ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-218 |
111-200 |
0-302 |
0.9% |
109-272 |
| High |
111-145 |
111-310 |
0-165 |
0.5% |
110-300 |
| Low |
110-210 |
111-032 |
0-142 |
0.4% |
109-248 |
| Close |
110-298 |
111-195 |
0-218 |
0.6% |
110-108 |
| Range |
0-255 |
0-278 |
0-022 |
8.8% |
1-052 |
| ATR |
0-181 |
0-192 |
0-011 |
6.0% |
0-000 |
| Volume |
18,285 |
30,841 |
12,556 |
68.7% |
9,436 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-052 |
113-241 |
112-028 |
|
| R3 |
113-094 |
112-283 |
111-271 |
|
| R2 |
112-137 |
112-137 |
111-246 |
|
| R1 |
112-006 |
112-006 |
111-220 |
111-252 |
| PP |
111-179 |
111-179 |
111-179 |
111-142 |
| S1 |
111-048 |
111-048 |
111-170 |
110-295 |
| S2 |
110-222 |
110-222 |
111-144 |
|
| S3 |
109-264 |
110-091 |
111-119 |
|
| S4 |
108-307 |
109-133 |
111-042 |
|
|
| 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 |
111-310 |
109-265 |
2-045 |
1.9% |
0-247 |
0.7% |
83% |
True |
False |
12,633 |
| 10 |
111-310 |
109-238 |
2-072 |
2.0% |
0-200 |
0.6% |
84% |
True |
False |
7,363 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-155 |
0.4% |
86% |
True |
False |
4,043 |
| 40 |
111-310 |
108-165 |
3-145 |
3.1% |
0-090 |
0.3% |
90% |
True |
False |
2,023 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-060 |
0.2% |
93% |
True |
False |
1,348 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-045 |
0.1% |
93% |
True |
False |
1,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-209 |
|
2.618 |
114-076 |
|
1.618 |
113-119 |
|
1.000 |
112-268 |
|
0.618 |
112-161 |
|
HIGH |
111-310 |
|
0.618 |
111-204 |
|
0.500 |
111-171 |
|
0.382 |
111-139 |
|
LOW |
111-032 |
|
0.618 |
110-181 |
|
1.000 |
110-075 |
|
1.618 |
109-224 |
|
2.618 |
108-266 |
|
4.250 |
107-133 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-187 |
111-123 |
| PP |
111-179 |
111-051 |
| S1 |
111-171 |
110-299 |
|