ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-188 |
107-272 |
0-085 |
0.2% |
107-260 |
| High |
107-282 |
107-278 |
-0-005 |
0.0% |
108-035 |
| Low |
107-175 |
107-010 |
-0-165 |
-0.5% |
107-168 |
| Close |
107-270 |
107-030 |
-0-240 |
-0.7% |
107-248 |
| Range |
0-108 |
0-268 |
0-160 |
148.8% |
0-188 |
| ATR |
0-175 |
0-181 |
0-007 |
3.8% |
0-000 |
| Volume |
1,023,852 |
1,409,478 |
385,626 |
37.7% |
3,994,811 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-268 |
109-097 |
107-177 |
|
| R3 |
109-001 |
108-149 |
107-104 |
|
| R2 |
108-053 |
108-053 |
107-079 |
|
| R1 |
107-202 |
107-202 |
107-055 |
107-154 |
| PP |
107-106 |
107-106 |
107-106 |
107-082 |
| S1 |
106-254 |
106-254 |
107-005 |
106-206 |
| S2 |
106-158 |
106-158 |
106-301 |
|
| S3 |
105-211 |
105-307 |
106-276 |
|
| S4 |
104-263 |
105-039 |
106-203 |
|
|
| 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 |
107-010 |
1-020 |
1.0% |
0-160 |
0.5% |
6% |
False |
True |
1,046,994 |
| 10 |
108-070 |
107-010 |
1-060 |
1.1% |
0-171 |
0.5% |
5% |
False |
True |
1,072,712 |
| 20 |
109-155 |
107-010 |
2-145 |
2.3% |
0-185 |
0.5% |
3% |
False |
True |
1,099,926 |
| 40 |
111-310 |
107-010 |
4-300 |
4.6% |
0-184 |
0.5% |
1% |
False |
True |
893,507 |
| 60 |
111-310 |
107-010 |
4-300 |
4.6% |
0-171 |
0.5% |
1% |
False |
True |
596,201 |
| 80 |
111-310 |
106-240 |
5-070 |
4.9% |
0-130 |
0.4% |
7% |
False |
False |
447,151 |
| 100 |
111-310 |
106-240 |
5-070 |
4.9% |
0-104 |
0.3% |
7% |
False |
False |
357,720 |
| 120 |
111-310 |
106-240 |
5-070 |
4.9% |
0-087 |
0.3% |
7% |
False |
False |
298,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-134 |
|
2.618 |
110-018 |
|
1.618 |
109-070 |
|
1.000 |
108-225 |
|
0.618 |
108-123 |
|
HIGH |
107-278 |
|
0.618 |
107-175 |
|
0.500 |
107-144 |
|
0.382 |
107-112 |
|
LOW |
107-010 |
|
0.618 |
106-165 |
|
1.000 |
106-062 |
|
1.618 |
105-217 |
|
2.618 |
104-270 |
|
4.250 |
103-153 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-144 |
107-165 |
| PP |
107-106 |
107-120 |
| S1 |
107-068 |
107-075 |
|