ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 23-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
Open |
109-125 |
109-065 |
-0-060 |
-0.2% |
110-210 |
High |
109-182 |
109-105 |
-0-078 |
-0.2% |
110-278 |
Low |
109-032 |
108-295 |
-0-058 |
-0.2% |
109-038 |
Close |
109-068 |
109-090 |
0-022 |
0.1% |
109-088 |
Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-240 |
ATR |
0-179 |
0-176 |
-0-004 |
-2.0% |
0-000 |
Volume |
549,426 |
1,495,547 |
946,121 |
172.2% |
998,310 |
|
Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-127 |
110-078 |
109-162 |
|
R3 |
109-317 |
109-268 |
109-126 |
|
R2 |
109-187 |
109-187 |
109-114 |
|
R1 |
109-138 |
109-138 |
109-102 |
109-162 |
PP |
109-057 |
109-057 |
109-057 |
109-069 |
S1 |
109-008 |
109-008 |
109-078 |
109-032 |
S2 |
108-247 |
108-247 |
109-066 |
|
S3 |
108-117 |
108-198 |
109-054 |
|
S4 |
107-307 |
108-068 |
109-018 |
|
|
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 |
110-145 |
108-295 |
1-170 |
1.4% |
0-164 |
0.5% |
23% |
False |
True |
581,515 |
10 |
111-158 |
108-295 |
2-182 |
2.4% |
0-169 |
0.5% |
14% |
False |
True |
317,245 |
20 |
111-310 |
108-295 |
3-015 |
2.8% |
0-186 |
0.5% |
12% |
False |
True |
165,556 |
40 |
111-310 |
108-295 |
3-015 |
2.8% |
0-138 |
0.4% |
12% |
False |
True |
83,125 |
60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-095 |
0.3% |
49% |
False |
False |
55,416 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-071 |
0.2% |
49% |
False |
False |
41,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-018 |
2.618 |
110-125 |
1.618 |
109-315 |
1.000 |
109-235 |
0.618 |
109-185 |
HIGH |
109-105 |
0.618 |
109-055 |
0.500 |
109-040 |
0.382 |
109-025 |
LOW |
108-295 |
0.618 |
108-215 |
1.000 |
108-165 |
1.618 |
108-085 |
2.618 |
107-275 |
4.250 |
107-062 |
|
|
Fisher Pivots for day following 23-May-2023 |
Pivot |
1 day |
3 day |
R1 |
109-073 |
109-102 |
PP |
109-057 |
109-098 |
S1 |
109-040 |
109-094 |
|