ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-040 |
108-148 |
0-108 |
0.3% |
108-258 |
| High |
108-185 |
108-308 |
0-122 |
0.4% |
108-312 |
| Low |
108-028 |
108-062 |
0-035 |
0.1% |
107-125 |
| Close |
108-148 |
108-225 |
0-078 |
0.2% |
107-182 |
| Range |
0-158 |
0-245 |
0-088 |
55.6% |
1-188 |
| ATR |
0-195 |
0-199 |
0-004 |
1.8% |
0-000 |
| Volume |
124,464 |
27,750 |
-96,714 |
-77.7% |
12,723,405 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-293 |
110-184 |
109-040 |
|
| R3 |
110-048 |
109-259 |
108-292 |
|
| R2 |
109-123 |
109-123 |
108-270 |
|
| R1 |
109-014 |
109-014 |
108-247 |
109-069 |
| PP |
108-198 |
108-198 |
108-198 |
108-226 |
| S1 |
108-089 |
108-089 |
108-203 |
108-144 |
| S2 |
107-273 |
107-273 |
108-180 |
|
| S3 |
107-028 |
107-164 |
108-158 |
|
| S4 |
106-103 |
106-239 |
108-090 |
|
|
| 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 |
108-308 |
107-108 |
1-200 |
1.5% |
0-224 |
0.6% |
84% |
True |
False |
1,205,433 |
| 10 |
109-172 |
107-108 |
2-065 |
2.0% |
0-194 |
0.6% |
62% |
False |
False |
1,686,090 |
| 20 |
111-112 |
107-108 |
4-005 |
3.7% |
0-184 |
0.5% |
34% |
False |
False |
1,417,163 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-186 |
0.5% |
34% |
False |
False |
1,217,934 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-244 |
0.7% |
50% |
False |
False |
1,373,034 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
50% |
False |
False |
1,241,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-069 |
|
2.618 |
110-309 |
|
1.618 |
110-064 |
|
1.000 |
109-232 |
|
0.618 |
109-139 |
|
HIGH |
108-308 |
|
0.618 |
108-214 |
|
0.500 |
108-185 |
|
0.382 |
108-156 |
|
LOW |
108-062 |
|
0.618 |
107-231 |
|
1.000 |
107-138 |
|
1.618 |
106-306 |
|
2.618 |
106-061 |
|
4.250 |
104-301 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-212 |
108-166 |
| PP |
108-198 |
108-107 |
| S1 |
108-185 |
108-048 |
|