ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
109-288 |
110-128 |
0-160 |
0.5% |
109-305 |
| High |
110-170 |
110-275 |
0-105 |
0.3% |
111-112 |
| Low |
109-252 |
110-105 |
0-172 |
0.5% |
109-078 |
| Close |
110-152 |
110-155 |
0-002 |
0.0% |
110-098 |
| Range |
0-238 |
0-170 |
-0-068 |
-28.4% |
2-035 |
| ATR |
0-218 |
0-215 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,492,015 |
1,313,071 |
-178,944 |
-12.0% |
6,373,736 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-048 |
111-272 |
110-248 |
|
| R3 |
111-198 |
111-102 |
110-202 |
|
| R2 |
111-028 |
111-028 |
110-186 |
|
| R1 |
110-252 |
110-252 |
110-171 |
110-300 |
| PP |
110-178 |
110-178 |
110-178 |
110-202 |
| S1 |
110-082 |
110-082 |
110-139 |
110-130 |
| S2 |
110-008 |
110-008 |
110-124 |
|
| S3 |
109-158 |
109-232 |
110-108 |
|
| S4 |
108-308 |
109-062 |
110-062 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-201 |
115-184 |
111-149 |
|
| R3 |
114-166 |
113-149 |
110-283 |
|
| R2 |
112-131 |
112-131 |
110-221 |
|
| R1 |
111-114 |
111-114 |
110-159 |
111-282 |
| PP |
110-096 |
110-096 |
110-096 |
110-180 |
| S1 |
109-079 |
109-079 |
110-036 |
109-248 |
| S2 |
108-061 |
108-061 |
109-294 |
|
| S3 |
106-026 |
107-044 |
109-232 |
|
| S4 |
103-311 |
105-009 |
109-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-275 |
109-245 |
1-030 |
1.0% |
0-172 |
0.5% |
66% |
True |
False |
1,125,999 |
| 10 |
111-112 |
109-078 |
2-035 |
1.9% |
0-212 |
0.6% |
59% |
False |
False |
1,235,330 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-188 |
0.5% |
66% |
False |
False |
1,107,422 |
| 40 |
111-112 |
108-212 |
2-220 |
2.4% |
0-233 |
0.7% |
68% |
False |
False |
1,144,648 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-236 |
0.7% |
84% |
False |
False |
1,303,443 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-218 |
0.6% |
84% |
False |
False |
980,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-038 |
|
2.618 |
112-080 |
|
1.618 |
111-230 |
|
1.000 |
111-125 |
|
0.618 |
111-060 |
|
HIGH |
110-275 |
|
0.618 |
110-210 |
|
0.500 |
110-190 |
|
0.382 |
110-170 |
|
LOW |
110-105 |
|
0.618 |
110-000 |
|
1.000 |
109-255 |
|
1.618 |
109-150 |
|
2.618 |
108-300 |
|
4.250 |
108-022 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-190 |
110-137 |
| PP |
110-178 |
110-118 |
| S1 |
110-167 |
110-100 |
|