ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-105 |
108-308 |
-0-118 |
-0.3% |
110-210 |
| High |
109-125 |
109-032 |
-0-092 |
-0.3% |
110-278 |
| Low |
108-300 |
108-100 |
-0-200 |
-0.6% |
109-038 |
| Close |
109-045 |
108-142 |
-0-222 |
-0.6% |
109-088 |
| Range |
0-145 |
0-252 |
0-108 |
74.1% |
1-240 |
| ATR |
0-174 |
0-180 |
0-007 |
3.8% |
0-000 |
| Volume |
2,797,245 |
2,724,556 |
-72,689 |
-2.6% |
998,310 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-316 |
110-162 |
108-281 |
|
| R3 |
110-063 |
109-229 |
108-212 |
|
| R2 |
109-131 |
109-131 |
108-189 |
|
| R1 |
108-297 |
108-297 |
108-166 |
108-248 |
| PP |
108-198 |
108-198 |
108-198 |
108-174 |
| S1 |
108-044 |
108-044 |
108-119 |
107-315 |
| S2 |
107-266 |
107-266 |
108-096 |
|
| S3 |
107-013 |
107-112 |
108-073 |
|
| S4 |
106-081 |
106-179 |
108-004 |
|
|
| 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 |
109-230 |
108-100 |
1-130 |
1.3% |
0-174 |
0.5% |
9% |
False |
True |
1,588,745 |
| 10 |
111-070 |
108-100 |
2-290 |
2.7% |
0-168 |
0.5% |
5% |
False |
True |
860,445 |
| 20 |
111-310 |
108-100 |
3-210 |
3.4% |
0-188 |
0.5% |
4% |
False |
True |
441,453 |
| 40 |
111-310 |
108-100 |
3-210 |
3.4% |
0-148 |
0.4% |
4% |
False |
True |
221,170 |
| 60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-102 |
0.3% |
32% |
False |
False |
147,446 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-076 |
0.2% |
32% |
False |
False |
110,585 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-061 |
0.2% |
32% |
False |
False |
88,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-146 |
|
2.618 |
111-054 |
|
1.618 |
110-121 |
|
1.000 |
109-285 |
|
0.618 |
109-189 |
|
HIGH |
109-032 |
|
0.618 |
108-256 |
|
0.500 |
108-226 |
|
0.382 |
108-196 |
|
LOW |
108-100 |
|
0.618 |
107-264 |
|
1.000 |
107-168 |
|
1.618 |
107-011 |
|
2.618 |
106-079 |
|
4.250 |
104-307 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-226 |
108-272 |
| PP |
108-198 |
108-229 |
| S1 |
108-170 |
108-186 |
|