ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
109-092 |
108-175 |
-0-238 |
-0.7% |
108-058 |
High |
109-095 |
108-275 |
-0-140 |
-0.4% |
109-155 |
Low |
108-178 |
108-085 |
-0-092 |
-0.3% |
107-302 |
Close |
108-200 |
108-215 |
0-015 |
0.0% |
108-200 |
Range |
0-238 |
0-190 |
-0-048 |
-20.0% |
1-172 |
ATR |
0-193 |
0-192 |
0-000 |
-0.1% |
0-000 |
Volume |
1,251,292 |
1,088,621 |
-162,671 |
-13.0% |
5,798,968 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-122 |
110-038 |
109-000 |
|
R3 |
109-252 |
109-168 |
108-267 |
|
R2 |
109-062 |
109-062 |
108-250 |
|
R1 |
108-298 |
108-298 |
108-232 |
109-020 |
PP |
108-192 |
108-192 |
108-192 |
108-212 |
S1 |
108-108 |
108-108 |
108-198 |
108-150 |
S2 |
108-002 |
108-002 |
108-180 |
|
S3 |
107-132 |
107-238 |
108-163 |
|
S4 |
106-262 |
107-048 |
108-110 |
|
|
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% |
0-219 |
0.6% |
47% |
False |
False |
1,377,517 |
10 |
109-182 |
107-302 |
1-200 |
1.5% |
0-197 |
0.6% |
45% |
False |
False |
1,605,300 |
20 |
111-158 |
107-302 |
3-175 |
3.3% |
0-181 |
0.5% |
20% |
False |
False |
861,870 |
40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-173 |
0.5% |
18% |
False |
False |
433,324 |
60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-123 |
0.4% |
18% |
False |
False |
288,884 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-092 |
0.3% |
37% |
False |
False |
216,663 |
100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-074 |
0.2% |
37% |
False |
False |
173,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-122 |
2.618 |
110-132 |
1.618 |
109-262 |
1.000 |
109-145 |
0.618 |
109-072 |
HIGH |
108-275 |
0.618 |
108-202 |
0.500 |
108-180 |
0.382 |
108-158 |
LOW |
108-085 |
0.618 |
107-288 |
1.000 |
107-215 |
1.618 |
107-098 |
2.618 |
106-228 |
4.250 |
105-238 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
108-203 |
108-280 |
PP |
108-192 |
108-258 |
S1 |
108-180 |
108-237 |
|