ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
109-010 |
109-092 |
0-082 |
0.2% |
108-058 |
| High |
109-155 |
109-095 |
-0-060 |
-0.2% |
109-155 |
| Low |
108-250 |
108-178 |
-0-072 |
-0.2% |
107-302 |
| Close |
109-092 |
108-200 |
-0-212 |
-0.6% |
108-200 |
| Range |
0-225 |
0-238 |
0-012 |
5.6% |
1-172 |
| ATR |
0-189 |
0-193 |
0-003 |
1.8% |
0-000 |
| Volume |
1,219,580 |
1,251,292 |
31,712 |
2.6% |
5,798,968 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-017 |
110-186 |
109-011 |
|
| R3 |
110-099 |
109-268 |
108-265 |
|
| R2 |
109-182 |
109-182 |
108-244 |
|
| R1 |
109-031 |
109-031 |
108-222 |
108-308 |
| PP |
108-264 |
108-264 |
108-264 |
108-242 |
| S1 |
108-113 |
108-113 |
108-178 |
108-070 |
| S2 |
108-027 |
108-027 |
108-156 |
|
| S3 |
107-109 |
107-196 |
108-135 |
|
| S4 |
106-192 |
106-278 |
108-069 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-097 |
112-161 |
109-151 |
|
| R3 |
111-244 |
110-308 |
109-015 |
|
| R2 |
110-072 |
110-072 |
108-290 |
|
| R1 |
109-136 |
109-136 |
108-245 |
109-264 |
| PP |
108-219 |
108-219 |
108-219 |
108-283 |
| S1 |
107-283 |
107-283 |
108-155 |
108-091 |
| S2 |
107-047 |
107-047 |
108-110 |
|
| S3 |
105-194 |
106-111 |
108-065 |
|
| S4 |
104-022 |
104-258 |
107-249 |
|
|
| 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% |
0-220 |
0.6% |
44% |
False |
False |
1,479,522 |
| 10 |
109-230 |
107-302 |
1-248 |
1.6% |
0-197 |
0.6% |
38% |
False |
False |
1,534,133 |
| 20 |
111-158 |
107-302 |
3-175 |
3.3% |
0-181 |
0.5% |
19% |
False |
False |
808,175 |
| 40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-168 |
0.5% |
17% |
False |
False |
406,109 |
| 60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-120 |
0.3% |
17% |
False |
False |
270,740 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-090 |
0.3% |
36% |
False |
False |
203,055 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-072 |
0.2% |
36% |
False |
False |
162,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-144 |
|
2.618 |
111-077 |
|
1.618 |
110-159 |
|
1.000 |
110-012 |
|
0.618 |
109-242 |
|
HIGH |
109-095 |
|
0.618 |
109-004 |
|
0.500 |
108-296 |
|
0.382 |
108-268 |
|
LOW |
108-178 |
|
0.618 |
108-031 |
|
1.000 |
107-260 |
|
1.618 |
107-113 |
|
2.618 |
106-196 |
|
4.250 |
105-128 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-296 |
109-006 |
| PP |
108-264 |
108-284 |
| S1 |
108-232 |
108-242 |
|