ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
111-122 |
110-290 |
-0-152 |
-0.4% |
110-140 |
| High |
111-122 |
110-305 |
-0-138 |
-0.4% |
111-310 |
| Low |
110-260 |
110-165 |
-0-095 |
-0.3% |
109-265 |
| Close |
110-292 |
110-165 |
-0-128 |
-0.4% |
110-292 |
| Range |
0-182 |
0-140 |
-0-042 |
-23.3% |
2-045 |
| ATR |
0-196 |
0-192 |
-0-004 |
-2.0% |
0-000 |
| Volume |
14,712 |
37,280 |
22,568 |
153.4% |
76,646 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-312 |
111-218 |
110-242 |
|
| R3 |
111-172 |
111-078 |
110-204 |
|
| R2 |
111-032 |
111-032 |
110-191 |
|
| R1 |
110-258 |
110-258 |
110-178 |
110-235 |
| PP |
110-212 |
110-212 |
110-212 |
110-200 |
| S1 |
110-118 |
110-118 |
110-152 |
110-095 |
| S2 |
110-072 |
110-072 |
110-139 |
|
| S3 |
109-252 |
109-298 |
110-126 |
|
| S4 |
109-112 |
109-158 |
110-088 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-104 |
116-083 |
112-029 |
|
| R3 |
115-059 |
114-038 |
111-161 |
|
| R2 |
113-014 |
113-014 |
111-098 |
|
| R1 |
111-313 |
111-313 |
111-035 |
112-164 |
| PP |
110-289 |
110-289 |
110-289 |
111-054 |
| S1 |
109-268 |
109-268 |
110-230 |
110-119 |
| S2 |
108-244 |
108-244 |
110-167 |
|
| S3 |
106-199 |
107-223 |
110-104 |
|
| S4 |
104-154 |
105-178 |
109-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-310 |
109-288 |
2-022 |
1.9% |
0-228 |
0.6% |
30% |
False |
False |
22,148 |
| 10 |
111-310 |
109-265 |
2-045 |
1.9% |
0-206 |
0.6% |
32% |
False |
False |
12,162 |
| 20 |
111-310 |
109-105 |
2-205 |
2.4% |
0-168 |
0.5% |
45% |
False |
False |
6,642 |
| 40 |
111-310 |
109-072 |
2-238 |
2.5% |
0-098 |
0.3% |
47% |
False |
False |
3,322 |
| 60 |
111-310 |
106-240 |
5-070 |
4.7% |
0-065 |
0.2% |
72% |
False |
False |
2,215 |
| 80 |
111-310 |
106-240 |
5-070 |
4.7% |
0-049 |
0.1% |
72% |
False |
False |
1,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-260 |
|
2.618 |
112-032 |
|
1.618 |
111-212 |
|
1.000 |
111-125 |
|
0.618 |
111-072 |
|
HIGH |
110-305 |
|
0.618 |
110-252 |
|
0.500 |
110-235 |
|
0.382 |
110-218 |
|
LOW |
110-165 |
|
0.618 |
110-078 |
|
1.000 |
110-025 |
|
1.618 |
109-258 |
|
2.618 |
109-118 |
|
4.250 |
108-210 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-235 |
111-078 |
| PP |
110-212 |
111-000 |
| S1 |
110-188 |
110-242 |
|