ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-280 |
107-265 |
-0-015 |
0.0% |
108-175 |
| High |
108-045 |
108-070 |
0-025 |
0.1% |
108-288 |
| Low |
107-122 |
107-145 |
0-022 |
0.1% |
108-018 |
| Close |
107-242 |
108-040 |
0-118 |
0.3% |
108-068 |
| Range |
0-242 |
0-245 |
0-002 |
1.0% |
0-270 |
| ATR |
0-193 |
0-197 |
0-004 |
1.9% |
0-000 |
| Volume |
1,583,846 |
1,391,118 |
-192,728 |
-12.2% |
4,851,562 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-073 |
109-302 |
108-175 |
|
| R3 |
109-148 |
109-057 |
108-107 |
|
| R2 |
108-223 |
108-223 |
108-085 |
|
| R1 |
108-132 |
108-132 |
108-062 |
108-178 |
| PP |
107-298 |
107-298 |
107-298 |
108-001 |
| S1 |
107-207 |
107-207 |
108-018 |
107-252 |
| S2 |
107-053 |
107-053 |
107-315 |
|
| S3 |
106-128 |
106-282 |
107-293 |
|
| S4 |
105-203 |
106-037 |
107-225 |
|
|
| 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% |
0-207 |
0.6% |
57% |
False |
False |
1,218,920 |
| 10 |
109-095 |
107-122 |
1-292 |
1.8% |
0-200 |
0.6% |
39% |
False |
False |
1,144,294 |
| 20 |
110-048 |
107-122 |
2-245 |
2.6% |
0-197 |
0.6% |
27% |
False |
False |
1,292,620 |
| 40 |
111-310 |
107-122 |
4-188 |
4.2% |
0-186 |
0.5% |
16% |
False |
False |
660,882 |
| 60 |
111-310 |
107-122 |
4-188 |
4.2% |
0-147 |
0.4% |
16% |
False |
False |
440,601 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-112 |
0.3% |
26% |
False |
False |
330,451 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-090 |
0.3% |
26% |
False |
False |
264,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-151 |
|
2.618 |
110-071 |
|
1.618 |
109-146 |
|
1.000 |
108-315 |
|
0.618 |
108-221 |
|
HIGH |
108-070 |
|
0.618 |
107-296 |
|
0.500 |
107-268 |
|
0.382 |
107-239 |
|
LOW |
107-145 |
|
0.618 |
106-314 |
|
1.000 |
106-220 |
|
1.618 |
106-069 |
|
2.618 |
105-144 |
|
4.250 |
104-064 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-009 |
108-030 |
| PP |
107-298 |
108-020 |
| S1 |
107-268 |
108-010 |
|