ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-310 |
107-300 |
-0-010 |
0.0% |
108-055 |
| High |
108-022 |
108-028 |
0-005 |
0.0% |
108-218 |
| Low |
107-220 |
107-168 |
-0-052 |
-0.2% |
107-122 |
| Close |
107-310 |
107-180 |
-0-130 |
-0.4% |
107-250 |
| Range |
0-122 |
0-180 |
0-058 |
46.9% |
1-095 |
| ATR |
0-190 |
0-189 |
-0-001 |
-0.4% |
0-000 |
| Volume |
948,625 |
968,795 |
20,170 |
2.1% |
6,445,185 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-132 |
109-016 |
107-279 |
|
| R3 |
108-272 |
108-156 |
107-230 |
|
| R2 |
108-092 |
108-092 |
107-213 |
|
| R1 |
107-296 |
107-296 |
107-196 |
107-264 |
| PP |
107-232 |
107-232 |
107-232 |
107-216 |
| S1 |
107-116 |
107-116 |
107-164 |
107-084 |
| S2 |
107-052 |
107-052 |
107-147 |
|
| S3 |
106-192 |
106-256 |
107-130 |
|
| S4 |
106-012 |
106-076 |
107-081 |
|
|
| 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 |
107-145 |
0-245 |
0.7% |
0-182 |
0.5% |
14% |
False |
False |
1,098,430 |
| 10 |
108-218 |
107-122 |
1-095 |
1.2% |
0-188 |
0.5% |
14% |
False |
False |
1,119,015 |
| 20 |
109-155 |
107-122 |
2-032 |
2.0% |
0-196 |
0.6% |
9% |
False |
False |
1,360,604 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-191 |
0.6% |
4% |
False |
False |
763,080 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-158 |
0.5% |
4% |
False |
False |
508,951 |
| 80 |
111-310 |
106-240 |
5-070 |
4.9% |
0-120 |
0.3% |
16% |
False |
False |
381,713 |
| 100 |
111-310 |
106-240 |
5-070 |
4.9% |
0-096 |
0.3% |
16% |
False |
False |
305,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-152 |
|
2.618 |
109-179 |
|
1.618 |
108-319 |
|
1.000 |
108-208 |
|
0.618 |
108-139 |
|
HIGH |
108-028 |
|
0.618 |
107-279 |
|
0.500 |
107-258 |
|
0.382 |
107-236 |
|
LOW |
107-168 |
|
0.618 |
107-056 |
|
1.000 |
106-308 |
|
1.618 |
106-196 |
|
2.618 |
106-016 |
|
4.250 |
105-042 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-258 |
107-261 |
| PP |
107-232 |
107-234 |
| S1 |
107-206 |
107-207 |
|