0-003 |
-1.8% |
0-000 |
| Volume |
2,452,395 |
3,822,931 |
1,370,536 |
55.9% |
6,408,161 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-283 |
109-209 |
108-248 |
|
| R3 |
109-141 |
109-067 |
108-209 |
|
| R2 |
108-318 |
108-318 |
108-196 |
|
| R1 |
108-244 |
108-244 |
108-183 |
108-210 |
| PP |
108-176 |
108-176 |
108-176 |
108-159 |
| S1 |
108-102 |
108-102 |
108-157 |
108-068 |
| S2 |
108-033 |
108-033 |
108-144 |
|
| S3 |
107-211 |
107-279 |
108-131 |
|
| S4 |
107-068 |
107-137 |
108-092 |
|
|
| 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 |
109-172 |
108-098 |
1-075 |
1.1% |
0-164 |
0.5% |
18% |
False |
False |
2,166,748 |
| 10 |
110-275 |
108-098 |
2-178 |
2.4% |
0-159 |
0.5% |
9% |
False |
False |
1,622,137 |
| 20 |
111-112 |
108-098 |
3-015 |
2.8% |
0-188 |
0.5% |
7% |
False |
False |
1,417,655 |
| 40 |
111-112 |
108-098 |
3-015 |
2.8% |
0-184 |
0.5% |
7% |
False |
False |
1,199,648 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-236 |
0.7% |
47% |
False |
False |
1,369,003 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
47% |
False |
False |
1,166,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-216 |
|
2.618 |
109-303 |
|
1.618 |
109-161 |
|
1.000 |
109-072 |
|
0.618 |
109-018 |
|
HIGH |
108-250 |
|
0.618 |
108-196 |
|
0.500 |
108-179 |
|
0.382 |
108-162 |
|
LOW |
108-108 |
|
0.618 |
108-019 |
|
1.000 |
107-285 |
|
1.618 |
107-197 |
|
2.618 |
107-054 |
|
4.250 |
106-142 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-179 |
108-205 |
| PP |
108-176 |
108-193 |
| S1 |
108-173 |
108-182 |
|