ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
109-272 |
110-170 |
0-218 |
0.6% |
109-202 |
| High |
110-068 |
110-300 |
0-232 |
0.7% |
110-045 |
| Low |
109-248 |
110-162 |
0-235 |
0.7% |
109-105 |
| Close |
110-020 |
110-265 |
0-245 |
0.7% |
109-252 |
| Range |
0-140 |
0-138 |
-0-002 |
-1.8% |
0-260 |
| ATR |
0-146 |
0-156 |
0-010 |
6.5% |
0-000 |
| Volume |
1,737 |
2,598 |
861 |
49.6% |
8,891 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-015 |
111-278 |
111-021 |
|
| R3 |
111-198 |
111-140 |
110-303 |
|
| R2 |
111-060 |
111-060 |
110-290 |
|
| R1 |
111-002 |
111-002 |
110-278 |
111-031 |
| PP |
110-242 |
110-242 |
110-242 |
110-257 |
| S1 |
110-185 |
110-185 |
110-252 |
110-214 |
| S2 |
110-105 |
110-105 |
110-240 |
|
| S3 |
109-288 |
110-048 |
110-227 |
|
| S4 |
109-150 |
109-230 |
110-189 |
|
|
| 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 |
110-300 |
109-105 |
1-195 |
1.5% |
0-098 |
0.3% |
93% |
True |
False |
2,627 |
| 10 |
110-312 |
109-105 |
1-208 |
1.5% |
0-132 |
0.4% |
91% |
False |
False |
1,382 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-091 |
0.3% |
69% |
False |
False |
694 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-050 |
0.1% |
86% |
False |
False |
347 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-033 |
0.1% |
86% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-244 |
|
2.618 |
112-020 |
|
1.618 |
111-202 |
|
1.000 |
111-118 |
|
0.618 |
111-065 |
|
HIGH |
110-300 |
|
0.618 |
110-247 |
|
0.500 |
110-231 |
|
0.382 |
110-215 |
|
LOW |
110-162 |
|
0.618 |
110-078 |
|
1.000 |
110-025 |
|
1.618 |
109-260 |
|
2.618 |
109-123 |
|
4.250 |
108-218 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-254 |
110-213 |
| PP |
110-242 |
110-161 |
| S1 |
110-231 |
110-109 |
|