ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-235 |
108-060 |
-0-175 |
-0.5% |
108-058 |
| High |
108-242 |
108-192 |
-0-050 |
-0.1% |
109-155 |
| Low |
108-025 |
108-018 |
-0-008 |
0.0% |
107-302 |
| Close |
108-085 |
108-170 |
0-085 |
0.2% |
108-200 |
| Range |
0-218 |
0-175 |
-0-042 |
-19.5% |
1-172 |
| ATR |
0-191 |
0-190 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,182,436 |
994,515 |
-187,921 |
-15.9% |
5,798,968 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-012 |
109-266 |
108-266 |
|
| R3 |
109-157 |
109-091 |
108-218 |
|
| R2 |
108-302 |
108-302 |
108-202 |
|
| R1 |
108-236 |
108-236 |
108-186 |
108-269 |
| PP |
108-127 |
108-127 |
108-127 |
108-143 |
| S1 |
108-061 |
108-061 |
108-154 |
108-094 |
| S2 |
107-272 |
107-272 |
108-138 |
|
| S3 |
107-097 |
107-206 |
108-122 |
|
| S4 |
106-242 |
107-031 |
108-074 |
|
|
| 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 |
109-095 |
108-018 |
1-078 |
1.1% |
0-194 |
0.6% |
38% |
False |
True |
1,069,668 |
| 10 |
109-155 |
107-302 |
1-172 |
1.4% |
0-208 |
0.6% |
38% |
False |
False |
1,421,921 |
| 20 |
111-158 |
107-302 |
3-175 |
3.3% |
0-184 |
0.5% |
17% |
False |
False |
1,006,752 |
| 40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-176 |
0.5% |
15% |
False |
False |
508,534 |
| 60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-132 |
0.4% |
15% |
False |
False |
339,024 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-099 |
0.3% |
34% |
False |
False |
254,268 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-079 |
0.2% |
34% |
False |
False |
203,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-296 |
|
2.618 |
110-011 |
|
1.618 |
109-156 |
|
1.000 |
109-048 |
|
0.618 |
108-301 |
|
HIGH |
108-192 |
|
0.618 |
108-126 |
|
0.500 |
108-105 |
|
0.382 |
108-084 |
|
LOW |
108-018 |
|
0.618 |
107-229 |
|
1.000 |
107-162 |
|
1.618 |
107-054 |
|
2.618 |
106-199 |
|
4.250 |
105-234 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-148 |
108-164 |
| PP |
108-127 |
108-158 |
| S1 |
108-105 |
108-152 |
|