ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-220 |
110-185 |
-0-035 |
-0.1% |
109-202 |
| High |
110-295 |
110-218 |
-0-078 |
-0.2% |
110-045 |
| Low |
110-150 |
110-000 |
-0-150 |
-0.4% |
109-105 |
| Close |
110-215 |
110-018 |
-0-198 |
-0.6% |
109-252 |
| Range |
0-145 |
0-218 |
0-072 |
50.0% |
0-260 |
| ATR |
0-155 |
0-160 |
0-004 |
2.9% |
0-000 |
| Volume |
3,045 |
821 |
-2,224 |
-73.0% |
8,891 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-091 |
111-272 |
110-137 |
|
| R3 |
111-193 |
111-054 |
110-077 |
|
| R2 |
110-296 |
110-296 |
110-057 |
|
| R1 |
110-157 |
110-157 |
110-037 |
110-118 |
| PP |
110-078 |
110-078 |
110-078 |
110-059 |
| S1 |
109-259 |
109-259 |
109-318 |
109-220 |
| S2 |
109-181 |
109-181 |
109-298 |
|
| S3 |
108-283 |
109-042 |
109-278 |
|
| S4 |
108-066 |
108-144 |
109-218 |
|
|
| 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% |
0-154 |
0.4% |
26% |
False |
False |
2,092 |
| 10 |
110-300 |
109-105 |
1-195 |
1.5% |
0-131 |
0.4% |
45% |
False |
False |
1,720 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-109 |
0.3% |
33% |
False |
False |
887 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-059 |
0.2% |
70% |
False |
False |
443 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-039 |
0.1% |
70% |
False |
False |
295 |
| 80 |
111-160 |
106-240 |
4-240 |
4.3% |
0-029 |
0.1% |
70% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-182 |
|
2.618 |
112-147 |
|
1.618 |
111-249 |
|
1.000 |
111-115 |
|
0.618 |
111-032 |
|
HIGH |
110-218 |
|
0.618 |
110-134 |
|
0.500 |
110-109 |
|
0.382 |
110-083 |
|
LOW |
110-000 |
|
0.618 |
109-186 |
|
1.000 |
109-102 |
|
1.618 |
108-288 |
|
2.618 |
108-071 |
|
4.250 |
107-036 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-109 |
110-150 |
| PP |
110-078 |
110-106 |
| S1 |
110-048 |
110-062 |
|