ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 19-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
Open |
110-025 |
109-198 |
-0-148 |
-0.4% |
110-210 |
High |
110-048 |
109-230 |
-0-138 |
-0.4% |
110-278 |
Low |
109-162 |
109-038 |
-0-125 |
-0.4% |
109-038 |
Close |
109-172 |
109-088 |
-0-085 |
-0.2% |
109-088 |
Range |
0-205 |
0-192 |
-0-012 |
-6.1% |
1-240 |
ATR |
0-181 |
0-181 |
0-001 |
0.5% |
0-000 |
Volume |
319,422 |
376,953 |
57,531 |
18.0% |
998,310 |
|
Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-056 |
110-264 |
109-193 |
|
R3 |
110-183 |
110-072 |
109-140 |
|
R2 |
109-311 |
109-311 |
109-123 |
|
R1 |
109-199 |
109-199 |
109-105 |
109-159 |
PP |
109-118 |
109-118 |
109-118 |
109-098 |
S1 |
109-007 |
109-007 |
109-070 |
108-286 |
S2 |
108-246 |
108-246 |
109-052 |
|
S3 |
108-053 |
108-134 |
109-035 |
|
S4 |
107-181 |
107-262 |
108-302 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-001 |
113-284 |
110-076 |
|
R3 |
113-081 |
112-044 |
109-242 |
|
R2 |
111-161 |
111-161 |
109-190 |
|
R1 |
110-124 |
110-124 |
109-139 |
110-022 |
PP |
109-241 |
109-241 |
109-241 |
109-190 |
S1 |
108-204 |
108-204 |
109-036 |
108-102 |
S2 |
108-001 |
108-001 |
108-305 |
|
S3 |
106-081 |
106-284 |
108-254 |
|
S4 |
104-161 |
105-044 |
108-100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-278 |
109-038 |
1-240 |
1.6% |
0-166 |
0.5% |
9% |
False |
True |
199,662 |
10 |
111-158 |
109-038 |
2-120 |
2.2% |
0-166 |
0.5% |
7% |
False |
True |
118,440 |
20 |
111-310 |
109-038 |
2-272 |
2.6% |
0-186 |
0.5% |
5% |
False |
True |
63,524 |
40 |
111-310 |
109-038 |
2-272 |
2.6% |
0-131 |
0.4% |
5% |
False |
True |
32,001 |
60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-090 |
0.3% |
48% |
False |
False |
21,334 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-068 |
0.2% |
48% |
False |
False |
16,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-088 |
2.618 |
111-094 |
1.618 |
110-221 |
1.000 |
110-102 |
0.618 |
110-029 |
HIGH |
109-230 |
0.618 |
109-156 |
0.500 |
109-134 |
0.382 |
109-111 |
LOW |
109-038 |
0.618 |
108-239 |
1.000 |
108-165 |
1.618 |
108-046 |
2.618 |
107-174 |
4.250 |
106-179 |
|
|
Fisher Pivots for day following 19-May-2023 |
Pivot |
1 day |
3 day |
R1 |
109-134 |
109-251 |
PP |
109-118 |
109-197 |
S1 |
109-103 |
109-142 |
|