ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
108-242 |
109-010 |
0-088 |
0.3% |
109-125 |
High |
109-062 |
109-155 |
0-092 |
0.3% |
109-182 |
Low |
108-232 |
108-250 |
0-018 |
0.1% |
107-310 |
Close |
109-025 |
109-092 |
0-068 |
0.2% |
108-058 |
Range |
0-150 |
0-225 |
0-075 |
50.0% |
1-192 |
ATR |
0-186 |
0-189 |
0-003 |
1.5% |
0-000 |
Volume |
1,655,913 |
1,219,580 |
-436,333 |
-26.3% |
9,165,418 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-094 |
110-318 |
109-216 |
|
R3 |
110-189 |
110-093 |
109-154 |
|
R2 |
109-284 |
109-284 |
109-134 |
|
R1 |
109-188 |
109-188 |
109-113 |
109-236 |
PP |
109-059 |
109-059 |
109-059 |
109-083 |
S1 |
108-283 |
108-283 |
109-072 |
109-011 |
S2 |
108-154 |
108-154 |
109-051 |
|
S3 |
107-249 |
108-058 |
109-031 |
|
S4 |
107-024 |
107-153 |
108-289 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-121 |
112-122 |
109-019 |
|
R3 |
111-248 |
110-249 |
108-198 |
|
R2 |
110-056 |
110-056 |
108-151 |
|
R1 |
109-057 |
109-057 |
108-104 |
108-280 |
PP |
108-183 |
108-183 |
108-183 |
108-135 |
S1 |
107-184 |
107-184 |
108-011 |
107-088 |
S2 |
106-311 |
106-311 |
107-284 |
|
S3 |
105-118 |
105-312 |
107-237 |
|
S4 |
103-246 |
104-119 |
107-096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-155 |
107-302 |
1-172 |
1.4% |
0-224 |
0.6% |
87% |
True |
False |
1,774,175 |
10 |
110-048 |
107-302 |
2-065 |
2.0% |
0-194 |
0.6% |
61% |
False |
False |
1,440,946 |
20 |
111-310 |
107-302 |
4-008 |
3.7% |
0-183 |
0.5% |
33% |
False |
False |
747,152 |
40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-164 |
0.5% |
33% |
False |
False |
374,826 |
60 |
111-310 |
107-105 |
4-205 |
4.2% |
0-116 |
0.3% |
42% |
False |
False |
249,885 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-087 |
0.2% |
49% |
False |
False |
187,414 |
100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-070 |
0.2% |
49% |
False |
False |
149,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-151 |
2.618 |
111-104 |
1.618 |
110-199 |
1.000 |
110-060 |
0.618 |
109-294 |
HIGH |
109-155 |
0.618 |
109-069 |
0.500 |
109-042 |
0.382 |
109-016 |
LOW |
108-250 |
0.618 |
108-111 |
1.000 |
108-025 |
1.618 |
107-206 |
2.618 |
106-301 |
4.250 |
105-254 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
109-076 |
109-031 |
PP |
109-059 |
108-290 |
S1 |
109-042 |
108-229 |
|