ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-275 |
107-188 |
-0-088 |
-0.3% |
107-260 |
| High |
108-000 |
107-282 |
-0-038 |
-0.1% |
108-035 |
| Low |
107-168 |
107-175 |
0-008 |
0.0% |
107-168 |
| Close |
107-182 |
107-270 |
0-088 |
0.3% |
107-248 |
| Range |
0-152 |
0-108 |
-0-045 |
-29.5% |
0-188 |
| ATR |
0-180 |
0-175 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,056,124 |
1,023,852 |
-32,272 |
-3.1% |
3,994,811 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-245 |
108-205 |
108-009 |
|
| R3 |
108-138 |
108-098 |
107-300 |
|
| R2 |
108-030 |
108-030 |
107-290 |
|
| R1 |
107-310 |
107-310 |
107-280 |
108-010 |
| PP |
107-242 |
107-242 |
107-242 |
107-252 |
| S1 |
107-202 |
107-202 |
107-260 |
107-222 |
| S2 |
107-135 |
107-135 |
107-250 |
|
| S3 |
107-028 |
107-095 |
107-240 |
|
| S4 |
106-240 |
106-308 |
107-211 |
|
|
| 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% |
0-142 |
0.4% |
56% |
False |
False |
958,857 |
| 10 |
108-070 |
107-122 |
0-268 |
0.8% |
0-168 |
0.5% |
55% |
False |
False |
1,090,148 |
| 20 |
109-155 |
107-122 |
2-032 |
1.9% |
0-179 |
0.5% |
22% |
False |
False |
1,112,248 |
| 40 |
111-310 |
107-122 |
4-188 |
4.3% |
0-185 |
0.5% |
10% |
False |
False |
858,510 |
| 60 |
111-310 |
107-122 |
4-188 |
4.3% |
0-167 |
0.5% |
10% |
False |
False |
572,710 |
| 80 |
111-310 |
106-240 |
5-070 |
4.8% |
0-127 |
0.4% |
21% |
False |
False |
429,532 |
| 100 |
111-310 |
106-240 |
5-070 |
4.8% |
0-102 |
0.3% |
21% |
False |
False |
343,626 |
| 120 |
111-310 |
106-240 |
5-070 |
4.8% |
0-085 |
0.2% |
21% |
False |
False |
286,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-099 |
|
2.618 |
108-244 |
|
1.618 |
108-136 |
|
1.000 |
108-070 |
|
0.618 |
108-029 |
|
HIGH |
107-282 |
|
0.618 |
107-241 |
|
0.500 |
107-229 |
|
0.382 |
107-216 |
|
LOW |
107-175 |
|
0.618 |
107-109 |
|
1.000 |
107-068 |
|
1.618 |
107-001 |
|
2.618 |
106-214 |
|
4.250 |
106-038 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-256 |
107-265 |
| PP |
107-242 |
107-260 |
| S1 |
107-229 |
107-255 |
|