ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-272 |
107-052 |
-0-220 |
-0.6% |
107-252 |
| High |
107-278 |
107-085 |
-0-192 |
-0.6% |
108-022 |
| Low |
107-010 |
106-268 |
-0-062 |
-0.2% |
106-268 |
| Close |
107-030 |
107-030 |
0-000 |
0.0% |
107-030 |
| Range |
0-268 |
0-138 |
-0-130 |
-48.6% |
1-075 |
| ATR |
0-181 |
0-178 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,409,478 |
1,599,732 |
190,254 |
13.5% |
5,835,831 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-113 |
108-049 |
107-106 |
|
| R3 |
107-296 |
107-232 |
107-068 |
|
| R2 |
107-158 |
107-158 |
107-055 |
|
| R1 |
107-094 |
107-094 |
107-043 |
107-058 |
| PP |
107-021 |
107-021 |
107-021 |
107-002 |
| S1 |
106-277 |
106-277 |
107-017 |
106-240 |
| S2 |
106-203 |
106-203 |
107-005 |
|
| S3 |
106-066 |
106-139 |
106-312 |
|
| S4 |
105-248 |
106-002 |
106-274 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-012 |
110-096 |
107-247 |
|
| R3 |
109-257 |
109-021 |
107-139 |
|
| R2 |
108-182 |
108-182 |
107-102 |
|
| R1 |
107-266 |
107-266 |
107-066 |
107-186 |
| PP |
107-107 |
107-107 |
107-107 |
107-067 |
| S1 |
106-191 |
106-191 |
106-314 |
106-111 |
| S2 |
106-032 |
106-032 |
106-278 |
|
| S3 |
104-277 |
105-116 |
106-241 |
|
| S4 |
103-202 |
104-041 |
106-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-022 |
106-268 |
1-075 |
1.2% |
0-151 |
0.4% |
21% |
False |
True |
1,167,166 |
| 10 |
108-058 |
106-268 |
1-110 |
1.3% |
0-160 |
0.5% |
19% |
False |
True |
1,093,573 |
| 20 |
109-095 |
106-268 |
2-148 |
2.3% |
0-180 |
0.5% |
10% |
False |
True |
1,118,934 |
| 40 |
111-310 |
106-268 |
5-042 |
4.8% |
0-182 |
0.5% |
5% |
False |
True |
933,043 |
| 60 |
111-310 |
106-268 |
5-042 |
4.8% |
0-170 |
0.5% |
5% |
False |
True |
622,862 |
| 80 |
111-310 |
106-268 |
5-042 |
4.8% |
0-132 |
0.4% |
5% |
False |
True |
467,147 |
| 100 |
111-310 |
106-240 |
5-070 |
4.9% |
0-106 |
0.3% |
7% |
False |
False |
373,718 |
| 120 |
111-310 |
106-240 |
5-070 |
4.9% |
0-088 |
0.3% |
7% |
False |
False |
311,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-029 |
|
2.618 |
108-125 |
|
1.618 |
107-307 |
|
1.000 |
107-222 |
|
0.618 |
107-170 |
|
HIGH |
107-085 |
|
0.618 |
107-032 |
|
0.500 |
107-016 |
|
0.382 |
107-000 |
|
LOW |
106-268 |
|
0.618 |
106-183 |
|
1.000 |
106-130 |
|
1.618 |
106-045 |
|
2.618 |
105-228 |
|
4.250 |
105-003 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-025 |
107-115 |
| PP |
107-021 |
107-087 |
| S1 |
107-016 |
107-058 |
|