ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-185 |
110-035 |
-0-150 |
-0.4% |
109-272 |
| High |
110-218 |
110-185 |
-0-032 |
-0.1% |
110-300 |
| Low |
110-000 |
109-305 |
-0-015 |
0.0% |
109-248 |
| Close |
110-018 |
110-108 |
0-090 |
0.3% |
110-108 |
| Range |
0-218 |
0-200 |
-0-018 |
-8.0% |
1-052 |
| ATR |
0-160 |
0-163 |
0-003 |
1.8% |
0-000 |
| Volume |
821 |
1,235 |
414 |
50.4% |
9,436 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-052 |
111-280 |
110-218 |
|
| R3 |
111-172 |
111-080 |
110-162 |
|
| R2 |
110-292 |
110-292 |
110-144 |
|
| R1 |
110-200 |
110-200 |
110-126 |
110-246 |
| PP |
110-092 |
110-092 |
110-092 |
110-116 |
| S1 |
110-000 |
110-000 |
110-089 |
110-046 |
| S2 |
109-212 |
109-212 |
110-071 |
|
| S3 |
109-012 |
109-120 |
110-052 |
|
| S4 |
108-132 |
108-240 |
109-318 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-269 |
113-081 |
110-312 |
|
| R3 |
112-217 |
112-028 |
110-210 |
|
| R2 |
111-164 |
111-164 |
110-176 |
|
| R1 |
110-296 |
110-296 |
110-142 |
111-070 |
| PP |
110-112 |
110-112 |
110-112 |
110-159 |
| S1 |
109-243 |
109-243 |
110-073 |
110-018 |
| S2 |
109-059 |
109-059 |
110-039 |
|
| S3 |
108-007 |
108-191 |
110-005 |
|
| S4 |
106-274 |
107-138 |
109-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-300 |
109-248 |
1-052 |
1.1% |
0-168 |
0.5% |
48% |
False |
False |
1,887 |
| 10 |
110-300 |
109-105 |
1-195 |
1.5% |
0-128 |
0.4% |
63% |
False |
False |
1,832 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-119 |
0.3% |
46% |
False |
False |
949 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-064 |
0.2% |
75% |
False |
False |
474 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-042 |
0.1% |
75% |
False |
False |
316 |
| 80 |
111-160 |
106-240 |
4-240 |
4.3% |
0-032 |
0.1% |
75% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-075 |
|
2.618 |
112-069 |
|
1.618 |
111-189 |
|
1.000 |
111-065 |
|
0.618 |
110-309 |
|
HIGH |
110-185 |
|
0.618 |
110-109 |
|
0.500 |
110-085 |
|
0.382 |
110-061 |
|
LOW |
109-305 |
|
0.618 |
109-181 |
|
1.000 |
109-105 |
|
1.618 |
108-301 |
|
2.618 |
108-101 |
|
4.250 |
107-095 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-100 |
110-140 |
| PP |
110-092 |
110-129 |
| S1 |
110-085 |
110-118 |
|