ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-145 |
110-092 |
-0-052 |
-0.1% |
110-128 |
| High |
110-198 |
110-180 |
-0-018 |
0.0% |
111-160 |
| Low |
110-140 |
110-065 |
-0-075 |
-0.2% |
110-128 |
| Close |
110-145 |
110-092 |
-0-052 |
-0.1% |
110-195 |
| Range |
0-058 |
0-115 |
0-058 |
100.0% |
1-032 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-138 |
111-070 |
110-156 |
|
| R3 |
111-022 |
110-275 |
110-124 |
|
| R2 |
110-228 |
110-228 |
110-114 |
|
| R1 |
110-160 |
110-160 |
110-103 |
110-150 |
| PP |
110-112 |
110-112 |
110-112 |
110-108 |
| S1 |
110-045 |
110-045 |
110-082 |
110-035 |
| S2 |
109-318 |
109-318 |
110-071 |
|
| S3 |
109-202 |
109-250 |
110-061 |
|
| S4 |
109-088 |
109-135 |
110-029 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-045 |
113-152 |
111-069 |
|
| R3 |
113-012 |
112-120 |
110-292 |
|
| R2 |
111-300 |
111-300 |
110-260 |
|
| R1 |
111-088 |
111-088 |
110-227 |
111-194 |
| PP |
110-268 |
110-268 |
110-268 |
111-001 |
| S1 |
110-055 |
110-055 |
110-163 |
110-161 |
| S2 |
109-235 |
109-235 |
110-130 |
|
| S3 |
108-202 |
109-022 |
110-098 |
|
| S4 |
107-170 |
107-310 |
110-001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-160 |
110-065 |
1-095 |
1.2% |
0-098 |
0.3% |
7% |
False |
True |
8 |
| 10 |
111-160 |
109-238 |
1-242 |
1.6% |
0-050 |
0.1% |
31% |
False |
False |
6 |
| 20 |
111-160 |
109-130 |
2-030 |
1.9% |
0-033 |
0.1% |
42% |
False |
False |
3 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-017 |
0.0% |
75% |
False |
False |
1 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-011 |
0.0% |
75% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-029 |
|
2.618 |
111-161 |
|
1.618 |
111-046 |
|
1.000 |
110-295 |
|
0.618 |
110-251 |
|
HIGH |
110-180 |
|
0.618 |
110-136 |
|
0.500 |
110-122 |
|
0.382 |
110-109 |
|
LOW |
110-065 |
|
0.618 |
109-314 |
|
1.000 |
109-270 |
|
1.618 |
109-199 |
|
2.618 |
109-084 |
|
4.250 |
108-216 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-122 |
110-131 |
| PP |
110-112 |
110-118 |
| S1 |
110-102 |
110-105 |
|