ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-175 |
108-235 |
0-060 |
0.2% |
108-058 |
| High |
108-275 |
108-288 |
0-012 |
0.0% |
109-155 |
| Low |
108-085 |
108-140 |
0-055 |
0.2% |
107-302 |
| Close |
108-215 |
108-172 |
-0-042 |
-0.1% |
108-200 |
| Range |
0-190 |
0-148 |
-0-042 |
-22.4% |
1-172 |
| ATR |
0-192 |
0-189 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,088,621 |
831,479 |
-257,142 |
-23.6% |
5,798,968 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-002 |
109-235 |
108-254 |
|
| R3 |
109-175 |
109-088 |
108-213 |
|
| R2 |
109-028 |
109-028 |
108-200 |
|
| R1 |
108-260 |
108-260 |
108-186 |
108-230 |
| PP |
108-200 |
108-200 |
108-200 |
108-185 |
| S1 |
108-112 |
108-112 |
108-159 |
108-082 |
| S2 |
108-052 |
108-052 |
108-145 |
|
| S3 |
107-225 |
107-285 |
108-132 |
|
| S4 |
107-078 |
107-138 |
108-091 |
|
|
| 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 |
108-085 |
1-070 |
1.1% |
0-190 |
0.5% |
22% |
False |
False |
1,209,377 |
| 10 |
109-155 |
107-302 |
1-172 |
1.4% |
0-197 |
0.6% |
39% |
False |
False |
1,633,506 |
| 20 |
111-158 |
107-302 |
3-175 |
3.3% |
0-182 |
0.5% |
17% |
False |
False |
901,580 |
| 40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-175 |
0.5% |
15% |
False |
False |
454,111 |
| 60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-126 |
0.4% |
15% |
False |
False |
302,742 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-094 |
0.3% |
34% |
False |
False |
227,056 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-075 |
0.2% |
34% |
False |
False |
181,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-274 |
|
2.618 |
110-034 |
|
1.618 |
109-206 |
|
1.000 |
109-115 |
|
0.618 |
109-059 |
|
HIGH |
108-288 |
|
0.618 |
108-231 |
|
0.500 |
108-214 |
|
0.382 |
108-196 |
|
LOW |
108-140 |
|
0.618 |
108-049 |
|
1.000 |
107-312 |
|
1.618 |
107-221 |
|
2.618 |
107-074 |
|
4.250 |
106-153 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-214 |
108-250 |
| PP |
108-200 |
108-224 |
| S1 |
108-186 |
108-198 |
|