ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 24-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
Open |
109-065 |
109-105 |
0-040 |
0.1% |
110-210 |
High |
109-105 |
109-125 |
0-020 |
0.1% |
110-278 |
Low |
108-295 |
108-300 |
0-005 |
0.0% |
109-038 |
Close |
109-090 |
109-045 |
-0-045 |
-0.1% |
109-088 |
Range |
0-130 |
0-145 |
0-015 |
11.5% |
1-240 |
ATR |
0-176 |
0-174 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,495,547 |
2,797,245 |
1,301,698 |
87.0% |
998,310 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-165 |
110-090 |
109-125 |
|
R3 |
110-020 |
109-265 |
109-085 |
|
R2 |
109-195 |
109-195 |
109-072 |
|
R1 |
109-120 |
109-120 |
109-058 |
109-085 |
PP |
109-050 |
109-050 |
109-050 |
109-032 |
S1 |
108-295 |
108-295 |
109-032 |
108-260 |
S2 |
108-225 |
108-225 |
109-018 |
|
S3 |
108-080 |
108-150 |
109-005 |
|
S4 |
107-255 |
108-005 |
108-285 |
|
|
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 |
110-048 |
108-295 |
1-072 |
1.1% |
0-164 |
0.5% |
18% |
False |
False |
1,107,718 |
10 |
111-158 |
108-295 |
2-182 |
2.4% |
0-160 |
0.5% |
9% |
False |
False |
591,583 |
20 |
111-310 |
108-295 |
3-015 |
2.8% |
0-186 |
0.5% |
7% |
False |
False |
305,266 |
40 |
111-310 |
108-295 |
3-015 |
2.8% |
0-142 |
0.4% |
7% |
False |
False |
153,056 |
60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-097 |
0.3% |
46% |
False |
False |
102,037 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-073 |
0.2% |
46% |
False |
False |
76,528 |
100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-058 |
0.2% |
46% |
False |
False |
61,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-101 |
2.618 |
110-185 |
1.618 |
110-040 |
1.000 |
109-270 |
0.618 |
109-215 |
HIGH |
109-125 |
0.618 |
109-070 |
0.500 |
109-052 |
0.382 |
109-035 |
LOW |
108-300 |
0.618 |
108-210 |
1.000 |
108-155 |
1.618 |
108-065 |
2.618 |
107-240 |
4.250 |
107-004 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
109-052 |
109-079 |
PP |
109-050 |
109-068 |
S1 |
109-048 |
109-056 |
|