ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
107-180 |
108-040 |
0-180 |
0.5% |
108-258 |
| High |
108-065 |
108-185 |
0-120 |
0.3% |
108-312 |
| Low |
107-108 |
108-028 |
0-240 |
0.7% |
107-125 |
| Close |
108-025 |
108-148 |
0-122 |
0.4% |
107-182 |
| Range |
0-278 |
0-158 |
-0-120 |
-43.2% |
1-188 |
| ATR |
0-198 |
0-195 |
-0-003 |
-1.4% |
0-000 |
| Volume |
834,668 |
124,464 |
-710,204 |
-85.1% |
12,723,405 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-272 |
109-208 |
108-234 |
|
| R3 |
109-115 |
109-050 |
108-191 |
|
| R2 |
108-278 |
108-278 |
108-176 |
|
| R1 |
108-212 |
108-212 |
108-162 |
108-245 |
| PP |
108-120 |
108-120 |
108-120 |
108-136 |
| S1 |
108-055 |
108-055 |
108-133 |
108-088 |
| S2 |
107-282 |
107-282 |
108-119 |
|
| S3 |
107-125 |
107-218 |
108-104 |
|
| S4 |
106-288 |
107-060 |
108-061 |
|
|
| 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% |
0-204 |
0.6% |
78% |
False |
False |
1,964,469 |
| 10 |
109-265 |
107-108 |
2-158 |
2.3% |
0-184 |
0.5% |
45% |
False |
False |
1,800,555 |
| 20 |
111-112 |
107-108 |
4-005 |
3.7% |
0-185 |
0.5% |
28% |
False |
False |
1,482,746 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-187 |
0.5% |
28% |
False |
False |
1,245,729 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-242 |
0.7% |
45% |
False |
False |
1,395,216 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
45% |
False |
False |
1,241,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-214 |
|
2.618 |
109-277 |
|
1.618 |
109-120 |
|
1.000 |
109-022 |
|
0.618 |
108-282 |
|
HIGH |
108-185 |
|
0.618 |
108-125 |
|
0.500 |
108-106 |
|
0.382 |
108-088 |
|
LOW |
108-028 |
|
0.618 |
107-250 |
|
1.000 |
107-190 |
|
1.618 |
107-093 |
|
2.618 |
106-255 |
|
4.250 |
105-318 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-134 |
108-094 |
| PP |
108-120 |
108-040 |
| S1 |
108-106 |
107-306 |
|