ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-092 |
110-100 |
0-008 |
0.0% |
110-128 |
| High |
110-180 |
110-312 |
0-132 |
0.4% |
111-160 |
| Low |
110-065 |
110-082 |
0-018 |
0.0% |
110-128 |
| Close |
110-092 |
110-208 |
0-115 |
0.3% |
110-195 |
| Range |
0-115 |
0-230 |
0-115 |
100.0% |
1-032 |
| ATR |
0-145 |
0-151 |
0-006 |
4.2% |
0-000 |
| Volume |
0 |
16 |
16 |
|
62 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-251 |
112-139 |
111-014 |
|
| R3 |
112-021 |
111-229 |
110-271 |
|
| R2 |
111-111 |
111-111 |
110-250 |
|
| R1 |
110-319 |
110-319 |
110-229 |
111-055 |
| PP |
110-201 |
110-201 |
110-201 |
110-229 |
| S1 |
110-089 |
110-089 |
110-186 |
110-145 |
| S2 |
109-291 |
109-291 |
110-165 |
|
| S3 |
109-061 |
109-179 |
110-144 |
|
| S4 |
108-151 |
108-269 |
110-081 |
|
|
| 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 |
111-152 |
110-065 |
1-088 |
1.2% |
0-101 |
0.3% |
35% |
False |
False |
3 |
| 10 |
111-160 |
109-250 |
1-230 |
1.6% |
0-072 |
0.2% |
50% |
False |
False |
7 |
| 20 |
111-160 |
109-130 |
2-030 |
1.9% |
0-045 |
0.1% |
59% |
False |
False |
3 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-022 |
0.1% |
82% |
False |
False |
1 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-015 |
0.0% |
82% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-010 |
|
2.618 |
112-275 |
|
1.618 |
112-045 |
|
1.000 |
111-222 |
|
0.618 |
111-135 |
|
HIGH |
110-312 |
|
0.618 |
110-225 |
|
0.500 |
110-198 |
|
0.382 |
110-170 |
|
LOW |
110-082 |
|
0.618 |
109-260 |
|
1.000 |
109-172 |
|
1.618 |
109-030 |
|
2.618 |
108-120 |
|
4.250 |
107-065 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-204 |
110-201 |
| PP |
110-201 |
110-195 |
| S1 |
110-198 |
110-189 |
|