ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-100 |
110-242 |
0-142 |
0.4% |
110-128 |
| High |
110-312 |
110-292 |
-0-020 |
-0.1% |
111-160 |
| Low |
110-082 |
110-148 |
0-065 |
0.2% |
110-128 |
| Close |
110-208 |
110-160 |
-0-048 |
-0.1% |
110-195 |
| Range |
0-230 |
0-145 |
-0-085 |
-37.0% |
1-032 |
| ATR |
0-151 |
0-150 |
0-000 |
-0.3% |
0-000 |
| Volume |
16 |
468 |
452 |
2,825.0% |
62 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-315 |
111-222 |
110-240 |
|
| R3 |
111-170 |
111-078 |
110-200 |
|
| R2 |
111-025 |
111-025 |
110-187 |
|
| R1 |
110-252 |
110-252 |
110-173 |
110-226 |
| PP |
110-200 |
110-200 |
110-200 |
110-187 |
| S1 |
110-108 |
110-108 |
110-147 |
110-081 |
| S2 |
110-055 |
110-055 |
110-133 |
|
| S3 |
109-230 |
109-282 |
110-120 |
|
| S4 |
109-085 |
109-138 |
110-080 |
|
|
| 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 |
110-312 |
110-065 |
0-248 |
0.7% |
0-110 |
0.3% |
38% |
False |
False |
96 |
| 10 |
111-160 |
110-002 |
1-158 |
1.4% |
0-087 |
0.2% |
33% |
False |
False |
54 |
| 20 |
111-160 |
109-130 |
2-030 |
1.9% |
0-044 |
0.1% |
52% |
False |
False |
27 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-026 |
0.1% |
79% |
False |
False |
13 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-017 |
0.0% |
79% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-269 |
|
2.618 |
112-032 |
|
1.618 |
111-207 |
|
1.000 |
111-118 |
|
0.618 |
111-062 |
|
HIGH |
110-292 |
|
0.618 |
110-237 |
|
0.500 |
110-220 |
|
0.382 |
110-203 |
|
LOW |
110-148 |
|
0.618 |
110-058 |
|
1.000 |
110-002 |
|
1.618 |
109-233 |
|
2.618 |
109-088 |
|
4.250 |
108-171 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-220 |
110-189 |
| PP |
110-200 |
110-179 |
| S1 |
110-180 |
110-170 |
|