ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-055 |
108-088 |
0-032 |
0.1% |
108-175 |
| High |
108-132 |
108-218 |
0-085 |
0.2% |
108-288 |
| Low |
108-020 |
107-228 |
-0-112 |
-0.3% |
108-018 |
| Close |
108-078 |
107-238 |
-0-160 |
-0.5% |
108-068 |
| Range |
0-112 |
0-310 |
0-198 |
175.6% |
0-270 |
| ATR |
0-180 |
0-190 |
0-009 |
5.1% |
0-000 |
| Volume |
875,858 |
1,489,270 |
613,412 |
70.0% |
4,851,562 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-304 |
110-101 |
108-088 |
|
| R3 |
109-314 |
109-111 |
108-003 |
|
| R2 |
109-004 |
109-004 |
107-294 |
|
| R1 |
108-121 |
108-121 |
107-266 |
108-068 |
| PP |
108-014 |
108-014 |
108-014 |
107-308 |
| S1 |
107-131 |
107-131 |
107-209 |
107-078 |
| S2 |
107-024 |
107-024 |
107-181 |
|
| S3 |
106-034 |
106-141 |
107-152 |
|
| S4 |
105-044 |
105-151 |
107-067 |
|
|
| 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 |
108-242 |
107-228 |
1-015 |
1.0% |
0-188 |
0.5% |
3% |
False |
True |
1,059,318 |
| 10 |
109-155 |
107-228 |
1-248 |
1.6% |
0-189 |
0.5% |
2% |
False |
True |
1,134,347 |
| 20 |
110-278 |
107-228 |
3-050 |
2.9% |
0-190 |
0.6% |
1% |
False |
True |
1,157,098 |
| 40 |
111-310 |
107-228 |
4-082 |
4.0% |
0-177 |
0.5% |
1% |
False |
True |
586,510 |
| 60 |
111-310 |
107-228 |
4-082 |
4.0% |
0-139 |
0.4% |
1% |
False |
True |
391,018 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-106 |
0.3% |
19% |
False |
False |
293,263 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-085 |
0.2% |
19% |
False |
False |
234,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-255 |
|
2.618 |
111-069 |
|
1.618 |
110-079 |
|
1.000 |
109-208 |
|
0.618 |
109-089 |
|
HIGH |
108-218 |
|
0.618 |
108-099 |
|
0.500 |
108-062 |
|
0.382 |
108-026 |
|
LOW |
107-228 |
|
0.618 |
107-036 |
|
1.000 |
106-238 |
|
1.618 |
106-046 |
|
2.618 |
105-056 |
|
4.250 |
103-190 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-062 |
108-062 |
| PP |
108-014 |
108-014 |
| S1 |
107-286 |
107-286 |
|