ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-232 |
108-118 |
-0-115 |
-0.3% |
110-020 |
| High |
108-250 |
108-160 |
-0-090 |
-0.3% |
110-075 |
| Low |
108-108 |
107-235 |
-0-192 |
-0.6% |
108-165 |
| Close |
108-170 |
107-270 |
-0-220 |
-0.6% |
108-220 |
| Range |
0-142 |
0-245 |
0-102 |
71.9% |
1-230 |
| ATR |
0-187 |
0-192 |
0-005 |
2.6% |
0-000 |
| Volume |
3,822,931 |
3,391,684 |
-431,247 |
-11.3% |
6,408,161 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-103 |
109-272 |
108-085 |
|
| R3 |
109-178 |
109-027 |
108-017 |
|
| R2 |
108-253 |
108-253 |
107-315 |
|
| R1 |
108-102 |
108-102 |
107-292 |
108-055 |
| PP |
108-008 |
108-008 |
108-008 |
107-305 |
| S1 |
107-177 |
107-177 |
107-248 |
107-130 |
| S2 |
107-083 |
107-083 |
107-225 |
|
| S3 |
106-158 |
106-252 |
107-203 |
|
| S4 |
105-233 |
106-007 |
107-135 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-097 |
113-068 |
109-202 |
|
| R3 |
112-187 |
111-158 |
109-051 |
|
| R2 |
110-277 |
110-277 |
109-001 |
|
| R1 |
109-248 |
109-248 |
108-270 |
109-148 |
| PP |
109-047 |
109-047 |
109-047 |
108-316 |
| S1 |
108-018 |
108-018 |
108-170 |
107-238 |
| S2 |
107-137 |
107-137 |
108-119 |
|
| S3 |
105-227 |
106-108 |
108-069 |
|
| S4 |
103-317 |
104-198 |
107-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-035 |
107-235 |
1-120 |
1.3% |
0-172 |
0.5% |
8% |
False |
True |
2,558,894 |
| 10 |
110-190 |
107-235 |
2-275 |
2.7% |
0-167 |
0.5% |
4% |
False |
True |
1,829,998 |
| 20 |
111-112 |
107-235 |
3-198 |
3.4% |
0-189 |
0.5% |
3% |
False |
True |
1,532,664 |
| 40 |
111-112 |
107-235 |
3-198 |
3.4% |
0-186 |
0.5% |
3% |
False |
True |
1,260,413 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-238 |
0.7% |
33% |
False |
False |
1,402,407 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-222 |
0.6% |
33% |
False |
False |
1,209,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-241 |
|
2.618 |
110-161 |
|
1.618 |
109-236 |
|
1.000 |
109-085 |
|
0.618 |
108-311 |
|
HIGH |
108-160 |
|
0.618 |
108-066 |
|
0.500 |
108-038 |
|
0.382 |
108-009 |
|
LOW |
107-235 |
|
0.618 |
107-084 |
|
1.000 |
106-310 |
|
1.618 |
106-159 |
|
2.618 |
105-234 |
|
4.250 |
104-154 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-038 |
108-082 |
| PP |
108-008 |
108-038 |
| S1 |
107-299 |
107-314 |
|