ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-180 |
107-252 |
0-072 |
0.2% |
107-260 |
| High |
108-030 |
108-022 |
-0-008 |
0.0% |
108-035 |
| Low |
107-168 |
107-252 |
0-085 |
0.2% |
107-168 |
| Close |
107-248 |
107-288 |
0-040 |
0.1% |
107-248 |
| Range |
0-182 |
0-090 |
-0-092 |
-50.7% |
0-188 |
| ATR |
0-189 |
0-182 |
-0-007 |
-3.5% |
0-000 |
| Volume |
998,872 |
746,645 |
-252,227 |
-25.3% |
3,994,811 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-244 |
108-196 |
108-017 |
|
| R3 |
108-154 |
108-106 |
107-312 |
|
| R2 |
108-064 |
108-064 |
107-304 |
|
| R1 |
108-016 |
108-016 |
107-296 |
108-040 |
| PP |
107-294 |
107-294 |
107-294 |
107-306 |
| S1 |
107-246 |
107-246 |
107-279 |
107-270 |
| S2 |
107-204 |
107-204 |
107-271 |
|
| S3 |
107-114 |
107-156 |
107-263 |
|
| S4 |
107-024 |
107-066 |
107-238 |
|
|
| 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 |
108-035 |
107-168 |
0-188 |
0.5% |
0-148 |
0.4% |
64% |
False |
False |
948,291 |
| 10 |
108-218 |
107-122 |
1-095 |
1.2% |
0-185 |
0.5% |
40% |
False |
False |
1,118,664 |
| 20 |
109-155 |
107-122 |
2-032 |
1.9% |
0-190 |
0.6% |
25% |
False |
False |
1,171,790 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-189 |
0.5% |
11% |
False |
False |
806,621 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-162 |
0.5% |
11% |
False |
False |
538,043 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-124 |
0.4% |
22% |
False |
False |
403,532 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-099 |
0.3% |
22% |
False |
False |
322,826 |
| 120 |
111-310 |
106-240 |
5-070 |
4.8% |
0-083 |
0.2% |
22% |
False |
False |
269,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-085 |
|
2.618 |
108-258 |
|
1.618 |
108-168 |
|
1.000 |
108-112 |
|
0.618 |
108-078 |
|
HIGH |
108-022 |
|
0.618 |
107-308 |
|
0.500 |
107-298 |
|
0.382 |
107-287 |
|
LOW |
107-252 |
|
0.618 |
107-197 |
|
1.000 |
107-162 |
|
1.618 |
107-107 |
|
2.618 |
107-017 |
|
4.250 |
106-190 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-298 |
107-278 |
| PP |
107-294 |
107-268 |
| S1 |
107-291 |
107-259 |
|