ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-312 |
108-098 |
0-105 |
0.3% |
107-180 |
| High |
108-100 |
108-112 |
0-012 |
0.0% |
108-308 |
| Low |
107-235 |
107-298 |
0-062 |
0.2% |
107-108 |
| Close |
108-042 |
108-010 |
-0-032 |
-0.1% |
108-022 |
| Range |
0-185 |
0-135 |
-0-050 |
-27.0% |
1-200 |
| ATR |
0-200 |
0-195 |
-0-005 |
-2.3% |
0-000 |
| Volume |
6,951 |
3,653 |
-3,298 |
-47.4% |
1,014,349 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-118 |
109-039 |
108-084 |
|
| R3 |
108-303 |
108-224 |
108-047 |
|
| R2 |
108-168 |
108-168 |
108-035 |
|
| R1 |
108-089 |
108-089 |
108-022 |
108-061 |
| PP |
108-033 |
108-033 |
108-033 |
108-019 |
| S1 |
107-274 |
107-274 |
107-318 |
107-246 |
| S2 |
107-218 |
107-218 |
107-305 |
|
| S3 |
107-083 |
107-139 |
107-293 |
|
| S4 |
106-268 |
107-004 |
107-256 |
|
|
| 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 |
107-235 |
1-072 |
1.1% |
0-190 |
0.6% |
24% |
False |
False |
38,057 |
| 10 |
108-308 |
107-108 |
1-200 |
1.5% |
0-195 |
0.6% |
43% |
False |
False |
1,234,056 |
| 20 |
110-275 |
107-108 |
3-168 |
3.3% |
0-180 |
0.5% |
20% |
False |
False |
1,233,833 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-185 |
0.5% |
17% |
False |
False |
1,149,313 |
| 60 |
111-112 |
107-108 |
4-005 |
3.7% |
0-239 |
0.7% |
17% |
False |
False |
1,273,688 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-223 |
0.6% |
37% |
False |
False |
1,240,968 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-212 |
0.6% |
37% |
False |
False |
994,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-046 |
|
2.618 |
109-146 |
|
1.618 |
109-011 |
|
1.000 |
108-248 |
|
0.618 |
108-196 |
|
HIGH |
108-112 |
|
0.618 |
108-061 |
|
0.500 |
108-045 |
|
0.382 |
108-029 |
|
LOW |
107-298 |
|
0.618 |
107-214 |
|
1.000 |
107-162 |
|
1.618 |
107-079 |
|
2.618 |
106-264 |
|
4.250 |
106-044 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-045 |
108-072 |
| PP |
108-033 |
108-052 |
| S1 |
108-022 |
108-031 |
|