ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-290 |
110-182 |
-0-108 |
-0.3% |
110-140 |
| High |
110-305 |
110-230 |
-0-075 |
-0.2% |
111-310 |
| Low |
110-165 |
110-122 |
-0-042 |
-0.1% |
109-265 |
| Close |
110-165 |
110-170 |
0-005 |
0.0% |
110-292 |
| Range |
0-140 |
0-108 |
-0-032 |
-23.2% |
2-045 |
| ATR |
0-192 |
0-186 |
-0-006 |
-3.1% |
0-000 |
| Volume |
37,280 |
19,644 |
-17,636 |
-47.3% |
76,646 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-177 |
111-121 |
110-229 |
|
| R3 |
111-069 |
111-013 |
110-200 |
|
| R2 |
110-282 |
110-282 |
110-190 |
|
| R1 |
110-226 |
110-226 |
110-180 |
110-200 |
| PP |
110-174 |
110-174 |
110-174 |
110-161 |
| S1 |
110-118 |
110-118 |
110-160 |
110-092 |
| S2 |
110-067 |
110-067 |
110-150 |
|
| S3 |
109-279 |
110-011 |
110-140 |
|
| S4 |
109-172 |
109-223 |
110-111 |
|
|
| 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 |
110-122 |
1-188 |
1.4% |
0-192 |
0.5% |
9% |
False |
True |
24,152 |
| 10 |
111-310 |
109-265 |
2-045 |
1.9% |
0-203 |
0.6% |
33% |
False |
False |
13,867 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-168 |
0.5% |
46% |
False |
False |
7,624 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-100 |
0.3% |
46% |
False |
False |
3,814 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-067 |
0.2% |
72% |
False |
False |
2,542 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-050 |
0.1% |
72% |
False |
False |
1,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-047 |
|
2.618 |
111-191 |
|
1.618 |
111-084 |
|
1.000 |
111-018 |
|
0.618 |
110-296 |
|
HIGH |
110-230 |
|
0.618 |
110-189 |
|
0.500 |
110-176 |
|
0.382 |
110-164 |
|
LOW |
110-122 |
|
0.618 |
110-056 |
|
1.000 |
110-015 |
|
1.618 |
109-269 |
|
2.618 |
109-161 |
|
4.250 |
108-306 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-176 |
110-282 |
| PP |
110-174 |
110-245 |
| S1 |
110-172 |
110-208 |
|