ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-098 |
107-160 |
0-062 |
0.2% |
107-245 |
| High |
107-222 |
107-210 |
-0-012 |
0.0% |
108-058 |
| Low |
107-082 |
107-130 |
0-048 |
0.1% |
106-308 |
| Close |
107-175 |
107-190 |
0-015 |
0.0% |
107-125 |
| Range |
0-140 |
0-080 |
-0-060 |
-42.9% |
1-070 |
| ATR |
0-193 |
0-185 |
-0-008 |
-4.2% |
0-000 |
| Volume |
158 |
197 |
39 |
24.7% |
7,326 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-097 |
108-063 |
107-234 |
|
| R3 |
108-017 |
107-303 |
107-212 |
|
| R2 |
107-257 |
107-257 |
107-205 |
|
| R1 |
107-223 |
107-223 |
107-197 |
107-240 |
| PP |
107-177 |
107-177 |
107-177 |
107-185 |
| S1 |
107-143 |
107-143 |
107-183 |
107-160 |
| S2 |
107-097 |
107-097 |
107-175 |
|
| S3 |
107-017 |
107-063 |
107-168 |
|
| S4 |
106-257 |
106-303 |
107-146 |
|
|
| 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 |
107-252 |
106-308 |
0-265 |
0.8% |
0-171 |
0.5% |
76% |
False |
False |
1,096 |
| 10 |
108-070 |
106-308 |
1-082 |
1.2% |
0-177 |
0.5% |
50% |
False |
False |
1,051 |
| 20 |
108-308 |
106-308 |
2-000 |
1.9% |
0-186 |
0.5% |
32% |
False |
False |
617,554 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-190 |
0.6% |
14% |
False |
False |
927,233 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-189 |
0.5% |
14% |
False |
False |
934,951 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-223 |
0.6% |
29% |
False |
False |
1,132,599 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-213 |
0.6% |
29% |
False |
False |
994,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-230 |
|
2.618 |
108-099 |
|
1.618 |
108-019 |
|
1.000 |
107-290 |
|
0.618 |
107-259 |
|
HIGH |
107-210 |
|
0.618 |
107-179 |
|
0.500 |
107-170 |
|
0.382 |
107-161 |
|
LOW |
107-130 |
|
0.618 |
107-081 |
|
1.000 |
107-050 |
|
1.618 |
107-001 |
|
2.618 |
106-241 |
|
4.250 |
106-110 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-183 |
107-178 |
| PP |
107-177 |
107-166 |
| S1 |
107-170 |
107-154 |
|