ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
110-002 |
110-128 |
0-125 |
0.4% |
110-042 |
| High |
110-002 |
110-128 |
0-125 |
0.4% |
110-042 |
| Low |
110-002 |
110-128 |
0-125 |
0.4% |
109-238 |
| Close |
110-002 |
110-128 |
0-125 |
0.4% |
110-002 |
| Range |
|
|
|
|
|
| ATR |
0-148 |
0-146 |
-0-002 |
-1.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-128 |
110-128 |
110-128 |
|
| R3 |
110-128 |
110-128 |
110-128 |
|
| R2 |
110-128 |
110-128 |
110-128 |
|
| R1 |
110-128 |
110-128 |
110-128 |
110-128 |
| PP |
110-128 |
110-128 |
110-128 |
110-128 |
| S1 |
110-128 |
110-128 |
110-128 |
110-128 |
| S2 |
110-128 |
110-128 |
110-128 |
|
| S3 |
110-128 |
110-128 |
110-128 |
|
| S4 |
110-128 |
110-128 |
110-128 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-042 |
110-308 |
110-071 |
|
| R3 |
110-238 |
110-182 |
110-037 |
|
| R2 |
110-112 |
110-112 |
110-025 |
|
| R1 |
110-058 |
110-058 |
110-014 |
110-022 |
| PP |
109-308 |
109-308 |
109-308 |
109-290 |
| S1 |
109-252 |
109-252 |
109-311 |
109-218 |
| S2 |
109-182 |
109-182 |
109-300 |
|
| S3 |
109-058 |
109-128 |
109-288 |
|
| S4 |
108-252 |
109-002 |
109-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-128 |
109-238 |
0-210 |
0.6% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
110-315 |
109-130 |
1-185 |
1.4% |
0-000 |
0.0% |
63% |
False |
False |
|
| 20 |
110-315 |
106-240 |
4-075 |
3.8% |
0-008 |
0.0% |
86% |
False |
False |
|
| 40 |
110-315 |
106-240 |
4-075 |
3.8% |
0-004 |
0.0% |
86% |
False |
False |
|
| 60 |
111-020 |
106-240 |
4-100 |
3.9% |
0-003 |
0.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-128 |
|
2.618 |
110-128 |
|
1.618 |
110-128 |
|
1.000 |
110-128 |
|
0.618 |
110-128 |
|
HIGH |
110-128 |
|
0.618 |
110-128 |
|
0.500 |
110-128 |
|
0.382 |
110-128 |
|
LOW |
110-128 |
|
0.618 |
110-128 |
|
1.000 |
110-128 |
|
1.618 |
110-128 |
|
2.618 |
110-128 |
|
4.250 |
110-128 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-128 |
110-095 |
| PP |
110-128 |
110-062 |
| S1 |
110-128 |
110-029 |
|