ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 20-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
109-138 |
109-285 |
0-148 |
0.4% |
110-145 |
High |
109-152 |
109-310 |
0-158 |
0.4% |
110-312 |
Low |
109-105 |
109-272 |
0-168 |
0.5% |
109-290 |
Close |
109-152 |
109-280 |
0-128 |
0.4% |
110-000 |
Range |
0-048 |
0-038 |
-0-010 |
-21.1% |
1-022 |
ATR |
0-148 |
0-148 |
0-001 |
0.5% |
0-000 |
Volume |
47 |
6,494 |
6,447 |
13,717.0% |
600 |
|
Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-080 |
110-058 |
109-301 |
|
R3 |
110-042 |
110-020 |
109-290 |
|
R2 |
110-005 |
110-005 |
109-287 |
|
R1 |
109-302 |
109-302 |
109-283 |
109-295 |
PP |
109-288 |
109-288 |
109-288 |
109-284 |
S1 |
109-265 |
109-265 |
109-277 |
109-258 |
S2 |
109-250 |
109-250 |
109-273 |
|
S3 |
109-212 |
109-228 |
109-270 |
|
S4 |
109-175 |
109-190 |
109-259 |
|
|
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 |
110-208 |
109-105 |
1-102 |
1.2% |
0-109 |
0.3% |
41% |
False |
False |
1,349 |
10 |
110-312 |
109-105 |
1-208 |
1.5% |
0-109 |
0.3% |
33% |
False |
False |
723 |
20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-071 |
0.2% |
25% |
False |
False |
364 |
40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-040 |
0.1% |
66% |
False |
False |
182 |
60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-026 |
0.1% |
66% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-149 |
2.618 |
110-088 |
1.618 |
110-051 |
1.000 |
110-028 |
0.618 |
110-013 |
HIGH |
109-310 |
0.618 |
109-296 |
0.500 |
109-291 |
0.382 |
109-287 |
LOW |
109-272 |
0.618 |
109-249 |
1.000 |
109-235 |
1.618 |
109-212 |
2.618 |
109-174 |
4.250 |
109-113 |
|
|
Fisher Pivots for day following 20-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-291 |
109-256 |
PP |
109-288 |
109-232 |
S1 |
109-284 |
109-208 |
|