ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
108-118 |
107-242 |
-0-195 |
-0.6% |
108-258 |
| High |
108-160 |
108-000 |
-0-160 |
-0.5% |
108-312 |
| Low |
107-235 |
107-125 |
-0-110 |
-0.3% |
107-125 |
| Close |
107-270 |
107-182 |
-0-088 |
-0.3% |
107-182 |
| Range |
0-245 |
0-195 |
-0-050 |
-20.4% |
1-188 |
| ATR |
0-192 |
0-192 |
0-000 |
0.1% |
0-000 |
| Volume |
3,391,684 |
1,648,602 |
-1,743,082 |
-51.4% |
12,723,405 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-154 |
109-043 |
107-290 |
|
| R3 |
108-279 |
108-168 |
107-236 |
|
| R2 |
108-084 |
108-084 |
107-218 |
|
| R1 |
107-293 |
107-293 |
107-200 |
107-251 |
| PP |
107-209 |
107-209 |
107-209 |
107-188 |
| S1 |
107-098 |
107-098 |
107-165 |
107-056 |
| S2 |
107-014 |
107-014 |
107-147 |
|
| S3 |
106-139 |
106-223 |
107-129 |
|
| S4 |
105-264 |
106-028 |
107-075 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-236 |
111-237 |
108-142 |
|
| R3 |
111-048 |
110-049 |
108-002 |
|
| R2 |
109-181 |
109-181 |
107-276 |
|
| R1 |
108-182 |
108-182 |
107-229 |
108-088 |
| PP |
107-313 |
107-313 |
107-313 |
107-266 |
| S1 |
106-314 |
106-314 |
107-136 |
106-220 |
| S2 |
106-126 |
106-126 |
107-089 |
|
| S3 |
104-258 |
105-127 |
107-043 |
|
| S4 |
103-071 |
103-259 |
106-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-312 |
107-125 |
1-188 |
1.5% |
0-173 |
0.5% |
11% |
False |
True |
2,544,681 |
| 10 |
110-075 |
107-125 |
2-270 |
2.6% |
0-168 |
0.5% |
6% |
False |
True |
1,913,156 |
| 20 |
111-112 |
107-125 |
3-308 |
3.7% |
0-188 |
0.5% |
5% |
False |
True |
1,542,606 |
| 40 |
111-112 |
107-125 |
3-308 |
3.7% |
0-188 |
0.5% |
5% |
False |
True |
1,279,902 |
| 60 |
111-112 |
106-025 |
5-088 |
4.9% |
0-239 |
0.7% |
28% |
False |
False |
1,410,086 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
28% |
False |
False |
1,229,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-189 |
|
2.618 |
109-191 |
|
1.618 |
108-316 |
|
1.000 |
108-195 |
|
0.618 |
108-121 |
|
HIGH |
108-000 |
|
0.618 |
107-246 |
|
0.500 |
107-222 |
|
0.382 |
107-199 |
|
LOW |
107-125 |
|
0.618 |
107-004 |
|
1.000 |
106-250 |
|
1.618 |
106-129 |
|
2.618 |
105-254 |
|
4.250 |
104-256 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-222 |
108-028 |
| PP |
107-209 |
107-292 |
| S1 |
107-196 |
107-238 |
|