ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
109-315 |
109-272 |
-0-042 |
-0.1% |
109-202 |
| High |
110-045 |
110-068 |
0-022 |
0.1% |
110-045 |
| Low |
109-238 |
109-248 |
0-010 |
0.0% |
109-105 |
| Close |
109-252 |
110-020 |
0-088 |
0.2% |
109-252 |
| Range |
0-128 |
0-140 |
0-012 |
9.8% |
0-260 |
| ATR |
0-147 |
0-146 |
0-000 |
-0.3% |
0-000 |
| Volume |
2,260 |
1,737 |
-523 |
-23.1% |
8,891 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-105 |
111-042 |
110-097 |
|
| R3 |
110-285 |
110-222 |
110-058 |
|
| R2 |
110-145 |
110-145 |
110-046 |
|
| R1 |
110-082 |
110-082 |
110-033 |
110-114 |
| PP |
110-005 |
110-005 |
110-005 |
110-021 |
| S1 |
109-262 |
109-262 |
110-007 |
109-294 |
| S2 |
109-185 |
109-185 |
109-314 |
|
| S3 |
109-045 |
109-122 |
109-302 |
|
| S4 |
108-225 |
108-302 |
109-263 |
|
|
| 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 |
110-068 |
109-105 |
0-282 |
0.8% |
0-086 |
0.2% |
83% |
True |
False |
2,114 |
| 10 |
110-312 |
109-105 |
1-208 |
1.5% |
0-130 |
0.4% |
45% |
False |
False |
1,122 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-084 |
0.2% |
34% |
False |
False |
564 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-046 |
0.1% |
70% |
False |
False |
282 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-031 |
0.1% |
70% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-022 |
|
2.618 |
111-114 |
|
1.618 |
110-294 |
|
1.000 |
110-208 |
|
0.618 |
110-154 |
|
HIGH |
110-068 |
|
0.618 |
110-014 |
|
0.500 |
109-318 |
|
0.382 |
109-301 |
|
LOW |
109-248 |
|
0.618 |
109-161 |
|
1.000 |
109-108 |
|
1.618 |
109-021 |
|
2.618 |
108-201 |
|
4.250 |
107-292 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-012 |
110-011 |
| PP |
110-005 |
110-002 |
| S1 |
109-318 |
109-312 |
|