ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-265 |
108-045 |
0-100 |
0.3% |
108-055 |
| High |
108-070 |
108-058 |
-0-012 |
0.0% |
108-218 |
| Low |
107-145 |
107-182 |
0-038 |
0.1% |
107-122 |
| Close |
108-040 |
107-250 |
-0-110 |
-0.3% |
107-250 |
| Range |
0-245 |
0-195 |
-0-050 |
-20.4% |
1-095 |
| ATR |
0-197 |
0-197 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,391,118 |
1,105,093 |
-286,025 |
-20.6% |
6,445,185 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-215 |
109-108 |
108-037 |
|
| R3 |
109-020 |
108-232 |
107-304 |
|
| R2 |
108-145 |
108-145 |
107-286 |
|
| R1 |
108-038 |
108-038 |
107-268 |
107-314 |
| PP |
107-270 |
107-270 |
107-270 |
107-248 |
| S1 |
107-162 |
107-162 |
107-232 |
107-119 |
| S2 |
107-075 |
107-075 |
107-214 |
|
| S3 |
106-200 |
106-288 |
107-196 |
|
| S4 |
106-005 |
106-092 |
107-143 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-268 |
111-034 |
108-158 |
|
| R3 |
110-173 |
109-259 |
108-044 |
|
| R2 |
109-078 |
109-078 |
108-006 |
|
| R1 |
108-164 |
108-164 |
107-288 |
108-074 |
| PP |
107-303 |
107-303 |
107-303 |
107-258 |
| S1 |
107-069 |
107-069 |
107-212 |
106-299 |
| S2 |
106-208 |
106-208 |
107-174 |
|
| S3 |
105-113 |
105-294 |
107-136 |
|
| S4 |
104-018 |
104-199 |
107-022 |
|
|
| 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% |
0-221 |
0.6% |
31% |
False |
False |
1,289,037 |
| 10 |
108-288 |
107-122 |
1-165 |
1.4% |
0-196 |
0.6% |
26% |
False |
False |
1,129,674 |
| 20 |
109-230 |
107-122 |
2-108 |
2.2% |
0-197 |
0.6% |
17% |
False |
False |
1,331,904 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-190 |
0.5% |
9% |
False |
False |
688,347 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-150 |
0.4% |
9% |
False |
False |
459,019 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-115 |
0.3% |
20% |
False |
False |
344,264 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-092 |
0.3% |
20% |
False |
False |
275,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-246 |
|
2.618 |
109-248 |
|
1.618 |
109-053 |
|
1.000 |
108-252 |
|
0.618 |
108-178 |
|
HIGH |
108-058 |
|
0.618 |
107-303 |
|
0.500 |
107-280 |
|
0.382 |
107-257 |
|
LOW |
107-182 |
|
0.618 |
107-062 |
|
1.000 |
106-308 |
|
1.618 |
106-187 |
|
2.618 |
105-312 |
|
4.250 |
104-314 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-280 |
107-256 |
| PP |
107-270 |
107-254 |
| S1 |
107-260 |
107-252 |
|