ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
109-280 |
110-070 |
0-110 |
0.3% |
109-170 |
| High |
110-158 |
110-132 |
-0-025 |
-0.1% |
111-058 |
| Low |
109-225 |
109-295 |
0-070 |
0.2% |
109-088 |
| Close |
110-038 |
109-310 |
-0-048 |
-0.1% |
110-215 |
| Range |
0-252 |
0-158 |
-0-095 |
-37.6% |
1-290 |
| ATR |
0-265 |
0-258 |
-0-008 |
-2.9% |
0-000 |
| Volume |
1,136,280 |
895,338 |
-240,942 |
-21.2% |
4,337,077 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-185 |
111-085 |
110-077 |
|
| R3 |
111-028 |
110-248 |
110-033 |
|
| R2 |
110-190 |
110-190 |
110-019 |
|
| R1 |
110-090 |
110-090 |
110-004 |
110-061 |
| PP |
110-032 |
110-032 |
110-032 |
110-018 |
| S1 |
109-252 |
109-252 |
109-296 |
109-224 |
| S2 |
109-195 |
109-195 |
109-281 |
|
| S3 |
109-038 |
109-095 |
109-267 |
|
| S4 |
108-200 |
108-258 |
109-223 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-030 |
115-092 |
111-230 |
|
| R3 |
114-060 |
113-122 |
111-063 |
|
| R2 |
112-090 |
112-090 |
111-007 |
|
| R1 |
111-152 |
111-152 |
110-271 |
111-281 |
| PP |
110-120 |
110-120 |
110-120 |
110-184 |
| S1 |
109-182 |
109-182 |
110-159 |
109-311 |
| S2 |
108-150 |
108-150 |
110-103 |
|
| S3 |
106-180 |
107-212 |
110-047 |
|
| S4 |
104-210 |
105-242 |
109-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-028 |
109-210 |
1-138 |
1.3% |
0-170 |
0.5% |
22% |
False |
False |
887,364 |
| 10 |
111-058 |
108-318 |
2-060 |
2.0% |
0-201 |
0.6% |
45% |
False |
False |
996,810 |
| 20 |
111-098 |
108-212 |
2-205 |
2.4% |
0-278 |
0.8% |
49% |
False |
False |
1,181,875 |
| 40 |
111-098 |
106-025 |
5-072 |
4.8% |
0-260 |
0.7% |
74% |
False |
False |
1,401,454 |
| 60 |
111-098 |
106-025 |
5-072 |
4.8% |
0-229 |
0.6% |
74% |
False |
False |
938,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-162 |
|
2.618 |
111-225 |
|
1.618 |
111-067 |
|
1.000 |
110-290 |
|
0.618 |
110-230 |
|
HIGH |
110-132 |
|
0.618 |
110-072 |
|
0.500 |
110-054 |
|
0.382 |
110-035 |
|
LOW |
109-295 |
|
0.618 |
109-198 |
|
1.000 |
109-138 |
|
1.618 |
109-040 |
|
2.618 |
108-203 |
|
4.250 |
107-266 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-054 |
110-024 |
| PP |
110-032 |
110-012 |
| S1 |
110-011 |
110-001 |
|