ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-098 |
107-208 |
0-110 |
0.3% |
107-245 |
| High |
107-252 |
107-245 |
-0-008 |
0.0% |
108-058 |
| Low |
107-025 |
107-062 |
0-038 |
0.1% |
106-308 |
| Close |
107-232 |
107-125 |
-0-108 |
-0.3% |
107-125 |
| Range |
0-228 |
0-182 |
-0-045 |
-19.8% |
1-070 |
| ATR |
0-199 |
0-198 |
-0-001 |
-0.6% |
0-000 |
| Volume |
3,142 |
795 |
-2,347 |
-74.7% |
7,326 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-052 |
108-271 |
107-225 |
|
| R3 |
108-189 |
108-088 |
107-175 |
|
| R2 |
108-007 |
108-007 |
107-158 |
|
| R1 |
107-226 |
107-226 |
107-142 |
107-185 |
| PP |
107-144 |
107-144 |
107-144 |
107-124 |
| S1 |
107-043 |
107-043 |
107-108 |
107-002 |
| S2 |
106-282 |
106-282 |
107-092 |
|
| S3 |
106-099 |
106-181 |
107-075 |
|
| S4 |
105-237 |
105-318 |
107-025 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-053 |
110-159 |
108-020 |
|
| R3 |
109-303 |
109-089 |
107-232 |
|
| R2 |
108-233 |
108-233 |
107-196 |
|
| R1 |
108-019 |
108-019 |
107-161 |
107-251 |
| PP |
107-163 |
107-163 |
107-163 |
107-119 |
| S1 |
106-269 |
106-269 |
107-089 |
106-181 |
| S2 |
106-093 |
106-093 |
107-054 |
|
| S3 |
105-023 |
105-199 |
107-018 |
|
| S4 |
103-273 |
104-129 |
106-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-058 |
106-308 |
1-070 |
1.1% |
0-220 |
0.6% |
35% |
False |
False |
1,465 |
| 10 |
108-112 |
106-308 |
1-125 |
1.3% |
0-187 |
0.5% |
31% |
False |
False |
2,076 |
| 20 |
109-035 |
106-308 |
2-048 |
2.0% |
0-192 |
0.6% |
20% |
False |
False |
773,909 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-191 |
0.6% |
10% |
False |
False |
964,723 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-196 |
0.6% |
10% |
False |
False |
983,740 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-225 |
0.7% |
25% |
False |
False |
1,190,426 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-213 |
0.6% |
25% |
False |
False |
994,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-061 |
|
2.618 |
109-083 |
|
1.618 |
108-220 |
|
1.000 |
108-108 |
|
0.618 |
108-038 |
|
HIGH |
107-245 |
|
0.618 |
107-175 |
|
0.500 |
107-154 |
|
0.382 |
107-132 |
|
LOW |
107-062 |
|
0.618 |
106-270 |
|
1.000 |
106-200 |
|
1.618 |
106-087 |
|
2.618 |
105-225 |
|
4.250 |
104-247 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-154 |
107-123 |
| PP |
107-144 |
107-122 |
| S1 |
107-135 |
107-120 |
|