ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-210 |
110-195 |
-0-015 |
0.0% |
110-290 |
| High |
110-245 |
110-278 |
0-032 |
0.1% |
111-158 |
| Low |
110-165 |
110-072 |
-0-092 |
-0.3% |
110-122 |
| Close |
110-202 |
110-122 |
-0-080 |
-0.2% |
110-220 |
| Range |
0-080 |
0-205 |
0-125 |
156.3% |
1-035 |
| ATR |
0-180 |
0-181 |
0-002 |
1.0% |
0-000 |
| Volume |
37,412 |
98,293 |
60,881 |
162.7% |
186,095 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-132 |
112-012 |
110-235 |
|
| R3 |
111-248 |
111-128 |
110-179 |
|
| R2 |
111-042 |
111-042 |
110-160 |
|
| R1 |
110-242 |
110-242 |
110-141 |
110-200 |
| PP |
110-158 |
110-158 |
110-158 |
110-136 |
| S1 |
110-038 |
110-038 |
110-104 |
109-315 |
| S2 |
109-272 |
109-272 |
110-085 |
|
| S3 |
109-068 |
109-152 |
110-066 |
|
| S4 |
108-182 |
108-268 |
110-010 |
|
|
| 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 |
110-072 |
1-085 |
1.1% |
0-173 |
0.5% |
12% |
False |
True |
52,975 |
| 10 |
111-310 |
110-072 |
1-238 |
1.6% |
0-183 |
0.5% |
9% |
False |
True |
38,563 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-169 |
0.5% |
40% |
False |
False |
20,834 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-118 |
0.3% |
40% |
False |
False |
10,435 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-081 |
0.2% |
70% |
False |
False |
6,957 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-061 |
0.2% |
70% |
False |
False |
5,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-189 |
|
2.618 |
112-174 |
|
1.618 |
111-289 |
|
1.000 |
111-162 |
|
0.618 |
111-084 |
|
HIGH |
110-278 |
|
0.618 |
110-199 |
|
0.500 |
110-175 |
|
0.382 |
110-151 |
|
LOW |
110-072 |
|
0.618 |
109-266 |
|
1.000 |
109-188 |
|
1.618 |
109-061 |
|
2.618 |
108-176 |
|
4.250 |
107-161 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-175 |
110-231 |
| PP |
110-158 |
110-195 |
| S1 |
110-140 |
110-159 |
|