ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-208 |
107-098 |
-0-110 |
-0.3% |
107-245 |
| High |
107-245 |
107-222 |
-0-022 |
-0.1% |
108-058 |
| Low |
107-062 |
107-082 |
0-020 |
0.1% |
106-308 |
| Close |
107-125 |
107-175 |
0-050 |
0.1% |
107-125 |
| Range |
0-182 |
0-140 |
-0-042 |
-23.3% |
1-070 |
| ATR |
0-198 |
0-193 |
-0-004 |
-2.1% |
0-000 |
| Volume |
795 |
158 |
-637 |
-80.1% |
7,326 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-260 |
108-198 |
107-252 |
|
| R3 |
108-120 |
108-058 |
107-214 |
|
| R2 |
107-300 |
107-300 |
107-201 |
|
| R1 |
107-238 |
107-238 |
107-188 |
107-269 |
| PP |
107-160 |
107-160 |
107-160 |
107-176 |
| S1 |
107-098 |
107-098 |
107-162 |
107-129 |
| S2 |
107-020 |
107-020 |
107-149 |
|
| S3 |
106-200 |
106-278 |
107-136 |
|
| S4 |
106-060 |
106-138 |
107-098 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-053 |
110-159 |
108-020 |
|
| R3 |
109-303 |
109-089 |
107-232 |
|
| R2 |
108-233 |
108-233 |
107-196 |
|
| R1 |
108-019 |
108-019 |
107-161 |
107-251 |
| PP |
107-163 |
107-163 |
107-163 |
107-119 |
| S1 |
106-269 |
106-269 |
107-089 |
106-181 |
| S2 |
106-093 |
106-093 |
107-054 |
|
| S3 |
105-023 |
105-199 |
107-018 |
|
| S4 |
103-273 |
104-129 |
106-230 |
|
|
| 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% |
0-212 |
0.6% |
48% |
False |
False |
1,415 |
| 10 |
108-112 |
106-308 |
1-125 |
1.3% |
0-182 |
0.5% |
42% |
False |
False |
1,397 |
| 20 |
108-312 |
106-308 |
2-005 |
1.9% |
0-189 |
0.5% |
29% |
False |
False |
687,933 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-191 |
0.6% |
13% |
False |
False |
944,416 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-193 |
0.6% |
13% |
False |
False |
960,912 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-225 |
0.7% |
28% |
False |
False |
1,156,029 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-213 |
0.6% |
28% |
False |
False |
994,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-178 |
|
2.618 |
108-269 |
|
1.618 |
108-129 |
|
1.000 |
108-042 |
|
0.618 |
107-309 |
|
HIGH |
107-222 |
|
0.618 |
107-169 |
|
0.500 |
107-152 |
|
0.382 |
107-136 |
|
LOW |
107-082 |
|
0.618 |
106-316 |
|
1.000 |
106-262 |
|
1.618 |
106-176 |
|
2.618 |
106-036 |
|
4.250 |
105-128 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-168 |
107-163 |
| PP |
107-160 |
107-151 |
| S1 |
107-152 |
107-139 |
|