ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-045 |
107-260 |
-0-105 |
-0.3% |
108-055 |
| High |
108-058 |
108-035 |
-0-022 |
-0.1% |
108-218 |
| Low |
107-182 |
107-188 |
0-005 |
0.0% |
107-122 |
| Close |
107-250 |
107-300 |
0-050 |
0.1% |
107-250 |
| Range |
0-195 |
0-168 |
-0-028 |
-14.1% |
1-095 |
| ATR |
0-197 |
0-195 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,105,093 |
1,078,519 |
-26,574 |
-2.4% |
6,445,185 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-143 |
109-069 |
108-072 |
|
| R3 |
108-296 |
108-222 |
108-026 |
|
| R2 |
108-128 |
108-128 |
108-011 |
|
| R1 |
108-054 |
108-054 |
107-315 |
108-091 |
| PP |
107-281 |
107-281 |
107-281 |
107-299 |
| S1 |
107-207 |
107-207 |
107-285 |
107-244 |
| S2 |
107-113 |
107-113 |
107-269 |
|
| S3 |
106-266 |
107-039 |
107-254 |
|
| S4 |
106-098 |
106-192 |
107-208 |
|
|
| 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% |
0-232 |
0.7% |
43% |
False |
False |
1,329,569 |
| 10 |
108-288 |
107-122 |
1-165 |
1.4% |
0-194 |
0.6% |
37% |
False |
False |
1,128,664 |
| 20 |
109-182 |
107-122 |
2-060 |
2.0% |
0-195 |
0.6% |
25% |
False |
False |
1,366,982 |
| 40 |
111-310 |
107-122 |
4-188 |
4.2% |
0-190 |
0.6% |
12% |
False |
False |
715,253 |
| 60 |
111-310 |
107-122 |
4-188 |
4.2% |
0-153 |
0.4% |
12% |
False |
False |
476,994 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-117 |
0.3% |
23% |
False |
False |
357,746 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-093 |
0.3% |
23% |
False |
False |
286,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-107 |
|
2.618 |
109-154 |
|
1.618 |
108-306 |
|
1.000 |
108-202 |
|
0.618 |
108-139 |
|
HIGH |
108-035 |
|
0.618 |
107-291 |
|
0.500 |
107-271 |
|
0.382 |
107-251 |
|
LOW |
107-188 |
|
0.618 |
107-084 |
|
1.000 |
107-020 |
|
1.618 |
106-236 |
|
2.618 |
106-069 |
|
4.250 |
105-116 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-290 |
107-289 |
| PP |
107-281 |
107-278 |
| S1 |
107-271 |
107-268 |
|