ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-088 |
107-280 |
-0-128 |
-0.4% |
108-175 |
| High |
108-218 |
108-045 |
-0-172 |
-0.5% |
108-288 |
| Low |
107-228 |
107-122 |
-0-105 |
-0.3% |
108-018 |
| Close |
107-238 |
107-242 |
0-005 |
0.0% |
108-068 |
| Range |
0-310 |
0-242 |
-0-068 |
-21.8% |
0-270 |
| ATR |
0-190 |
0-193 |
0-004 |
2.0% |
0-000 |
| Volume |
1,489,270 |
1,583,846 |
94,576 |
6.4% |
4,851,562 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-011 |
109-209 |
108-056 |
|
| R3 |
109-088 |
108-287 |
107-309 |
|
| R2 |
108-166 |
108-166 |
107-287 |
|
| R1 |
108-044 |
108-044 |
107-265 |
107-304 |
| PP |
107-243 |
107-243 |
107-243 |
107-213 |
| S1 |
107-122 |
107-122 |
107-220 |
107-061 |
| S2 |
107-001 |
107-001 |
107-198 |
|
| S3 |
106-078 |
106-199 |
107-176 |
|
| S4 |
105-156 |
105-277 |
107-109 |
|
|
| 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 |
108-218 |
107-122 |
1-095 |
1.2% |
0-193 |
0.6% |
29% |
False |
True |
1,139,600 |
| 10 |
109-155 |
107-122 |
2-032 |
2.0% |
0-198 |
0.6% |
18% |
False |
True |
1,127,140 |
| 20 |
110-145 |
107-122 |
3-022 |
2.8% |
0-192 |
0.6% |
12% |
False |
True |
1,231,376 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-181 |
0.5% |
8% |
False |
True |
626,105 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-143 |
0.4% |
8% |
False |
True |
417,416 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-109 |
0.3% |
19% |
False |
False |
313,062 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-087 |
0.3% |
19% |
False |
False |
250,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-116 |
|
2.618 |
110-040 |
|
1.618 |
109-117 |
|
1.000 |
108-288 |
|
0.618 |
108-195 |
|
HIGH |
108-045 |
|
0.618 |
107-272 |
|
0.500 |
107-244 |
|
0.382 |
107-215 |
|
LOW |
107-122 |
|
0.618 |
106-293 |
|
1.000 |
106-200 |
|
1.618 |
106-050 |
|
2.618 |
105-128 |
|
4.250 |
104-052 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-244 |
108-010 |
| PP |
107-243 |
107-301 |
| S1 |
107-243 |
107-272 |
|