ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-058 |
108-242 |
0-185 |
0.5% |
109-125 |
| High |
108-275 |
109-062 |
0-108 |
0.3% |
109-182 |
| Low |
107-302 |
108-232 |
0-250 |
0.7% |
107-310 |
| Close |
108-235 |
109-025 |
0-110 |
0.3% |
108-058 |
| Range |
0-292 |
0-150 |
-0-142 |
-48.7% |
1-192 |
| ATR |
0-189 |
0-186 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,672,183 |
1,655,913 |
-16,270 |
-1.0% |
9,165,418 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-130 |
110-068 |
109-108 |
|
| R3 |
109-300 |
109-238 |
109-066 |
|
| R2 |
109-150 |
109-150 |
109-052 |
|
| R1 |
109-088 |
109-088 |
109-039 |
109-119 |
| PP |
109-000 |
109-000 |
109-000 |
109-016 |
| S1 |
108-258 |
108-258 |
109-011 |
108-289 |
| S2 |
108-170 |
108-170 |
108-318 |
|
| S3 |
108-020 |
108-108 |
108-304 |
|
| S4 |
107-190 |
107-278 |
108-262 |
|
|
| 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% |
0-208 |
0.6% |
78% |
False |
False |
2,089,708 |
| 10 |
110-145 |
107-302 |
2-162 |
2.3% |
0-186 |
0.5% |
45% |
False |
False |
1,335,611 |
| 20 |
111-310 |
107-302 |
4-008 |
3.7% |
0-184 |
0.5% |
28% |
False |
False |
687,087 |
| 40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-164 |
0.5% |
28% |
False |
False |
344,338 |
| 60 |
111-310 |
106-240 |
5-070 |
4.8% |
0-112 |
0.3% |
45% |
False |
False |
229,559 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-084 |
0.2% |
45% |
False |
False |
172,169 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-067 |
0.2% |
45% |
False |
False |
137,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-060 |
|
2.618 |
110-135 |
|
1.618 |
109-305 |
|
1.000 |
109-212 |
|
0.618 |
109-155 |
|
HIGH |
109-062 |
|
0.618 |
109-005 |
|
0.500 |
108-308 |
|
0.382 |
108-290 |
|
LOW |
108-232 |
|
0.618 |
108-140 |
|
1.000 |
108-082 |
|
1.618 |
107-310 |
|
2.618 |
107-160 |
|
4.250 |
106-235 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-012 |
108-291 |
| PP |
109-000 |
108-237 |
| S1 |
108-308 |
108-182 |
|