ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-195 |
110-110 |
-0-085 |
-0.2% |
110-290 |
| High |
110-278 |
110-145 |
-0-132 |
-0.4% |
111-158 |
| Low |
110-072 |
110-000 |
-0-072 |
-0.2% |
110-122 |
| Close |
110-122 |
110-018 |
-0-105 |
-0.3% |
110-220 |
| Range |
0-205 |
0-145 |
-0-060 |
-29.3% |
1-035 |
| ATR |
0-181 |
0-179 |
-0-003 |
-1.4% |
0-000 |
| Volume |
98,293 |
166,230 |
67,937 |
69.1% |
186,095 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-169 |
111-078 |
110-097 |
|
| R3 |
111-024 |
110-253 |
110-057 |
|
| R2 |
110-199 |
110-199 |
110-044 |
|
| R1 |
110-108 |
110-108 |
110-031 |
110-081 |
| PP |
110-054 |
110-054 |
110-054 |
110-041 |
| S1 |
109-283 |
109-283 |
110-004 |
109-256 |
| S2 |
109-229 |
109-229 |
109-311 |
|
| S3 |
109-084 |
109-138 |
109-298 |
|
| S4 |
108-259 |
108-313 |
109-258 |
|
|
| 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 |
110-000 |
1-158 |
1.4% |
0-154 |
0.4% |
4% |
False |
True |
75,448 |
| 10 |
111-310 |
110-000 |
1-310 |
1.8% |
0-172 |
0.5% |
3% |
False |
True |
53,358 |
| 20 |
111-310 |
109-238 |
2-072 |
2.0% |
0-174 |
0.5% |
14% |
False |
False |
29,143 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-121 |
0.3% |
28% |
False |
False |
14,591 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-084 |
0.2% |
63% |
False |
False |
9,727 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-063 |
0.2% |
63% |
False |
False |
7,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-121 |
|
2.618 |
111-205 |
|
1.618 |
111-060 |
|
1.000 |
110-290 |
|
0.618 |
110-235 |
|
HIGH |
110-145 |
|
0.618 |
110-090 |
|
0.500 |
110-072 |
|
0.382 |
110-055 |
|
LOW |
110-000 |
|
0.618 |
109-230 |
|
1.000 |
109-175 |
|
1.618 |
109-085 |
|
2.618 |
108-260 |
|
4.250 |
108-024 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-072 |
110-139 |
| PP |
110-054 |
110-098 |
| S1 |
110-036 |
110-058 |
|