ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-302 |
110-218 |
0-235 |
0.7% |
109-272 |
| High |
110-252 |
111-145 |
0-212 |
0.6% |
110-300 |
| Low |
109-288 |
110-210 |
0-242 |
0.7% |
109-248 |
| Close |
110-212 |
110-298 |
0-085 |
0.2% |
110-108 |
| Range |
0-285 |
0-255 |
-0-030 |
-10.5% |
1-052 |
| ATR |
0-175 |
0-181 |
0-006 |
3.3% |
0-000 |
| Volume |
9,625 |
18,285 |
8,660 |
90.0% |
9,436 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-129 |
112-308 |
111-118 |
|
| R3 |
112-194 |
112-053 |
111-048 |
|
| R2 |
111-259 |
111-259 |
111-024 |
|
| R1 |
111-118 |
111-118 |
111-001 |
111-189 |
| PP |
111-004 |
111-004 |
111-004 |
111-039 |
| S1 |
110-183 |
110-183 |
110-274 |
110-254 |
| S2 |
110-069 |
110-069 |
110-251 |
|
| S3 |
109-134 |
109-248 |
110-227 |
|
| S4 |
108-199 |
108-313 |
110-157 |
|
|
| 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 |
111-145 |
109-265 |
1-200 |
1.5% |
0-235 |
0.7% |
68% |
True |
False |
6,629 |
| 10 |
111-145 |
109-238 |
1-228 |
1.5% |
0-176 |
0.5% |
69% |
True |
False |
4,928 |
| 20 |
111-152 |
109-105 |
2-048 |
1.9% |
0-146 |
0.4% |
75% |
False |
False |
2,501 |
| 40 |
111-160 |
107-105 |
4-055 |
3.8% |
0-083 |
0.2% |
86% |
False |
False |
1,252 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-055 |
0.2% |
88% |
False |
False |
834 |
| 80 |
111-160 |
106-240 |
4-240 |
4.3% |
0-041 |
0.1% |
88% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-269 |
|
2.618 |
113-173 |
|
1.618 |
112-238 |
|
1.000 |
112-080 |
|
0.618 |
111-303 |
|
HIGH |
111-145 |
|
0.618 |
111-048 |
|
0.500 |
111-018 |
|
0.382 |
110-307 |
|
LOW |
110-210 |
|
0.618 |
110-052 |
|
1.000 |
109-275 |
|
1.618 |
109-117 |
|
2.618 |
108-182 |
|
4.250 |
107-086 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-018 |
110-267 |
| PP |
111-004 |
110-236 |
| S1 |
110-311 |
110-205 |
|