ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
108-235 |
108-235 |
0-000 |
0.0% |
108-058 |
High |
108-288 |
108-242 |
-0-045 |
-0.1% |
109-155 |
Low |
108-140 |
108-025 |
-0-115 |
-0.3% |
107-302 |
Close |
108-172 |
108-085 |
-0-088 |
-0.3% |
108-200 |
Range |
0-148 |
0-218 |
0-070 |
47.5% |
1-172 |
ATR |
0-189 |
0-191 |
0-002 |
1.1% |
0-000 |
Volume |
831,479 |
1,182,436 |
350,957 |
42.2% |
5,798,968 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-130 |
110-005 |
108-205 |
|
R3 |
109-232 |
109-108 |
108-145 |
|
R2 |
109-015 |
109-015 |
108-125 |
|
R1 |
108-210 |
108-210 |
108-105 |
108-164 |
PP |
108-118 |
108-118 |
108-118 |
108-094 |
S1 |
107-312 |
107-312 |
108-065 |
107-266 |
S2 |
107-220 |
107-220 |
108-045 |
|
S3 |
107-002 |
107-095 |
108-025 |
|
S4 |
106-105 |
106-198 |
107-285 |
|
|
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 |
108-025 |
1-130 |
1.3% |
0-204 |
0.6% |
13% |
False |
True |
1,114,681 |
10 |
109-155 |
107-302 |
1-172 |
1.4% |
0-206 |
0.6% |
21% |
False |
False |
1,602,194 |
20 |
111-158 |
107-302 |
3-175 |
3.3% |
0-187 |
0.5% |
9% |
False |
False |
959,720 |
40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-177 |
0.5% |
8% |
False |
False |
483,672 |
60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-129 |
0.4% |
8% |
False |
False |
322,449 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-097 |
0.3% |
29% |
False |
False |
241,837 |
100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-078 |
0.2% |
29% |
False |
False |
193,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-207 |
2.618 |
110-172 |
1.618 |
109-274 |
1.000 |
109-140 |
0.618 |
109-057 |
HIGH |
108-242 |
0.618 |
108-159 |
0.500 |
108-134 |
0.382 |
108-108 |
LOW |
108-025 |
0.618 |
107-211 |
1.000 |
107-128 |
1.618 |
106-313 |
2.618 |
106-096 |
4.250 |
105-061 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
108-134 |
108-156 |
PP |
108-118 |
108-132 |
S1 |
108-101 |
108-109 |
|