ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-160 |
110-020 |
-0-140 |
-0.4% |
110-105 |
| High |
110-190 |
110-045 |
-0-145 |
-0.4% |
110-275 |
| Low |
110-012 |
109-285 |
-0-048 |
-0.1% |
109-245 |
| Close |
110-018 |
110-002 |
-0-015 |
0.0% |
110-018 |
| Range |
0-178 |
0-080 |
-0-098 |
-54.9% |
1-030 |
| ATR |
0-212 |
0-203 |
-0-009 |
-4.5% |
0-000 |
| Volume |
817,021 |
803,481 |
-13,540 |
-1.7% |
5,346,835 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-244 |
110-203 |
110-046 |
|
| R3 |
110-164 |
110-123 |
110-024 |
|
| R2 |
110-084 |
110-084 |
110-017 |
|
| R1 |
110-043 |
110-043 |
110-010 |
110-024 |
| PP |
110-004 |
110-004 |
110-004 |
109-314 |
| S1 |
109-283 |
109-283 |
109-315 |
109-264 |
| S2 |
109-244 |
109-244 |
109-308 |
|
| S3 |
109-164 |
109-203 |
109-300 |
|
| S4 |
109-084 |
109-123 |
109-278 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-162 |
112-280 |
110-210 |
|
| R3 |
112-132 |
111-250 |
110-114 |
|
| R2 |
111-102 |
111-102 |
110-082 |
|
| R1 |
110-220 |
110-220 |
110-050 |
110-146 |
| PP |
110-072 |
110-072 |
110-072 |
110-036 |
| S1 |
109-190 |
109-190 |
109-305 |
109-116 |
| S2 |
109-042 |
109-042 |
109-273 |
|
| S3 |
108-012 |
108-160 |
109-241 |
|
| S4 |
106-302 |
107-130 |
109-145 |
|
|
| 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% |
0-155 |
0.4% |
22% |
False |
False |
1,064,727 |
| 10 |
111-112 |
109-098 |
2-015 |
1.9% |
0-194 |
0.6% |
34% |
False |
False |
1,167,886 |
| 20 |
111-112 |
108-252 |
2-180 |
2.3% |
0-180 |
0.5% |
48% |
False |
False |
1,089,042 |
| 40 |
111-112 |
108-212 |
2-220 |
2.4% |
0-216 |
0.6% |
50% |
False |
False |
1,092,807 |
| 60 |
111-112 |
106-025 |
5-088 |
4.8% |
0-235 |
0.7% |
75% |
False |
False |
1,326,035 |
| 80 |
111-112 |
106-025 |
5-088 |
4.8% |
0-216 |
0.6% |
75% |
False |
False |
1,001,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-065 |
|
2.618 |
110-254 |
|
1.618 |
110-174 |
|
1.000 |
110-125 |
|
0.618 |
110-094 |
|
HIGH |
110-045 |
|
0.618 |
110-014 |
|
0.500 |
110-005 |
|
0.382 |
109-316 |
|
LOW |
109-285 |
|
0.618 |
109-236 |
|
1.000 |
109-205 |
|
1.618 |
109-156 |
|
2.618 |
109-076 |
|
4.250 |
108-265 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-005 |
110-120 |
| PP |
110-004 |
110-081 |
| S1 |
110-003 |
110-042 |
|