ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-140 |
107-250 |
0-110 |
0.3% |
107-098 |
| High |
107-210 |
107-250 |
0-040 |
0.1% |
107-222 |
| Low |
107-140 |
107-188 |
0-048 |
0.1% |
107-062 |
| Close |
107-140 |
107-188 |
0-048 |
0.1% |
107-140 |
| Range |
0-070 |
0-062 |
-0-008 |
-10.7% |
0-160 |
| ATR |
0-178 |
0-173 |
-0-005 |
-2.7% |
0-000 |
| Volume |
0 |
2 |
2 |
|
365 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-076 |
108-034 |
107-222 |
|
| R3 |
108-013 |
107-292 |
107-205 |
|
| R2 |
107-271 |
107-271 |
107-199 |
|
| R1 |
107-229 |
107-229 |
107-193 |
107-219 |
| PP |
107-208 |
107-208 |
107-208 |
107-203 |
| S1 |
107-167 |
107-167 |
107-182 |
107-156 |
| S2 |
107-146 |
107-146 |
107-176 |
|
| S3 |
107-083 |
107-104 |
107-170 |
|
| S4 |
107-021 |
107-042 |
107-153 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-302 |
108-221 |
107-228 |
|
| R3 |
108-142 |
108-061 |
107-184 |
|
| R2 |
107-302 |
107-302 |
107-169 |
|
| R1 |
107-221 |
107-221 |
107-155 |
107-261 |
| PP |
107-142 |
107-142 |
107-142 |
107-162 |
| S1 |
107-061 |
107-061 |
107-125 |
107-101 |
| S2 |
106-302 |
106-302 |
107-111 |
|
| S3 |
106-142 |
106-221 |
107-096 |
|
| S4 |
105-302 |
106-061 |
107-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-250 |
107-062 |
0-188 |
0.5% |
0-088 |
0.3% |
67% |
True |
False |
73 |
| 10 |
108-058 |
106-308 |
1-070 |
1.1% |
0-154 |
0.4% |
51% |
False |
False |
769 |
| 20 |
108-308 |
106-308 |
2-000 |
1.9% |
0-171 |
0.5% |
31% |
False |
False |
134,204 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-180 |
0.5% |
14% |
False |
False |
833,434 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-181 |
0.5% |
14% |
False |
False |
885,010 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
29% |
False |
False |
1,085,356 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-212 |
0.6% |
29% |
False |
False |
994,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-196 |
|
2.618 |
108-094 |
|
1.618 |
108-031 |
|
1.000 |
107-312 |
|
0.618 |
107-289 |
|
HIGH |
107-250 |
|
0.618 |
107-226 |
|
0.500 |
107-219 |
|
0.382 |
107-211 |
|
LOW |
107-188 |
|
0.618 |
107-149 |
|
1.000 |
107-125 |
|
1.618 |
107-086 |
|
2.618 |
107-024 |
|
4.250 |
106-242 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-219 |
107-177 |
| PP |
107-208 |
107-167 |
| S1 |
107-198 |
107-156 |
|