ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-035 |
110-140 |
0-105 |
0.3% |
109-272 |
| High |
110-185 |
110-162 |
-0-022 |
-0.1% |
110-300 |
| Low |
109-305 |
109-265 |
-0-040 |
-0.1% |
109-248 |
| Close |
110-108 |
109-292 |
-0-135 |
-0.4% |
110-108 |
| Range |
0-200 |
0-218 |
0-018 |
8.8% |
1-052 |
| ATR |
0-163 |
0-166 |
0-004 |
2.4% |
0-000 |
| Volume |
1,235 |
3,183 |
1,948 |
157.7% |
9,436 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-039 |
111-223 |
110-092 |
|
| R3 |
111-142 |
111-006 |
110-032 |
|
| R2 |
110-244 |
110-244 |
110-012 |
|
| R1 |
110-108 |
110-108 |
109-312 |
110-068 |
| PP |
110-027 |
110-027 |
110-027 |
110-006 |
| S1 |
109-211 |
109-211 |
109-273 |
109-170 |
| S2 |
109-129 |
109-129 |
109-253 |
|
| S3 |
108-232 |
108-313 |
109-233 |
|
| S4 |
108-014 |
108-096 |
109-173 |
|
|
| 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 |
109-265 |
1-035 |
1.0% |
0-184 |
0.5% |
8% |
False |
True |
2,176 |
| 10 |
110-300 |
109-105 |
1-195 |
1.5% |
0-135 |
0.4% |
36% |
False |
False |
2,145 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-130 |
0.4% |
27% |
False |
False |
1,108 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-069 |
0.2% |
67% |
False |
False |
554 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-046 |
0.1% |
67% |
False |
False |
369 |
| 80 |
111-160 |
106-240 |
4-240 |
4.3% |
0-035 |
0.1% |
67% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-127 |
|
2.618 |
112-092 |
|
1.618 |
111-194 |
|
1.000 |
111-060 |
|
0.618 |
110-297 |
|
HIGH |
110-162 |
|
0.618 |
110-079 |
|
0.500 |
110-054 |
|
0.382 |
110-028 |
|
LOW |
109-265 |
|
0.618 |
109-131 |
|
1.000 |
109-048 |
|
1.618 |
108-233 |
|
2.618 |
108-016 |
|
4.250 |
106-301 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-054 |
110-081 |
| PP |
110-027 |
110-045 |
| S1 |
110-000 |
110-009 |
|