ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-260 |
107-310 |
0-050 |
0.1% |
108-055 |
| High |
108-035 |
108-022 |
-0-012 |
0.0% |
108-218 |
| Low |
107-188 |
107-220 |
0-032 |
0.1% |
107-122 |
| Close |
107-300 |
107-310 |
0-010 |
0.0% |
107-250 |
| Range |
0-168 |
0-122 |
-0-045 |
-26.9% |
1-095 |
| ATR |
0-195 |
0-190 |
-0-005 |
-2.7% |
0-000 |
| Volume |
1,078,519 |
948,625 |
-129,894 |
-12.0% |
6,445,185 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-018 |
108-287 |
108-057 |
|
| R3 |
108-216 |
108-164 |
108-024 |
|
| R2 |
108-093 |
108-093 |
108-012 |
|
| R1 |
108-042 |
108-042 |
108-001 |
108-051 |
| PP |
107-291 |
107-291 |
107-291 |
107-296 |
| S1 |
107-239 |
107-239 |
107-299 |
107-249 |
| S2 |
107-168 |
107-168 |
107-288 |
|
| S3 |
107-046 |
107-117 |
107-276 |
|
| S4 |
106-243 |
106-314 |
107-243 |
|
|
| 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 |
108-070 |
107-122 |
0-268 |
0.8% |
0-194 |
0.6% |
70% |
False |
False |
1,221,440 |
| 10 |
108-242 |
107-122 |
1-120 |
1.3% |
0-191 |
0.6% |
43% |
False |
False |
1,140,379 |
| 20 |
109-155 |
107-122 |
2-032 |
1.9% |
0-194 |
0.6% |
28% |
False |
False |
1,386,942 |
| 40 |
111-310 |
107-122 |
4-188 |
4.2% |
0-190 |
0.6% |
13% |
False |
False |
738,925 |
| 60 |
111-310 |
107-122 |
4-188 |
4.2% |
0-155 |
0.4% |
13% |
False |
False |
492,805 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-118 |
0.3% |
23% |
False |
False |
369,603 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-095 |
0.3% |
23% |
False |
False |
295,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-223 |
|
2.618 |
109-023 |
|
1.618 |
108-221 |
|
1.000 |
108-145 |
|
0.618 |
108-098 |
|
HIGH |
108-022 |
|
0.618 |
107-296 |
|
0.500 |
107-281 |
|
0.382 |
107-267 |
|
LOW |
107-220 |
|
0.618 |
107-144 |
|
1.000 |
107-098 |
|
1.618 |
107-022 |
|
2.618 |
106-219 |
|
4.250 |
106-019 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-300 |
107-300 |
| PP |
107-291 |
107-290 |
| S1 |
107-281 |
107-280 |
|