ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-148 |
108-230 |
0-082 |
0.2% |
107-180 |
| High |
108-308 |
108-230 |
-0-078 |
-0.2% |
108-308 |
| Low |
108-062 |
108-000 |
-0-062 |
-0.2% |
107-108 |
| Close |
108-225 |
108-022 |
-0-202 |
-0.6% |
108-022 |
| Range |
0-245 |
0-230 |
-0-015 |
-6.1% |
1-200 |
| ATR |
0-199 |
0-201 |
0-002 |
1.1% |
0-000 |
| Volume |
27,750 |
27,467 |
-283 |
-1.0% |
1,014,349 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-134 |
109-308 |
108-149 |
|
| R3 |
109-224 |
109-078 |
108-086 |
|
| R2 |
108-314 |
108-314 |
108-065 |
|
| R1 |
108-168 |
108-168 |
108-044 |
108-126 |
| PP |
108-084 |
108-084 |
108-084 |
108-063 |
| S1 |
107-258 |
107-258 |
108-001 |
107-216 |
| S2 |
107-174 |
107-174 |
107-300 |
|
| S3 |
106-264 |
107-028 |
107-279 |
|
| S4 |
106-034 |
106-118 |
107-216 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-319 |
112-051 |
108-308 |
|
| R3 |
111-119 |
110-171 |
108-166 |
|
| R2 |
109-239 |
109-239 |
108-118 |
|
| R1 |
108-291 |
108-291 |
108-070 |
109-105 |
| PP |
108-039 |
108-039 |
108-039 |
108-106 |
| S1 |
107-091 |
107-091 |
107-295 |
107-225 |
| S2 |
106-159 |
106-159 |
107-247 |
|
| S3 |
104-279 |
105-211 |
107-200 |
|
| S4 |
103-079 |
104-011 |
107-056 |
|
|
| 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% |
0-221 |
0.6% |
45% |
False |
False |
532,590 |
| 10 |
109-035 |
107-108 |
1-248 |
1.6% |
0-196 |
0.6% |
41% |
False |
False |
1,545,742 |
| 20 |
110-275 |
107-108 |
3-168 |
3.3% |
0-182 |
0.5% |
21% |
False |
False |
1,329,646 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-185 |
0.5% |
18% |
False |
False |
1,188,705 |
| 60 |
111-112 |
106-058 |
5-055 |
4.8% |
0-244 |
0.7% |
37% |
False |
False |
1,347,129 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-222 |
0.6% |
38% |
False |
False |
1,241,160 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-209 |
0.6% |
38% |
False |
False |
994,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-248 |
|
2.618 |
110-192 |
|
1.618 |
109-282 |
|
1.000 |
109-140 |
|
0.618 |
109-052 |
|
HIGH |
108-230 |
|
0.618 |
108-142 |
|
0.500 |
108-115 |
|
0.382 |
108-088 |
|
LOW |
108-000 |
|
0.618 |
107-178 |
|
1.000 |
107-090 |
|
1.618 |
106-268 |
|
2.618 |
106-038 |
|
4.250 |
104-302 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-115 |
108-154 |
| PP |
108-084 |
108-110 |
| S1 |
108-053 |
108-066 |
|