ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-308 |
108-112 |
-0-195 |
-0.6% |
109-125 |
| High |
109-032 |
108-188 |
-0-165 |
-0.5% |
109-182 |
| Low |
108-100 |
107-310 |
-0-110 |
-0.3% |
107-310 |
| Close |
108-142 |
108-058 |
-0-085 |
-0.2% |
108-058 |
| Range |
0-252 |
0-198 |
-0-055 |
-21.8% |
1-192 |
| ATR |
0-180 |
0-181 |
0-001 |
0.7% |
0-000 |
| Volume |
2,724,556 |
1,598,644 |
-1,125,912 |
-41.3% |
9,165,418 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-031 |
109-242 |
108-166 |
|
| R3 |
109-153 |
109-044 |
108-112 |
|
| R2 |
108-276 |
108-276 |
108-094 |
|
| R1 |
108-167 |
108-167 |
108-076 |
108-122 |
| PP |
108-078 |
108-078 |
108-078 |
108-056 |
| S1 |
107-289 |
107-289 |
108-039 |
107-245 |
| S2 |
107-201 |
107-201 |
108-021 |
|
| S3 |
107-003 |
107-092 |
108-003 |
|
| S4 |
106-126 |
106-214 |
107-269 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-121 |
112-122 |
109-019 |
|
| R3 |
111-248 |
110-249 |
108-198 |
|
| R2 |
110-056 |
110-056 |
108-151 |
|
| R1 |
109-057 |
109-057 |
108-104 |
108-280 |
| PP |
108-183 |
108-183 |
108-183 |
108-135 |
| S1 |
107-184 |
107-184 |
108-011 |
107-088 |
| S2 |
106-311 |
106-311 |
107-284 |
|
| S3 |
105-118 |
105-312 |
107-237 |
|
| S4 |
103-246 |
104-119 |
107-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-182 |
107-310 |
1-192 |
1.5% |
0-175 |
0.5% |
13% |
False |
True |
1,833,083 |
| 10 |
110-278 |
107-310 |
2-288 |
2.7% |
0-170 |
0.5% |
7% |
False |
True |
1,016,372 |
| 20 |
111-310 |
107-310 |
4-000 |
3.7% |
0-187 |
0.5% |
5% |
False |
True |
521,323 |
| 40 |
111-310 |
107-310 |
4-000 |
3.7% |
0-153 |
0.4% |
5% |
False |
True |
261,136 |
| 60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-105 |
0.3% |
27% |
False |
False |
174,090 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-079 |
0.2% |
27% |
False |
False |
130,568 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-063 |
0.2% |
27% |
False |
False |
104,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-067 |
|
2.618 |
110-065 |
|
1.618 |
109-187 |
|
1.000 |
109-065 |
|
0.618 |
108-310 |
|
HIGH |
108-188 |
|
0.618 |
108-112 |
|
0.500 |
108-089 |
|
0.382 |
108-065 |
|
LOW |
107-310 |
|
0.618 |
107-188 |
|
1.000 |
107-112 |
|
1.618 |
106-310 |
|
2.618 |
106-113 |
|
4.250 |
105-111 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-089 |
108-218 |
| PP |
108-078 |
108-164 |
| S1 |
108-068 |
108-111 |
|