ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 05-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
111-010 |
111-085 |
0-075 |
0.2% |
110-042 |
High |
111-015 |
111-160 |
0-145 |
0.4% |
110-042 |
Low |
111-010 |
110-265 |
-0-065 |
-0.2% |
109-238 |
Close |
111-010 |
111-085 |
0-075 |
0.2% |
110-002 |
Range |
0-005 |
0-215 |
0-210 |
4,200.0% |
0-125 |
ATR |
0-150 |
0-155 |
0-005 |
3.1% |
0-000 |
Volume |
21 |
40 |
19 |
90.5% |
0 |
|
Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-068 |
112-292 |
111-203 |
|
R3 |
112-173 |
112-077 |
111-144 |
|
R2 |
111-278 |
111-278 |
111-124 |
|
R1 |
111-182 |
111-182 |
111-105 |
111-192 |
PP |
111-063 |
111-063 |
111-063 |
111-069 |
S1 |
110-287 |
110-287 |
111-065 |
110-298 |
S2 |
110-168 |
110-168 |
111-046 |
|
S3 |
109-273 |
110-072 |
111-026 |
|
S4 |
109-058 |
109-177 |
110-287 |
|
|
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 |
111-160 |
109-250 |
1-230 |
1.5% |
0-044 |
0.1% |
86% |
True |
False |
12 |
10 |
111-160 |
109-238 |
1-242 |
1.6% |
0-022 |
0.1% |
87% |
True |
False |
6 |
20 |
111-160 |
107-105 |
4-055 |
3.7% |
0-019 |
0.1% |
94% |
True |
False |
3 |
40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-010 |
0.0% |
95% |
True |
False |
1 |
60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-006 |
0.0% |
95% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-114 |
2.618 |
113-083 |
1.618 |
112-188 |
1.000 |
112-055 |
0.618 |
111-293 |
HIGH |
111-160 |
0.618 |
111-078 |
0.500 |
111-052 |
0.382 |
111-027 |
LOW |
110-265 |
0.618 |
110-132 |
1.000 |
110-050 |
1.618 |
109-237 |
2.618 |
109-022 |
4.250 |
107-311 |
|
|
Fisher Pivots for day following 05-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
111-074 |
111-051 |
PP |
111-063 |
111-018 |
S1 |
111-052 |
110-304 |
|