ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-112 |
108-058 |
-0-055 |
-0.2% |
109-125 |
| High |
108-188 |
108-275 |
0-088 |
0.3% |
109-182 |
| Low |
107-310 |
107-302 |
-0-008 |
0.0% |
107-310 |
| Close |
108-058 |
108-235 |
0-178 |
0.5% |
108-058 |
| Range |
0-198 |
0-292 |
0-095 |
48.1% |
1-192 |
| ATR |
0-181 |
0-189 |
0-008 |
4.4% |
0-000 |
| Volume |
1,598,644 |
1,672,183 |
73,539 |
4.6% |
9,165,418 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-082 |
110-291 |
109-076 |
|
| R3 |
110-109 |
109-318 |
108-315 |
|
| R2 |
109-137 |
109-137 |
108-289 |
|
| R1 |
109-026 |
109-026 |
108-262 |
109-081 |
| PP |
108-164 |
108-164 |
108-164 |
108-192 |
| S1 |
108-053 |
108-053 |
108-208 |
108-109 |
| S2 |
107-192 |
107-192 |
108-181 |
|
| S3 |
106-219 |
107-081 |
108-155 |
|
| S4 |
105-247 |
106-108 |
108-074 |
|
|
| 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 |
109-125 |
107-302 |
1-142 |
1.3% |
0-204 |
0.6% |
55% |
False |
True |
2,057,635 |
| 10 |
110-278 |
107-302 |
2-295 |
2.7% |
0-192 |
0.6% |
27% |
False |
True |
1,179,849 |
| 20 |
111-310 |
107-302 |
4-008 |
3.7% |
0-191 |
0.5% |
20% |
False |
True |
604,773 |
| 40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-161 |
0.5% |
20% |
False |
True |
302,941 |
| 60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-110 |
0.3% |
38% |
False |
False |
201,960 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-082 |
0.2% |
38% |
False |
False |
151,470 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-066 |
0.2% |
38% |
False |
False |
121,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-238 |
|
2.618 |
111-081 |
|
1.618 |
110-108 |
|
1.000 |
109-248 |
|
0.618 |
109-136 |
|
HIGH |
108-275 |
|
0.618 |
108-163 |
|
0.500 |
108-129 |
|
0.382 |
108-094 |
|
LOW |
107-302 |
|
0.618 |
107-122 |
|
1.000 |
107-010 |
|
1.618 |
106-149 |
|
2.618 |
105-177 |
|
4.250 |
104-019 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-200 |
108-212 |
| PP |
108-164 |
108-190 |
| S1 |
108-129 |
108-168 |
|