ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-242 |
109-310 |
-0-252 |
-0.7% |
110-145 |
| High |
110-292 |
110-208 |
-0-085 |
-0.2% |
110-312 |
| Low |
110-148 |
109-290 |
-0-178 |
-0.5% |
109-290 |
| Close |
110-160 |
110-000 |
-0-160 |
-0.5% |
110-000 |
| Range |
0-145 |
0-238 |
0-092 |
63.8% |
1-022 |
| ATR |
0-150 |
0-156 |
0-006 |
4.1% |
0-000 |
| Volume |
468 |
116 |
-352 |
-75.2% |
600 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-132 |
111-303 |
110-131 |
|
| R3 |
111-214 |
111-066 |
110-065 |
|
| R2 |
110-297 |
110-297 |
110-044 |
|
| R1 |
110-148 |
110-148 |
110-022 |
110-222 |
| PP |
110-059 |
110-059 |
110-059 |
110-096 |
| S1 |
109-231 |
109-231 |
109-298 |
109-305 |
| S2 |
109-142 |
109-142 |
109-276 |
|
| S3 |
108-224 |
108-313 |
109-255 |
|
| S4 |
107-307 |
108-076 |
109-189 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-162 |
112-263 |
110-188 |
|
| R3 |
112-139 |
111-241 |
110-094 |
|
| R2 |
111-117 |
111-117 |
110-063 |
|
| R1 |
110-218 |
110-218 |
110-031 |
110-156 |
| PP |
110-094 |
110-094 |
110-094 |
110-063 |
| S1 |
109-196 |
109-196 |
109-289 |
109-134 |
| S2 |
109-072 |
109-072 |
109-257 |
|
| S3 |
108-049 |
108-173 |
109-226 |
|
| S4 |
107-027 |
107-151 |
109-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-312 |
109-290 |
1-022 |
1.0% |
0-157 |
0.4% |
9% |
False |
True |
120 |
| 10 |
111-160 |
109-290 |
1-190 |
1.4% |
0-111 |
0.3% |
6% |
False |
True |
66 |
| 20 |
111-160 |
109-130 |
2-030 |
1.9% |
0-055 |
0.2% |
28% |
False |
False |
33 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-032 |
0.1% |
68% |
False |
False |
16 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-021 |
0.1% |
68% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-257 |
|
2.618 |
112-189 |
|
1.618 |
111-272 |
|
1.000 |
111-125 |
|
0.618 |
111-034 |
|
HIGH |
110-208 |
|
0.618 |
110-117 |
|
0.500 |
110-089 |
|
0.382 |
110-061 |
|
LOW |
109-290 |
|
0.618 |
109-143 |
|
1.000 |
109-052 |
|
1.618 |
108-226 |
|
2.618 |
107-308 |
|
4.250 |
106-241 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-089 |
110-141 |
| PP |
110-059 |
110-094 |
| S1 |
110-030 |
110-047 |
|