ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
111-200 |
111-122 |
-0-078 |
-0.2% |
110-140 |
| High |
111-310 |
111-122 |
-0-188 |
-0.5% |
111-310 |
| Low |
111-032 |
110-260 |
-0-092 |
-0.3% |
109-265 |
| Close |
111-195 |
110-292 |
-0-222 |
-0.6% |
110-292 |
| Range |
0-278 |
0-182 |
-0-095 |
-34.2% |
2-045 |
| ATR |
0-192 |
0-196 |
0-005 |
2.4% |
0-000 |
| Volume |
30,841 |
14,712 |
-16,129 |
-52.3% |
76,646 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-239 |
112-128 |
111-073 |
|
| R3 |
112-057 |
111-266 |
111-023 |
|
| R2 |
111-194 |
111-194 |
111-006 |
|
| R1 |
111-083 |
111-083 |
110-309 |
111-048 |
| PP |
111-012 |
111-012 |
111-012 |
110-314 |
| S1 |
110-221 |
110-221 |
110-276 |
110-185 |
| S2 |
110-149 |
110-149 |
110-259 |
|
| S3 |
109-287 |
110-038 |
110-242 |
|
| S4 |
109-104 |
109-176 |
110-192 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-104 |
116-083 |
112-029 |
|
| R3 |
115-059 |
114-038 |
111-161 |
|
| R2 |
113-014 |
113-014 |
111-098 |
|
| R1 |
111-313 |
111-313 |
111-035 |
112-164 |
| PP |
110-289 |
110-289 |
110-289 |
111-054 |
| S1 |
109-268 |
109-268 |
110-230 |
110-119 |
| S2 |
108-244 |
108-244 |
110-167 |
|
| S3 |
106-199 |
107-223 |
110-104 |
|
| S4 |
104-154 |
105-178 |
109-236 |
|
|
| 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% |
0-244 |
0.7% |
51% |
False |
False |
15,329 |
| 10 |
111-310 |
109-248 |
2-062 |
2.0% |
0-206 |
0.6% |
52% |
False |
False |
8,608 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-164 |
0.5% |
60% |
False |
False |
4,778 |
| 40 |
111-310 |
109-072 |
2-238 |
2.5% |
0-094 |
0.3% |
62% |
False |
False |
2,390 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-063 |
0.2% |
80% |
False |
False |
1,593 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-047 |
0.1% |
80% |
False |
False |
1,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-258 |
|
2.618 |
112-280 |
|
1.618 |
112-098 |
|
1.000 |
111-305 |
|
0.618 |
111-235 |
|
HIGH |
111-122 |
|
0.618 |
111-053 |
|
0.500 |
111-031 |
|
0.382 |
111-010 |
|
LOW |
110-260 |
|
0.618 |
110-147 |
|
1.000 |
110-078 |
|
1.618 |
109-285 |
|
2.618 |
109-102 |
|
4.250 |
108-124 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-031 |
111-100 |
| PP |
111-012 |
111-058 |
| S1 |
110-312 |
111-015 |
|