ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-292 |
107-135 |
-0-158 |
-0.5% |
107-312 |
| High |
108-058 |
107-212 |
-0-165 |
-0.5% |
108-112 |
| Low |
107-090 |
106-308 |
-0-102 |
-0.3% |
107-188 |
| Close |
107-095 |
107-095 |
0-000 |
0.0% |
107-232 |
| Range |
0-288 |
0-225 |
-0-062 |
-21.7% |
0-245 |
| ATR |
0-194 |
0-197 |
0-002 |
1.1% |
0-000 |
| Volume |
1,792 |
1,189 |
-603 |
-33.6% |
13,440 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-133 |
109-019 |
107-219 |
|
| R3 |
108-228 |
108-114 |
107-157 |
|
| R2 |
108-003 |
108-003 |
107-136 |
|
| R1 |
107-209 |
107-209 |
107-116 |
107-154 |
| PP |
107-098 |
107-098 |
107-098 |
107-071 |
| S1 |
106-304 |
106-304 |
107-074 |
106-249 |
| S2 |
106-193 |
106-193 |
107-054 |
|
| S3 |
105-288 |
106-079 |
107-033 |
|
| S4 |
105-063 |
105-174 |
106-291 |
|
|
| 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 |
108-058 |
106-308 |
1-070 |
1.1% |
0-187 |
0.5% |
28% |
False |
True |
888 |
| 10 |
108-308 |
106-308 |
2-000 |
1.9% |
0-193 |
0.6% |
17% |
False |
True |
7,204 |
| 20 |
109-265 |
106-308 |
2-278 |
2.7% |
0-189 |
0.5% |
12% |
False |
True |
903,879 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-187 |
0.5% |
8% |
False |
True |
1,010,319 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-202 |
0.6% |
8% |
False |
True |
1,024,460 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-224 |
0.7% |
23% |
False |
False |
1,234,346 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-211 |
0.6% |
23% |
False |
False |
994,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-209 |
|
2.618 |
109-162 |
|
1.618 |
108-257 |
|
1.000 |
108-118 |
|
0.618 |
108-032 |
|
HIGH |
107-212 |
|
0.618 |
107-127 |
|
0.500 |
107-100 |
|
0.382 |
107-073 |
|
LOW |
106-308 |
|
0.618 |
106-168 |
|
1.000 |
106-082 |
|
1.618 |
105-263 |
|
2.618 |
105-038 |
|
4.250 |
103-311 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-100 |
107-182 |
| PP |
107-098 |
107-153 |
| S1 |
107-097 |
107-124 |
|