ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 21-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
109-285 |
109-315 |
0-030 |
0.1% |
109-202 |
High |
109-310 |
110-045 |
0-055 |
0.2% |
110-045 |
Low |
109-272 |
109-238 |
-0-035 |
-0.1% |
109-105 |
Close |
109-280 |
109-252 |
-0-028 |
-0.1% |
109-252 |
Range |
0-038 |
0-128 |
0-090 |
240.0% |
0-260 |
ATR |
0-148 |
0-147 |
-0-001 |
-1.0% |
0-000 |
Volume |
6,494 |
2,260 |
-4,234 |
-65.2% |
8,891 |
|
Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-028 |
110-268 |
110-003 |
|
R3 |
110-220 |
110-140 |
109-288 |
|
R2 |
110-092 |
110-092 |
109-276 |
|
R1 |
110-012 |
110-012 |
109-264 |
109-309 |
PP |
109-285 |
109-285 |
109-285 |
109-273 |
S1 |
109-205 |
109-205 |
109-241 |
109-181 |
S2 |
109-158 |
109-158 |
109-229 |
|
S3 |
109-030 |
109-078 |
109-217 |
|
S4 |
108-222 |
108-270 |
109-182 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-061 |
111-257 |
110-076 |
|
R3 |
111-121 |
110-317 |
110-004 |
|
R2 |
110-181 |
110-181 |
109-300 |
|
R1 |
110-057 |
110-057 |
109-276 |
110-119 |
PP |
109-241 |
109-241 |
109-241 |
109-272 |
S1 |
109-117 |
109-117 |
109-229 |
109-179 |
S2 |
108-301 |
108-301 |
109-205 |
|
S3 |
108-041 |
108-177 |
109-181 |
|
S4 |
107-101 |
107-237 |
109-110 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-045 |
109-105 |
0-260 |
0.7% |
0-087 |
0.2% |
57% |
True |
False |
1,778 |
10 |
110-312 |
109-105 |
1-208 |
1.5% |
0-122 |
0.3% |
28% |
False |
False |
949 |
20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-077 |
0.2% |
21% |
False |
False |
477 |
40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-043 |
0.1% |
64% |
False |
False |
238 |
60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-028 |
0.1% |
64% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-267 |
2.618 |
111-059 |
1.618 |
110-251 |
1.000 |
110-172 |
0.618 |
110-124 |
HIGH |
110-045 |
0.618 |
109-316 |
0.500 |
109-301 |
0.382 |
109-286 |
LOW |
109-238 |
0.618 |
109-159 |
1.000 |
109-110 |
1.618 |
109-031 |
2.618 |
108-224 |
4.250 |
108-016 |
|
|
Fisher Pivots for day following 21-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
109-301 |
109-247 |
PP |
109-285 |
109-241 |
S1 |
109-269 |
109-235 |
|