ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-165 |
108-055 |
-0-110 |
-0.3% |
108-175 |
| High |
108-168 |
108-132 |
-0-035 |
-0.1% |
108-288 |
| Low |
108-042 |
108-020 |
-0-022 |
-0.1% |
108-018 |
| Close |
108-068 |
108-078 |
0-010 |
0.0% |
108-068 |
| Range |
0-125 |
0-112 |
-0-012 |
-10.0% |
0-270 |
| ATR |
0-186 |
0-180 |
-0-005 |
-2.8% |
0-000 |
| Volume |
754,511 |
875,858 |
121,347 |
16.1% |
4,851,562 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-094 |
109-038 |
108-139 |
|
| R3 |
108-302 |
108-246 |
108-108 |
|
| R2 |
108-189 |
108-189 |
108-098 |
|
| R1 |
108-133 |
108-133 |
108-088 |
108-161 |
| PP |
108-077 |
108-077 |
108-077 |
108-091 |
| S1 |
108-021 |
108-021 |
108-067 |
108-049 |
| S2 |
107-284 |
107-284 |
108-057 |
|
| S3 |
107-172 |
107-228 |
108-047 |
|
| S4 |
107-059 |
107-116 |
108-016 |
|
|
| 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% |
0-156 |
0.4% |
22% |
False |
False |
927,759 |
| 10 |
109-155 |
107-302 |
1-172 |
1.4% |
0-187 |
0.5% |
19% |
False |
False |
1,152,638 |
| 20 |
110-278 |
107-302 |
2-295 |
2.7% |
0-179 |
0.5% |
10% |
False |
False |
1,084,505 |
| 40 |
111-310 |
107-302 |
4-008 |
3.7% |
0-172 |
0.5% |
7% |
False |
False |
549,279 |
| 60 |
111-310 |
107-302 |
4-008 |
3.7% |
0-133 |
0.4% |
7% |
False |
False |
366,197 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-102 |
0.3% |
29% |
False |
False |
274,648 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-082 |
0.2% |
29% |
False |
False |
219,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-291 |
|
2.618 |
109-107 |
|
1.618 |
108-315 |
|
1.000 |
108-245 |
|
0.618 |
108-202 |
|
HIGH |
108-132 |
|
0.618 |
108-090 |
|
0.500 |
108-076 |
|
0.382 |
108-063 |
|
LOW |
108-020 |
|
0.618 |
107-270 |
|
1.000 |
107-228 |
|
1.618 |
107-158 |
|
2.618 |
107-045 |
|
4.250 |
106-182 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-077 |
108-105 |
| PP |
108-077 |
108-096 |
| S1 |
108-076 |
108-087 |
|