ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-182 |
110-180 |
-0-002 |
0.0% |
110-140 |
| High |
110-230 |
111-050 |
0-140 |
0.4% |
111-310 |
| Low |
110-122 |
110-132 |
0-010 |
0.0% |
109-265 |
| Close |
110-170 |
111-032 |
0-182 |
0.5% |
110-292 |
| Range |
0-108 |
0-238 |
0-130 |
120.9% |
2-045 |
| ATR |
0-186 |
0-190 |
0-004 |
2.0% |
0-000 |
| Volume |
19,644 |
53,865 |
34,221 |
174.2% |
76,646 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-038 |
112-272 |
111-163 |
|
| R3 |
112-120 |
112-035 |
111-098 |
|
| R2 |
111-202 |
111-202 |
111-076 |
|
| R1 |
111-118 |
111-118 |
111-054 |
111-160 |
| PP |
110-285 |
110-285 |
110-285 |
110-306 |
| S1 |
110-200 |
110-200 |
111-011 |
110-242 |
| S2 |
110-048 |
110-048 |
110-309 |
|
| S3 |
109-130 |
109-282 |
110-287 |
|
| S4 |
108-212 |
109-045 |
110-222 |
|
|
| 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% |
0-189 |
0.5% |
45% |
False |
False |
31,268 |
| 10 |
111-310 |
109-265 |
2-045 |
1.9% |
0-212 |
0.6% |
59% |
False |
False |
18,949 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-168 |
0.5% |
67% |
False |
False |
10,317 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-106 |
0.3% |
67% |
False |
False |
5,160 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-071 |
0.2% |
83% |
False |
False |
3,440 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-053 |
0.1% |
83% |
False |
False |
2,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-099 |
|
2.618 |
113-032 |
|
1.618 |
112-114 |
|
1.000 |
111-288 |
|
0.618 |
111-197 |
|
HIGH |
111-050 |
|
0.618 |
110-279 |
|
0.500 |
110-251 |
|
0.382 |
110-223 |
|
LOW |
110-132 |
|
0.618 |
109-306 |
|
1.000 |
109-215 |
|
1.618 |
109-068 |
|
2.618 |
108-151 |
|
4.250 |
107-083 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-319 |
110-317 |
| PP |
110-285 |
110-282 |
| S1 |
110-251 |
110-246 |
|