ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
111-010 |
111-052 |
0-042 |
0.1% |
110-290 |
| High |
111-158 |
111-070 |
-0-088 |
-0.2% |
111-158 |
| Low |
110-310 |
110-215 |
-0-095 |
-0.3% |
110-122 |
| Close |
111-038 |
110-220 |
-0-138 |
-0.4% |
110-220 |
| Range |
0-168 |
0-175 |
0-008 |
4.5% |
1-035 |
| ATR |
0-188 |
0-187 |
-0-001 |
-0.5% |
0-000 |
| Volume |
35,938 |
39,368 |
3,430 |
9.5% |
186,095 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-160 |
112-045 |
110-316 |
|
| R3 |
111-305 |
111-190 |
110-268 |
|
| R2 |
111-130 |
111-130 |
110-252 |
|
| R1 |
111-015 |
111-015 |
110-236 |
110-305 |
| PP |
110-275 |
110-275 |
110-275 |
110-260 |
| S1 |
110-160 |
110-160 |
110-204 |
110-130 |
| S2 |
110-100 |
110-100 |
110-188 |
|
| S3 |
109-245 |
109-305 |
110-172 |
|
| S4 |
109-070 |
109-130 |
110-124 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-058 |
113-174 |
111-095 |
|
| R3 |
113-023 |
112-139 |
110-318 |
|
| R2 |
111-308 |
111-308 |
110-285 |
|
| R1 |
111-104 |
111-104 |
110-253 |
111-029 |
| PP |
110-273 |
110-273 |
110-273 |
110-236 |
| S1 |
110-069 |
110-069 |
110-187 |
109-314 |
| S2 |
109-238 |
109-238 |
110-155 |
|
| S3 |
108-203 |
109-034 |
110-122 |
|
| S4 |
107-168 |
107-319 |
110-025 |
|
|
| 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% |
0-166 |
0.5% |
27% |
False |
False |
37,219 |
| 10 |
111-310 |
109-265 |
2-045 |
1.9% |
0-204 |
0.6% |
40% |
False |
False |
26,274 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-166 |
0.5% |
51% |
False |
False |
14,053 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-111 |
0.3% |
51% |
False |
False |
7,043 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-077 |
0.2% |
75% |
False |
False |
4,695 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-057 |
0.2% |
75% |
False |
False |
3,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-174 |
|
2.618 |
112-208 |
|
1.618 |
112-033 |
|
1.000 |
111-245 |
|
0.618 |
111-178 |
|
HIGH |
111-070 |
|
0.618 |
111-003 |
|
0.500 |
110-302 |
|
0.382 |
110-282 |
|
LOW |
110-215 |
|
0.618 |
110-107 |
|
1.000 |
110-040 |
|
1.618 |
109-252 |
|
2.618 |
109-077 |
|
4.250 |
108-111 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-302 |
110-305 |
| PP |
110-275 |
110-277 |
| S1 |
110-248 |
110-248 |
|