ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-042 |
107-280 |
-0-082 |
-0.2% |
107-180 |
| High |
108-070 |
108-030 |
-0-040 |
-0.1% |
108-308 |
| Low |
107-188 |
107-188 |
0-000 |
0.0% |
107-108 |
| Close |
107-245 |
108-010 |
0-085 |
0.2% |
108-022 |
| Range |
0-202 |
0-162 |
-0-040 |
-19.8% |
1-200 |
| ATR |
0-196 |
0-194 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,785 |
180 |
-1,605 |
-89.9% |
1,014,349 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-137 |
109-076 |
108-099 |
|
| R3 |
108-294 |
108-233 |
108-055 |
|
| R2 |
108-132 |
108-132 |
108-040 |
|
| R1 |
108-071 |
108-071 |
108-025 |
108-101 |
| PP |
107-289 |
107-289 |
107-289 |
107-304 |
| S1 |
107-228 |
107-228 |
107-315 |
107-259 |
| S2 |
107-127 |
107-127 |
107-300 |
|
| S3 |
106-284 |
107-066 |
107-285 |
|
| S4 |
106-122 |
106-223 |
107-241 |
|
|
| 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 |
108-230 |
107-188 |
1-042 |
1.0% |
0-183 |
0.5% |
39% |
False |
True |
8,007 |
| 10 |
108-308 |
107-108 |
1-200 |
1.5% |
0-204 |
0.6% |
43% |
False |
False |
606,720 |
| 20 |
110-275 |
107-108 |
3-168 |
3.3% |
0-181 |
0.5% |
20% |
False |
False |
1,114,428 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-184 |
0.5% |
17% |
False |
False |
1,100,482 |
| 60 |
111-112 |
107-108 |
4-005 |
3.7% |
0-225 |
0.7% |
17% |
False |
False |
1,161,836 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-225 |
0.7% |
37% |
False |
False |
1,240,229 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-211 |
0.6% |
37% |
False |
False |
994,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-081 |
|
2.618 |
109-135 |
|
1.618 |
108-293 |
|
1.000 |
108-192 |
|
0.618 |
108-130 |
|
HIGH |
108-030 |
|
0.618 |
107-288 |
|
0.500 |
107-269 |
|
0.382 |
107-250 |
|
LOW |
107-188 |
|
0.618 |
107-087 |
|
1.000 |
107-025 |
|
1.618 |
106-245 |
|
2.618 |
106-082 |
|
4.250 |
105-137 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-310 |
108-003 |
| PP |
107-289 |
107-317 |
| S1 |
107-269 |
107-310 |
|