ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
111-052 |
110-210 |
-0-162 |
-0.5% |
110-290 |
| High |
111-070 |
110-245 |
-0-145 |
-0.4% |
111-158 |
| Low |
110-215 |
110-165 |
-0-050 |
-0.1% |
110-122 |
| Close |
110-220 |
110-202 |
-0-018 |
0.0% |
110-220 |
| Range |
0-175 |
0-080 |
-0-095 |
-54.3% |
1-035 |
| ATR |
0-187 |
0-180 |
-0-008 |
-4.1% |
0-000 |
| Volume |
39,368 |
37,412 |
-1,956 |
-5.0% |
186,095 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-124 |
111-083 |
110-246 |
|
| R3 |
111-044 |
111-003 |
110-224 |
|
| R2 |
110-284 |
110-284 |
110-217 |
|
| R1 |
110-243 |
110-243 |
110-210 |
110-224 |
| PP |
110-204 |
110-204 |
110-204 |
110-194 |
| S1 |
110-163 |
110-163 |
110-195 |
110-144 |
| S2 |
110-124 |
110-124 |
110-188 |
|
| S3 |
110-044 |
110-083 |
110-180 |
|
| S4 |
109-284 |
110-003 |
110-158 |
|
|
| 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% |
0-154 |
0.4% |
23% |
False |
False |
37,245 |
| 10 |
111-310 |
109-288 |
2-022 |
1.9% |
0-191 |
0.5% |
35% |
False |
False |
29,697 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-163 |
0.5% |
49% |
False |
False |
15,921 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-113 |
0.3% |
49% |
False |
False |
7,978 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-078 |
0.2% |
74% |
False |
False |
5,319 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-058 |
0.2% |
74% |
False |
False |
3,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-265 |
|
2.618 |
111-134 |
|
1.618 |
111-054 |
|
1.000 |
111-005 |
|
0.618 |
110-294 |
|
HIGH |
110-245 |
|
0.618 |
110-214 |
|
0.500 |
110-205 |
|
0.382 |
110-196 |
|
LOW |
110-165 |
|
0.618 |
110-116 |
|
1.000 |
110-085 |
|
1.618 |
110-036 |
|
2.618 |
109-276 |
|
4.250 |
109-145 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-205 |
111-001 |
| PP |
110-204 |
110-282 |
| S1 |
110-203 |
110-242 |
|