ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-108 |
110-035 |
0-248 |
0.7% |
109-072 |
| High |
110-062 |
110-275 |
0-212 |
0.6% |
110-115 |
| Low |
109-098 |
110-020 |
0-242 |
0.7% |
109-065 |
| Close |
110-028 |
110-108 |
0-080 |
0.2% |
109-238 |
| Range |
0-285 |
0-255 |
-0-030 |
-10.5% |
1-050 |
| ATR |
0-219 |
0-222 |
0-003 |
1.2% |
0-000 |
| Volume |
1,311,145 |
1,339,410 |
28,265 |
2.2% |
5,889,235 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-259 |
112-118 |
110-248 |
|
| R3 |
112-004 |
111-183 |
110-178 |
|
| R2 |
111-069 |
111-069 |
110-154 |
|
| R1 |
110-248 |
110-248 |
110-131 |
110-319 |
| PP |
110-134 |
110-134 |
110-134 |
110-169 |
| S1 |
109-313 |
109-313 |
110-084 |
110-064 |
| S2 |
109-199 |
109-199 |
110-061 |
|
| S3 |
108-264 |
109-058 |
110-037 |
|
| S4 |
108-009 |
108-123 |
109-287 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-076 |
112-207 |
110-121 |
|
| R3 |
112-026 |
111-157 |
110-019 |
|
| R2 |
110-296 |
110-296 |
109-305 |
|
| R1 |
110-107 |
110-107 |
109-271 |
110-201 |
| PP |
109-246 |
109-246 |
109-246 |
109-293 |
| S1 |
109-057 |
109-057 |
109-204 |
109-151 |
| S2 |
108-196 |
108-196 |
109-170 |
|
| S3 |
107-146 |
108-007 |
109-136 |
|
| S4 |
106-096 |
106-277 |
109-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-275 |
109-078 |
1-198 |
1.5% |
0-240 |
0.7% |
68% |
True |
False |
1,207,400 |
| 10 |
110-275 |
108-312 |
1-282 |
1.7% |
0-201 |
0.6% |
72% |
True |
False |
1,110,837 |
| 20 |
111-058 |
108-252 |
2-125 |
2.2% |
0-188 |
0.5% |
65% |
False |
False |
1,018,705 |
| 40 |
111-098 |
106-025 |
5-072 |
4.7% |
0-273 |
0.8% |
81% |
False |
False |
1,350,969 |
| 60 |
111-098 |
106-025 |
5-072 |
4.7% |
0-233 |
0.7% |
81% |
False |
False |
1,182,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-079 |
|
2.618 |
112-303 |
|
1.618 |
112-048 |
|
1.000 |
111-210 |
|
0.618 |
111-113 |
|
HIGH |
110-275 |
|
0.618 |
110-178 |
|
0.500 |
110-148 |
|
0.382 |
110-117 |
|
LOW |
110-020 |
|
0.618 |
109-182 |
|
1.000 |
109-085 |
|
1.618 |
108-247 |
|
2.618 |
107-312 |
|
4.250 |
106-216 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-148 |
110-077 |
| PP |
110-134 |
110-047 |
| S1 |
110-121 |
110-016 |
|