ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-252 |
107-275 |
0-022 |
0.1% |
107-260 |
| High |
108-022 |
108-000 |
-0-022 |
-0.1% |
108-035 |
| Low |
107-252 |
107-168 |
-0-085 |
-0.2% |
107-168 |
| Close |
107-288 |
107-182 |
-0-105 |
-0.3% |
107-248 |
| Range |
0-090 |
0-152 |
0-062 |
69.4% |
0-188 |
| ATR |
0-182 |
0-180 |
-0-002 |
-1.2% |
0-000 |
| Volume |
746,645 |
1,056,124 |
309,479 |
41.4% |
3,994,811 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-041 |
108-264 |
107-266 |
|
| R3 |
108-208 |
108-112 |
107-224 |
|
| R2 |
108-056 |
108-056 |
107-210 |
|
| R1 |
107-279 |
107-279 |
107-196 |
107-251 |
| PP |
107-223 |
107-223 |
107-223 |
107-209 |
| S1 |
107-127 |
107-127 |
107-169 |
107-099 |
| S2 |
107-071 |
107-071 |
107-155 |
|
| S3 |
106-238 |
106-294 |
107-141 |
|
| S4 |
106-086 |
106-142 |
107-099 |
|
|
| 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 |
108-030 |
107-168 |
0-182 |
0.5% |
0-146 |
0.4% |
8% |
False |
True |
943,812 |
| 10 |
108-218 |
107-122 |
1-095 |
1.2% |
0-189 |
0.5% |
14% |
False |
False |
1,136,690 |
| 20 |
109-155 |
107-122 |
2-032 |
2.0% |
0-188 |
0.5% |
9% |
False |
False |
1,144,664 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-188 |
0.5% |
4% |
False |
False |
832,994 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-165 |
0.5% |
4% |
False |
False |
555,645 |
| 80 |
111-310 |
106-240 |
5-070 |
4.9% |
0-126 |
0.4% |
16% |
False |
False |
416,734 |
| 100 |
111-310 |
106-240 |
5-070 |
4.9% |
0-101 |
0.3% |
16% |
False |
False |
333,387 |
| 120 |
111-310 |
106-240 |
5-070 |
4.9% |
0-084 |
0.2% |
16% |
False |
False |
277,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-008 |
|
2.618 |
109-079 |
|
1.618 |
108-247 |
|
1.000 |
108-152 |
|
0.618 |
108-094 |
|
HIGH |
108-000 |
|
0.618 |
107-262 |
|
0.500 |
107-244 |
|
0.382 |
107-226 |
|
LOW |
107-168 |
|
0.618 |
107-073 |
|
1.000 |
107-015 |
|
1.618 |
106-241 |
|
2.618 |
106-088 |
|
4.250 |
105-159 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-244 |
107-259 |
| PP |
107-223 |
107-233 |
| S1 |
107-203 |
107-208 |
|