ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 22-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
Open |
109-198 |
109-125 |
-0-072 |
-0.2% |
110-210 |
High |
109-230 |
109-182 |
-0-048 |
-0.1% |
110-278 |
Low |
109-038 |
109-032 |
-0-005 |
0.0% |
109-038 |
Close |
109-088 |
109-068 |
-0-020 |
-0.1% |
109-088 |
Range |
0-192 |
0-150 |
-0-042 |
-22.1% |
1-240 |
ATR |
0-181 |
0-179 |
-0-002 |
-1.2% |
0-000 |
Volume |
376,953 |
549,426 |
172,473 |
45.8% |
998,310 |
|
Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-224 |
110-136 |
109-150 |
|
R3 |
110-074 |
109-306 |
109-109 |
|
R2 |
109-244 |
109-244 |
109-095 |
|
R1 |
109-156 |
109-156 |
109-081 |
109-125 |
PP |
109-094 |
109-094 |
109-094 |
109-079 |
S1 |
109-006 |
109-006 |
109-054 |
108-295 |
S2 |
108-264 |
108-264 |
109-040 |
|
S3 |
108-114 |
108-176 |
109-026 |
|
S4 |
107-284 |
108-026 |
108-305 |
|
|
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 |
109-032 |
1-245 |
1.6% |
0-180 |
0.5% |
6% |
False |
True |
302,064 |
10 |
111-158 |
109-032 |
2-125 |
2.2% |
0-166 |
0.5% |
5% |
False |
True |
169,655 |
20 |
111-310 |
109-032 |
2-278 |
2.6% |
0-186 |
0.5% |
4% |
False |
True |
90,908 |
40 |
111-310 |
109-032 |
2-278 |
2.6% |
0-135 |
0.4% |
4% |
False |
True |
45,736 |
60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-093 |
0.3% |
47% |
False |
False |
30,491 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-070 |
0.2% |
47% |
False |
False |
22,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-180 |
2.618 |
110-255 |
1.618 |
110-105 |
1.000 |
110-012 |
0.618 |
109-275 |
HIGH |
109-182 |
0.618 |
109-125 |
0.500 |
109-108 |
0.382 |
109-090 |
LOW |
109-032 |
0.618 |
108-260 |
1.000 |
108-202 |
1.618 |
108-110 |
2.618 |
107-280 |
4.250 |
107-035 |
|
|
Fisher Pivots for day following 22-May-2023 |
Pivot |
1 day |
3 day |
R1 |
109-108 |
109-200 |
PP |
109-094 |
109-156 |
S1 |
109-081 |
109-112 |
|