ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-282 |
107-245 |
-0-038 |
-0.1% |
107-312 |
| High |
107-298 |
107-290 |
-0-008 |
0.0% |
108-112 |
| Low |
107-212 |
107-115 |
-0-098 |
-0.3% |
107-188 |
| Close |
107-232 |
107-240 |
0-008 |
0.0% |
107-232 |
| Range |
0-085 |
0-175 |
0-090 |
105.9% |
0-245 |
| ATR |
0-188 |
0-187 |
-0-001 |
-0.5% |
0-000 |
| Volume |
871 |
408 |
-463 |
-53.2% |
13,440 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-100 |
109-025 |
108-016 |
|
| R3 |
108-245 |
108-170 |
107-288 |
|
| R2 |
108-070 |
108-070 |
107-272 |
|
| R1 |
107-315 |
107-315 |
107-256 |
107-265 |
| PP |
107-215 |
107-215 |
107-215 |
107-190 |
| S1 |
107-140 |
107-140 |
107-224 |
107-090 |
| S2 |
107-040 |
107-040 |
107-208 |
|
| S3 |
106-185 |
106-285 |
107-192 |
|
| S4 |
106-010 |
106-110 |
107-144 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-059 |
109-231 |
108-047 |
|
| R3 |
109-134 |
108-306 |
107-300 |
|
| R2 |
108-209 |
108-209 |
107-277 |
|
| R1 |
108-061 |
108-061 |
107-255 |
108-012 |
| PP |
107-284 |
107-284 |
107-284 |
107-260 |
| S1 |
107-136 |
107-136 |
107-210 |
107-088 |
| S2 |
107-039 |
107-039 |
107-188 |
|
| S3 |
106-114 |
106-211 |
107-165 |
|
| S4 |
105-189 |
105-286 |
107-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-112 |
107-115 |
0-318 |
0.9% |
0-152 |
0.4% |
39% |
False |
True |
1,379 |
| 10 |
108-308 |
107-108 |
1-200 |
1.5% |
0-186 |
0.5% |
25% |
False |
False |
102,819 |
| 20 |
110-075 |
107-108 |
2-288 |
2.7% |
0-177 |
0.5% |
14% |
False |
False |
1,007,988 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-181 |
0.5% |
10% |
False |
False |
1,049,129 |
| 60 |
111-112 |
107-108 |
4-005 |
3.7% |
0-210 |
0.6% |
10% |
False |
False |
1,076,256 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-222 |
0.6% |
32% |
False |
False |
1,238,570 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-209 |
0.6% |
32% |
False |
False |
994,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-074 |
|
2.618 |
109-108 |
|
1.618 |
108-253 |
|
1.000 |
108-145 |
|
0.618 |
108-078 |
|
HIGH |
107-290 |
|
0.618 |
107-223 |
|
0.500 |
107-202 |
|
0.382 |
107-182 |
|
LOW |
107-115 |
|
0.618 |
107-007 |
|
1.000 |
106-260 |
|
1.618 |
106-152 |
|
2.618 |
105-297 |
|
4.250 |
105-011 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-228 |
107-238 |
| PP |
107-215 |
107-235 |
| S1 |
107-202 |
107-232 |
|