ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-170 |
110-220 |
0-050 |
0.1% |
109-202 |
| High |
110-300 |
110-295 |
-0-005 |
0.0% |
110-045 |
| Low |
110-162 |
110-150 |
-0-012 |
0.0% |
109-105 |
| Close |
110-265 |
110-215 |
-0-050 |
-0.1% |
109-252 |
| Range |
0-138 |
0-145 |
0-008 |
5.5% |
0-260 |
| ATR |
0-156 |
0-155 |
-0-001 |
-0.5% |
0-000 |
| Volume |
2,598 |
3,045 |
447 |
17.2% |
8,891 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-015 |
111-260 |
110-295 |
|
| R3 |
111-190 |
111-115 |
110-255 |
|
| R2 |
111-045 |
111-045 |
110-242 |
|
| R1 |
110-290 |
110-290 |
110-228 |
110-255 |
| PP |
110-220 |
110-220 |
110-220 |
110-202 |
| S1 |
110-145 |
110-145 |
110-202 |
110-110 |
| S2 |
110-075 |
110-075 |
110-188 |
|
| S3 |
109-250 |
110-000 |
110-175 |
|
| S4 |
109-105 |
109-175 |
110-135 |
|
|
| 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 |
109-238 |
1-062 |
1.1% |
0-118 |
0.3% |
78% |
False |
False |
3,226 |
| 10 |
110-300 |
109-105 |
1-195 |
1.5% |
0-124 |
0.4% |
83% |
False |
False |
1,685 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-098 |
0.3% |
62% |
False |
False |
846 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-053 |
0.2% |
83% |
False |
False |
423 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-036 |
0.1% |
83% |
False |
False |
282 |
| 80 |
111-160 |
106-240 |
4-240 |
4.3% |
0-027 |
0.1% |
83% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-271 |
|
2.618 |
112-035 |
|
1.618 |
111-210 |
|
1.000 |
111-120 |
|
0.618 |
111-065 |
|
HIGH |
110-295 |
|
0.618 |
110-240 |
|
0.500 |
110-222 |
|
0.382 |
110-205 |
|
LOW |
110-150 |
|
0.618 |
110-060 |
|
1.000 |
110-005 |
|
1.618 |
109-235 |
|
2.618 |
109-090 |
|
4.250 |
108-174 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-222 |
110-181 |
| PP |
110-220 |
110-148 |
| S1 |
110-218 |
110-114 |
|