ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 04-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
110-128 |
111-010 |
0-202 |
0.6% |
110-042 |
High |
110-128 |
111-015 |
0-208 |
0.6% |
110-042 |
Low |
110-128 |
111-010 |
0-202 |
0.6% |
109-238 |
Close |
110-128 |
111-010 |
0-202 |
0.6% |
110-002 |
Range |
0-000 |
0-005 |
0-005 |
|
0-125 |
ATR |
0-146 |
0-150 |
0-004 |
3.0% |
0-000 |
Volume |
0 |
21 |
21 |
|
0 |
|
Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-027 |
111-023 |
111-013 |
|
R3 |
111-022 |
111-018 |
111-011 |
|
R2 |
111-017 |
111-017 |
111-011 |
|
R1 |
111-013 |
111-013 |
111-010 |
111-012 |
PP |
111-012 |
111-012 |
111-012 |
111-011 |
S1 |
111-008 |
111-008 |
111-010 |
111-008 |
S2 |
111-007 |
111-007 |
111-009 |
|
S3 |
111-002 |
111-003 |
111-009 |
|
S4 |
110-317 |
110-318 |
111-007 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-042 |
110-308 |
110-071 |
|
R3 |
110-238 |
110-182 |
110-037 |
|
R2 |
110-112 |
110-112 |
110-025 |
|
R1 |
110-058 |
110-058 |
110-014 |
110-022 |
PP |
109-308 |
109-308 |
109-308 |
109-290 |
S1 |
109-252 |
109-252 |
109-311 |
109-218 |
S2 |
109-182 |
109-182 |
109-300 |
|
S3 |
109-058 |
109-128 |
109-288 |
|
S4 |
108-252 |
109-002 |
109-254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-015 |
109-238 |
1-098 |
1.2% |
0-001 |
0.0% |
99% |
True |
False |
4 |
10 |
111-015 |
109-238 |
1-098 |
1.2% |
0-000 |
0.0% |
99% |
True |
False |
2 |
20 |
111-015 |
106-240 |
4-095 |
3.9% |
0-009 |
0.0% |
100% |
True |
False |
1 |
40 |
111-015 |
106-240 |
4-095 |
3.9% |
0-004 |
0.0% |
100% |
True |
False |
|
60 |
111-020 |
106-240 |
4-100 |
3.9% |
0-003 |
0.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-036 |
2.618 |
111-028 |
1.618 |
111-023 |
1.000 |
111-020 |
0.618 |
111-018 |
HIGH |
111-015 |
0.618 |
111-013 |
0.500 |
111-012 |
0.382 |
111-012 |
LOW |
111-010 |
0.618 |
111-007 |
1.000 |
111-005 |
1.618 |
111-002 |
2.618 |
110-317 |
4.250 |
110-309 |
|
|
Fisher Pivots for day following 04-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
111-012 |
110-276 |
PP |
111-012 |
110-222 |
S1 |
111-011 |
110-169 |
|