ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-160 |
107-152 |
-0-008 |
0.0% |
107-245 |
| High |
107-210 |
107-152 |
-0-058 |
-0.2% |
108-058 |
| Low |
107-130 |
107-062 |
-0-068 |
-0.2% |
106-308 |
| Close |
107-190 |
107-072 |
-0-118 |
-0.3% |
107-125 |
| Range |
0-080 |
0-090 |
0-010 |
12.5% |
1-070 |
| ATR |
0-185 |
0-181 |
-0-004 |
-2.2% |
0-000 |
| Volume |
197 |
10 |
-187 |
-94.9% |
7,326 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-046 |
107-309 |
107-122 |
|
| R3 |
107-276 |
107-219 |
107-097 |
|
| R2 |
107-186 |
107-186 |
107-089 |
|
| R1 |
107-129 |
107-129 |
107-081 |
107-112 |
| PP |
107-096 |
107-096 |
107-096 |
107-088 |
| S1 |
107-039 |
107-039 |
107-064 |
107-022 |
| S2 |
107-006 |
107-006 |
107-056 |
|
| S3 |
106-236 |
106-269 |
107-048 |
|
| S4 |
106-146 |
106-179 |
107-023 |
|
|
| 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 |
107-025 |
0-228 |
0.7% |
0-144 |
0.4% |
21% |
False |
False |
860 |
| 10 |
108-058 |
106-308 |
1-070 |
1.1% |
0-166 |
0.5% |
22% |
False |
False |
874 |
| 20 |
108-308 |
106-308 |
2-000 |
1.9% |
0-184 |
0.5% |
13% |
False |
False |
494,934 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-186 |
0.5% |
6% |
False |
False |
895,810 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-185 |
0.5% |
6% |
False |
False |
916,861 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-223 |
0.6% |
22% |
False |
False |
1,118,157 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-213 |
0.6% |
22% |
False |
False |
994,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-215 |
|
2.618 |
108-068 |
|
1.618 |
107-298 |
|
1.000 |
107-242 |
|
0.618 |
107-208 |
|
HIGH |
107-152 |
|
0.618 |
107-118 |
|
0.500 |
107-108 |
|
0.382 |
107-097 |
|
LOW |
107-062 |
|
0.618 |
107-007 |
|
1.000 |
106-292 |
|
1.618 |
106-237 |
|
2.618 |
106-147 |
|
4.250 |
106-000 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-108 |
107-142 |
| PP |
107-096 |
107-119 |
| S1 |
107-084 |
107-096 |
|