ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-230 |
107-312 |
-0-238 |
-0.7% |
107-180 |
| High |
108-230 |
108-100 |
-0-130 |
-0.4% |
108-308 |
| Low |
108-000 |
107-235 |
-0-085 |
-0.2% |
107-108 |
| Close |
108-022 |
108-042 |
0-020 |
0.1% |
108-022 |
| Range |
0-230 |
0-185 |
-0-045 |
-19.6% |
1-200 |
| ATR |
0-201 |
0-200 |
-0-001 |
-0.6% |
0-000 |
| Volume |
27,467 |
6,951 |
-20,516 |
-74.7% |
1,014,349 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-254 |
109-173 |
108-144 |
|
| R3 |
109-069 |
108-308 |
108-093 |
|
| R2 |
108-204 |
108-204 |
108-076 |
|
| R1 |
108-123 |
108-123 |
108-059 |
108-164 |
| PP |
108-019 |
108-019 |
108-019 |
108-039 |
| S1 |
107-258 |
107-258 |
108-026 |
107-299 |
| S2 |
107-154 |
107-154 |
108-009 |
|
| S3 |
106-289 |
107-073 |
107-312 |
|
| S4 |
106-104 |
106-208 |
107-261 |
|
|
| 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% |
0-219 |
0.6% |
49% |
False |
False |
204,260 |
| 10 |
108-312 |
107-108 |
1-205 |
1.5% |
0-196 |
0.6% |
49% |
False |
False |
1,374,470 |
| 20 |
110-275 |
107-108 |
3-168 |
3.3% |
0-181 |
0.5% |
23% |
False |
False |
1,274,985 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-185 |
0.5% |
20% |
False |
False |
1,164,666 |
| 60 |
111-112 |
106-292 |
4-140 |
4.1% |
0-243 |
0.7% |
27% |
False |
False |
1,321,794 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-223 |
0.6% |
39% |
False |
False |
1,241,053 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-211 |
0.6% |
39% |
False |
False |
994,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-246 |
|
2.618 |
109-264 |
|
1.618 |
109-079 |
|
1.000 |
108-285 |
|
0.618 |
108-214 |
|
HIGH |
108-100 |
|
0.618 |
108-029 |
|
0.500 |
108-008 |
|
0.382 |
107-306 |
|
LOW |
107-235 |
|
0.618 |
107-121 |
|
1.000 |
107-050 |
|
1.618 |
106-256 |
|
2.618 |
106-071 |
|
4.250 |
105-089 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-031 |
108-111 |
| PP |
108-019 |
108-088 |
| S1 |
108-008 |
108-065 |
|