ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-135 |
107-098 |
-0-038 |
-0.1% |
107-312 |
| High |
107-212 |
107-252 |
0-040 |
0.1% |
108-112 |
| Low |
106-308 |
107-025 |
0-038 |
0.1% |
107-188 |
| Close |
107-095 |
107-232 |
0-138 |
0.4% |
107-232 |
| Range |
0-225 |
0-228 |
0-002 |
1.1% |
0-245 |
| ATR |
0-197 |
0-199 |
0-002 |
1.1% |
0-000 |
| Volume |
1,189 |
3,142 |
1,953 |
164.3% |
13,440 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-212 |
109-130 |
108-038 |
|
| R3 |
108-305 |
108-222 |
107-295 |
|
| R2 |
108-078 |
108-078 |
107-274 |
|
| R1 |
107-315 |
107-315 |
107-253 |
108-036 |
| PP |
107-170 |
107-170 |
107-170 |
107-191 |
| S1 |
107-088 |
107-088 |
107-212 |
107-129 |
| S2 |
106-262 |
106-262 |
107-191 |
|
| S3 |
106-035 |
106-180 |
107-170 |
|
| S4 |
105-128 |
105-272 |
107-107 |
|
|
| 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% |
0-200 |
0.6% |
63% |
False |
False |
1,480 |
| 10 |
108-230 |
106-308 |
1-242 |
1.6% |
0-192 |
0.6% |
44% |
False |
False |
4,743 |
| 20 |
109-172 |
106-308 |
2-185 |
2.4% |
0-193 |
0.6% |
30% |
False |
False |
845,417 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-190 |
0.6% |
17% |
False |
False |
987,477 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-200 |
0.6% |
17% |
False |
False |
1,005,412 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-224 |
0.7% |
31% |
False |
False |
1,220,467 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-212 |
0.6% |
31% |
False |
False |
994,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-259 |
|
2.618 |
109-208 |
|
1.618 |
108-301 |
|
1.000 |
108-160 |
|
0.618 |
108-073 |
|
HIGH |
107-252 |
|
0.618 |
107-166 |
|
0.500 |
107-139 |
|
0.382 |
107-112 |
|
LOW |
107-025 |
|
0.618 |
106-204 |
|
1.000 |
106-118 |
|
1.618 |
105-297 |
|
2.618 |
105-069 |
|
4.250 |
104-018 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-201 |
107-216 |
| PP |
107-170 |
107-199 |
| S1 |
107-139 |
107-182 |
|