ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 09-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
108-060 |
108-165 |
0-105 |
0.3% |
108-175 |
High |
108-192 |
108-168 |
-0-025 |
-0.1% |
108-288 |
Low |
108-018 |
108-042 |
0-025 |
0.1% |
108-018 |
Close |
108-170 |
108-068 |
-0-102 |
-0.3% |
108-068 |
Range |
0-175 |
0-125 |
-0-050 |
-28.6% |
0-270 |
ATR |
0-190 |
0-186 |
-0-004 |
-2.4% |
0-000 |
Volume |
994,515 |
754,511 |
-240,004 |
-24.1% |
4,851,562 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-148 |
109-072 |
108-136 |
|
R3 |
109-022 |
108-268 |
108-102 |
|
R2 |
108-218 |
108-218 |
108-090 |
|
R1 |
108-142 |
108-142 |
108-079 |
108-118 |
PP |
108-092 |
108-092 |
108-092 |
108-080 |
S1 |
108-018 |
108-018 |
108-056 |
107-312 |
S2 |
107-288 |
107-288 |
108-045 |
|
S3 |
107-162 |
107-212 |
108-033 |
|
S4 |
107-038 |
107-088 |
107-319 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-294 |
110-131 |
108-216 |
|
R3 |
110-024 |
109-181 |
108-142 |
|
R2 |
109-074 |
109-074 |
108-117 |
|
R1 |
108-231 |
108-231 |
108-092 |
108-178 |
PP |
108-124 |
108-124 |
108-124 |
108-098 |
S1 |
107-281 |
107-281 |
108-043 |
107-228 |
S2 |
107-174 |
107-174 |
108-018 |
|
S3 |
106-224 |
107-011 |
107-313 |
|
S4 |
105-274 |
106-061 |
107-239 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-288 |
108-018 |
0-270 |
0.8% |
0-171 |
0.5% |
19% |
False |
False |
970,312 |
10 |
109-155 |
107-302 |
1-172 |
1.4% |
0-196 |
0.6% |
17% |
False |
False |
1,224,917 |
20 |
111-070 |
107-302 |
3-088 |
3.0% |
0-182 |
0.5% |
8% |
False |
False |
1,042,681 |
40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-176 |
0.5% |
7% |
False |
False |
527,386 |
60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-132 |
0.4% |
7% |
False |
False |
351,599 |
80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-101 |
0.3% |
28% |
False |
False |
263,699 |
100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-081 |
0.2% |
28% |
False |
False |
210,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-059 |
2.618 |
109-175 |
1.618 |
109-050 |
1.000 |
108-292 |
0.618 |
108-245 |
HIGH |
108-168 |
0.618 |
108-120 |
0.500 |
108-105 |
0.382 |
108-090 |
LOW |
108-042 |
0.618 |
107-285 |
1.000 |
107-238 |
1.618 |
107-160 |
2.618 |
107-035 |
4.250 |
106-151 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
108-105 |
108-130 |
PP |
108-092 |
108-109 |
S1 |
108-080 |
108-088 |
|