ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
110-180 |
111-010 |
0-150 |
0.4% |
110-140 |
High |
111-050 |
111-158 |
0-108 |
0.3% |
111-310 |
Low |
110-132 |
110-310 |
0-178 |
0.5% |
109-265 |
Close |
111-032 |
111-038 |
0-005 |
0.0% |
110-292 |
Range |
0-238 |
0-168 |
-0-070 |
-29.5% |
2-045 |
ATR |
0-190 |
0-188 |
-0-002 |
-0.8% |
0-000 |
Volume |
53,865 |
35,938 |
-17,927 |
-33.3% |
76,646 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-244 |
112-148 |
111-130 |
|
R3 |
112-077 |
111-301 |
111-084 |
|
R2 |
111-229 |
111-229 |
111-068 |
|
R1 |
111-133 |
111-133 |
111-053 |
111-181 |
PP |
111-062 |
111-062 |
111-062 |
111-086 |
S1 |
110-286 |
110-286 |
111-022 |
111-014 |
S2 |
110-214 |
110-214 |
111-007 |
|
S3 |
110-047 |
110-118 |
110-311 |
|
S4 |
109-199 |
109-271 |
110-265 |
|
|
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 |
111-158 |
110-122 |
1-035 |
1.0% |
0-167 |
0.5% |
66% |
True |
False |
32,287 |
10 |
111-310 |
109-265 |
2-045 |
1.9% |
0-207 |
0.6% |
60% |
False |
False |
22,460 |
20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-169 |
0.5% |
68% |
False |
False |
12,090 |
40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-106 |
0.3% |
68% |
False |
False |
6,059 |
60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-074 |
0.2% |
84% |
False |
False |
4,039 |
80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-055 |
0.2% |
84% |
False |
False |
3,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-229 |
2.618 |
112-276 |
1.618 |
112-109 |
1.000 |
112-005 |
0.618 |
111-261 |
HIGH |
111-158 |
0.618 |
111-094 |
0.500 |
111-074 |
0.382 |
111-054 |
LOW |
110-310 |
0.618 |
110-206 |
1.000 |
110-142 |
1.618 |
110-039 |
2.618 |
109-191 |
4.250 |
108-238 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
111-074 |
111-018 |
PP |
111-062 |
110-319 |
S1 |
111-050 |
110-300 |
|