ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-300 |
107-180 |
-0-120 |
-0.3% |
107-260 |
| High |
108-028 |
108-030 |
0-002 |
0.0% |
108-035 |
| Low |
107-168 |
107-168 |
0-000 |
0.0% |
107-168 |
| Close |
107-180 |
107-248 |
0-068 |
0.2% |
107-248 |
| Range |
0-180 |
0-182 |
0-002 |
1.4% |
0-188 |
| ATR |
0-189 |
0-189 |
0-000 |
-0.2% |
0-000 |
| Volume |
968,795 |
998,872 |
30,077 |
3.1% |
3,994,811 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-162 |
109-068 |
108-028 |
|
| R3 |
108-300 |
108-205 |
107-298 |
|
| R2 |
108-118 |
108-118 |
107-281 |
|
| R1 |
108-022 |
108-022 |
107-264 |
108-070 |
| PP |
107-255 |
107-255 |
107-255 |
107-279 |
| S1 |
107-160 |
107-160 |
107-231 |
107-208 |
| S2 |
107-072 |
107-072 |
107-214 |
|
| S3 |
106-210 |
106-298 |
107-197 |
|
| S4 |
106-028 |
106-115 |
107-147 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-179 |
109-081 |
108-031 |
|
| R3 |
108-312 |
108-213 |
107-299 |
|
| R2 |
108-124 |
108-124 |
107-282 |
|
| R1 |
108-026 |
108-026 |
107-265 |
107-301 |
| PP |
107-257 |
107-257 |
107-257 |
107-234 |
| S1 |
107-158 |
107-158 |
107-230 |
107-114 |
| S2 |
107-069 |
107-069 |
107-213 |
|
| S3 |
106-202 |
106-291 |
107-196 |
|
| S4 |
106-014 |
106-103 |
107-144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-058 |
107-168 |
0-210 |
0.6% |
0-170 |
0.5% |
38% |
False |
True |
1,019,980 |
| 10 |
108-218 |
107-122 |
1-095 |
1.2% |
0-188 |
0.5% |
30% |
False |
False |
1,119,450 |
| 20 |
109-155 |
107-122 |
2-032 |
1.9% |
0-198 |
0.6% |
19% |
False |
False |
1,270,686 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-192 |
0.6% |
9% |
False |
False |
787,976 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-161 |
0.5% |
9% |
False |
False |
525,599 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-123 |
0.4% |
20% |
False |
False |
394,199 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-098 |
0.3% |
20% |
False |
False |
315,359 |
| 120 |
111-310 |
106-240 |
5-070 |
4.8% |
0-082 |
0.2% |
20% |
False |
False |
262,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-166 |
|
2.618 |
109-188 |
|
1.618 |
109-005 |
|
1.000 |
108-212 |
|
0.618 |
108-143 |
|
HIGH |
108-030 |
|
0.618 |
107-280 |
|
0.500 |
107-259 |
|
0.382 |
107-237 |
|
LOW |
107-168 |
|
0.618 |
107-055 |
|
1.000 |
106-305 |
|
1.618 |
106-192 |
|
2.618 |
106-010 |
|
4.250 |
105-032 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-259 |
107-259 |
| PP |
107-255 |
107-255 |
| S1 |
107-251 |
107-251 |
|