ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
110-140 |
109-302 |
-0-158 |
-0.4% |
109-272 |
| High |
110-162 |
110-252 |
0-090 |
0.3% |
110-300 |
| Low |
109-265 |
109-288 |
0-022 |
0.1% |
109-248 |
| Close |
109-292 |
110-212 |
0-240 |
0.7% |
110-108 |
| Range |
0-218 |
0-285 |
0-068 |
31.0% |
1-052 |
| ATR |
0-166 |
0-175 |
0-008 |
5.1% |
0-000 |
| Volume |
3,183 |
9,625 |
6,442 |
202.4% |
9,436 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-039 |
112-251 |
111-049 |
|
| R3 |
112-074 |
111-286 |
110-291 |
|
| R2 |
111-109 |
111-109 |
110-265 |
|
| R1 |
111-001 |
111-001 |
110-239 |
111-055 |
| PP |
110-144 |
110-144 |
110-144 |
110-171 |
| S1 |
110-036 |
110-036 |
110-186 |
110-090 |
| S2 |
109-179 |
109-179 |
110-160 |
|
| S3 |
108-214 |
109-071 |
110-134 |
|
| S4 |
107-249 |
108-106 |
110-056 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-269 |
113-081 |
110-312 |
|
| R3 |
112-217 |
112-028 |
110-210 |
|
| R2 |
111-164 |
111-164 |
110-176 |
|
| R1 |
110-296 |
110-296 |
110-142 |
111-070 |
| PP |
110-112 |
110-112 |
110-112 |
110-159 |
| S1 |
109-243 |
109-243 |
110-073 |
110-018 |
| S2 |
109-059 |
109-059 |
110-039 |
|
| S3 |
108-007 |
108-191 |
110-005 |
|
| S4 |
106-274 |
107-138 |
109-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-295 |
109-265 |
1-030 |
1.0% |
0-213 |
0.6% |
76% |
False |
False |
3,581 |
| 10 |
110-300 |
109-105 |
1-195 |
1.5% |
0-156 |
0.4% |
83% |
False |
False |
3,104 |
| 20 |
111-160 |
109-105 |
2-055 |
2.0% |
0-144 |
0.4% |
62% |
False |
False |
1,588 |
| 40 |
111-160 |
106-240 |
4-240 |
4.3% |
0-076 |
0.2% |
82% |
False |
False |
794 |
| 60 |
111-160 |
106-240 |
4-240 |
4.3% |
0-051 |
0.1% |
82% |
False |
False |
529 |
| 80 |
111-160 |
106-240 |
4-240 |
4.3% |
0-038 |
0.1% |
82% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-184 |
|
2.618 |
113-039 |
|
1.618 |
112-074 |
|
1.000 |
111-218 |
|
0.618 |
111-109 |
|
HIGH |
110-252 |
|
0.618 |
110-144 |
|
0.500 |
110-110 |
|
0.382 |
110-076 |
|
LOW |
109-288 |
|
0.618 |
109-111 |
|
1.000 |
109-002 |
|
1.618 |
108-146 |
|
2.618 |
107-181 |
|
4.250 |
106-036 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-178 |
110-175 |
| PP |
110-144 |
110-137 |
| S1 |
110-110 |
110-099 |
|