ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-280 |
107-282 |
0-002 |
0.0% |
107-312 |
| High |
108-030 |
107-298 |
-0-052 |
-0.2% |
108-112 |
| Low |
107-188 |
107-212 |
0-025 |
0.1% |
107-188 |
| Close |
108-010 |
107-232 |
-0-098 |
-0.3% |
107-232 |
| Range |
0-162 |
0-085 |
-0-078 |
-47.7% |
0-245 |
| ATR |
0-194 |
0-188 |
-0-005 |
-2.8% |
0-000 |
| Volume |
180 |
871 |
691 |
383.9% |
13,440 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-182 |
108-132 |
107-279 |
|
| R3 |
108-098 |
108-048 |
107-256 |
|
| R2 |
108-012 |
108-012 |
107-248 |
|
| R1 |
107-282 |
107-282 |
107-240 |
107-265 |
| PP |
107-248 |
107-248 |
107-248 |
107-239 |
| S1 |
107-198 |
107-198 |
107-225 |
107-180 |
| S2 |
107-162 |
107-162 |
107-217 |
|
| S3 |
107-078 |
107-112 |
107-209 |
|
| S4 |
106-312 |
107-028 |
107-186 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-059 |
109-231 |
108-047 |
|
| R3 |
109-134 |
108-306 |
107-300 |
|
| R2 |
108-209 |
108-209 |
107-277 |
|
| R1 |
108-061 |
108-061 |
107-255 |
108-012 |
| PP |
107-284 |
107-284 |
107-284 |
107-260 |
| S1 |
107-136 |
107-136 |
107-210 |
107-088 |
| S2 |
107-039 |
107-039 |
107-188 |
|
| S3 |
106-114 |
106-211 |
107-165 |
|
| S4 |
105-189 |
105-286 |
107-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-112 |
107-188 |
0-245 |
0.7% |
0-154 |
0.4% |
18% |
False |
False |
2,688 |
| 10 |
108-308 |
107-108 |
1-200 |
1.5% |
0-188 |
0.5% |
24% |
False |
False |
267,639 |
| 20 |
110-190 |
107-108 |
3-082 |
3.0% |
0-177 |
0.5% |
12% |
False |
False |
1,048,818 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-183 |
0.5% |
10% |
False |
False |
1,078,120 |
| 60 |
111-112 |
107-108 |
4-005 |
3.7% |
0-214 |
0.6% |
10% |
False |
False |
1,112,705 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
31% |
False |
False |
1,239,787 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-210 |
0.6% |
31% |
False |
False |
994,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-019 |
|
2.618 |
108-200 |
|
1.618 |
108-115 |
|
1.000 |
108-062 |
|
0.618 |
108-030 |
|
HIGH |
107-298 |
|
0.618 |
107-265 |
|
0.500 |
107-255 |
|
0.382 |
107-245 |
|
LOW |
107-212 |
|
0.618 |
107-160 |
|
1.000 |
107-128 |
|
1.618 |
107-075 |
|
2.618 |
106-310 |
|
4.250 |
106-171 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-255 |
107-289 |
| PP |
107-248 |
107-270 |
| S1 |
107-240 |
107-251 |
|