ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
107-242 |
107-180 |
-0-062 |
-0.2% |
108-258 |
| High |
108-000 |
108-065 |
0-065 |
0.2% |
108-312 |
| Low |
107-125 |
107-108 |
-0-018 |
-0.1% |
107-125 |
| Close |
107-182 |
108-025 |
0-162 |
0.5% |
107-182 |
| Range |
0-195 |
0-278 |
0-082 |
42.3% |
1-188 |
| ATR |
0-192 |
0-198 |
0-006 |
3.2% |
0-000 |
| Volume |
1,648,602 |
834,668 |
-813,934 |
-49.4% |
12,723,405 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-152 |
110-046 |
108-178 |
|
| R3 |
109-194 |
109-088 |
108-101 |
|
| R2 |
108-237 |
108-237 |
108-076 |
|
| R1 |
108-131 |
108-131 |
108-050 |
108-184 |
| PP |
107-279 |
107-279 |
107-279 |
107-306 |
| S1 |
107-173 |
107-173 |
108-000 |
107-226 |
| S2 |
107-002 |
107-002 |
107-294 |
|
| S3 |
106-044 |
106-216 |
107-269 |
|
| S4 |
105-087 |
105-258 |
107-192 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-236 |
111-237 |
108-142 |
|
| R3 |
111-048 |
110-049 |
108-002 |
|
| R2 |
109-181 |
109-181 |
107-276 |
|
| R1 |
108-182 |
108-182 |
107-229 |
108-088 |
| PP |
107-313 |
107-313 |
107-313 |
107-266 |
| S1 |
106-314 |
106-314 |
107-136 |
106-220 |
| S2 |
106-126 |
106-126 |
107-089 |
|
| S3 |
104-258 |
105-127 |
107-043 |
|
| S4 |
103-071 |
103-259 |
106-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-250 |
107-108 |
1-142 |
1.3% |
0-199 |
0.6% |
51% |
False |
True |
2,430,056 |
| 10 |
110-075 |
107-108 |
2-288 |
2.7% |
0-188 |
0.5% |
26% |
False |
True |
1,916,275 |
| 20 |
111-112 |
107-108 |
4-005 |
3.7% |
0-191 |
0.6% |
18% |
False |
True |
1,542,080 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-189 |
0.5% |
18% |
False |
True |
1,268,427 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-242 |
0.7% |
38% |
False |
False |
1,406,573 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-223 |
0.6% |
38% |
False |
False |
1,239,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-284 |
|
2.618 |
110-151 |
|
1.618 |
109-194 |
|
1.000 |
109-022 |
|
0.618 |
108-236 |
|
HIGH |
108-065 |
|
0.618 |
107-279 |
|
0.500 |
107-246 |
|
0.382 |
107-214 |
|
LOW |
107-108 |
|
0.618 |
106-256 |
|
1.000 |
106-150 |
|
1.618 |
105-299 |
|
2.618 |
105-021 |
|
4.250 |
103-208 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-312 |
108-008 |
| PP |
107-279 |
107-311 |
| S1 |
107-246 |
107-294 |
|