ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-110 |
110-025 |
-0-085 |
-0.2% |
110-290 |
| High |
110-145 |
110-048 |
-0-098 |
-0.3% |
111-158 |
| Low |
110-000 |
109-162 |
-0-158 |
-0.4% |
110-122 |
| Close |
110-018 |
109-172 |
-0-165 |
-0.5% |
110-220 |
| Range |
0-145 |
0-205 |
0-060 |
41.4% |
1-035 |
| ATR |
0-179 |
0-181 |
0-002 |
1.0% |
0-000 |
| Volume |
166,230 |
319,422 |
153,192 |
92.2% |
186,095 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-209 |
111-076 |
109-285 |
|
| R3 |
111-004 |
110-191 |
109-229 |
|
| R2 |
110-119 |
110-119 |
109-210 |
|
| R1 |
109-306 |
109-306 |
109-191 |
109-270 |
| PP |
109-234 |
109-234 |
109-234 |
109-216 |
| S1 |
109-101 |
109-101 |
109-154 |
109-065 |
| S2 |
109-029 |
109-029 |
109-135 |
|
| S3 |
108-144 |
108-216 |
109-116 |
|
| S4 |
107-259 |
108-011 |
109-060 |
|
|
| 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 |
111-070 |
109-162 |
1-228 |
1.6% |
0-162 |
0.5% |
2% |
False |
True |
132,145 |
| 10 |
111-158 |
109-162 |
1-315 |
1.8% |
0-164 |
0.5% |
2% |
False |
True |
82,216 |
| 20 |
111-310 |
109-162 |
2-148 |
2.2% |
0-182 |
0.5% |
1% |
False |
True |
44,789 |
| 40 |
111-310 |
109-105 |
2-205 |
2.4% |
0-127 |
0.4% |
8% |
False |
False |
22,577 |
| 60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-087 |
0.2% |
53% |
False |
False |
15,051 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-065 |
0.2% |
53% |
False |
False |
11,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-279 |
|
2.618 |
111-264 |
|
1.618 |
111-059 |
|
1.000 |
110-252 |
|
0.618 |
110-174 |
|
HIGH |
110-048 |
|
0.618 |
109-289 |
|
0.500 |
109-265 |
|
0.382 |
109-241 |
|
LOW |
109-162 |
|
0.618 |
109-036 |
|
1.000 |
108-278 |
|
1.618 |
108-151 |
|
2.618 |
107-266 |
|
4.250 |
106-251 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-265 |
110-060 |
| PP |
109-234 |
109-311 |
| S1 |
109-203 |
109-242 |
|