ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 17-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
109-310 |
109-202 |
-0-108 |
-0.3% |
110-145 |
High |
110-208 |
110-008 |
-0-200 |
-0.6% |
110-312 |
Low |
109-290 |
109-185 |
-0-105 |
-0.3% |
109-290 |
Close |
110-000 |
109-202 |
-0-118 |
-0.3% |
110-000 |
Range |
0-238 |
0-142 |
-0-095 |
-40.0% |
1-022 |
ATR |
0-156 |
0-155 |
-0-001 |
-0.6% |
0-000 |
Volume |
116 |
54 |
-62 |
-53.4% |
600 |
|
Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-026 |
110-257 |
109-281 |
|
R3 |
110-203 |
110-114 |
109-242 |
|
R2 |
110-061 |
110-061 |
109-229 |
|
R1 |
109-292 |
109-292 |
109-216 |
109-274 |
PP |
109-238 |
109-238 |
109-238 |
109-229 |
S1 |
109-149 |
109-149 |
109-189 |
109-131 |
S2 |
109-096 |
109-096 |
109-176 |
|
S3 |
108-273 |
109-007 |
109-163 |
|
S4 |
108-131 |
108-184 |
109-124 |
|
|
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 |
109-185 |
1-128 |
1.3% |
0-174 |
0.5% |
4% |
False |
True |
130 |
10 |
111-160 |
109-185 |
1-295 |
1.8% |
0-125 |
0.4% |
3% |
False |
True |
71 |
20 |
111-160 |
109-130 |
2-030 |
1.9% |
0-062 |
0.2% |
11% |
False |
False |
35 |
40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-035 |
0.1% |
61% |
False |
False |
17 |
60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-024 |
0.1% |
61% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-293 |
2.618 |
111-061 |
1.618 |
110-238 |
1.000 |
110-150 |
0.618 |
110-096 |
HIGH |
110-008 |
0.618 |
109-273 |
0.500 |
109-256 |
0.382 |
109-239 |
LOW |
109-185 |
0.618 |
109-097 |
1.000 |
109-042 |
1.618 |
108-274 |
2.618 |
108-132 |
4.250 |
107-219 |
|
|
Fisher Pivots for day following 17-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-256 |
110-079 |
PP |
109-238 |
110-013 |
S1 |
109-220 |
109-268 |
|