ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-152 |
107-140 |
-0-012 |
0.0% |
107-098 |
| High |
107-152 |
107-210 |
0-058 |
0.2% |
107-222 |
| Low |
107-062 |
107-140 |
0-078 |
0.2% |
107-062 |
| Close |
107-072 |
107-140 |
0-068 |
0.2% |
107-140 |
| Range |
0-090 |
0-070 |
-0-020 |
-22.2% |
0-160 |
| ATR |
0-181 |
0-178 |
-0-003 |
-1.7% |
0-000 |
| Volume |
10 |
0 |
-10 |
-100.0% |
365 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-053 |
108-007 |
107-178 |
|
| R3 |
107-303 |
107-257 |
107-159 |
|
| R2 |
107-233 |
107-233 |
107-153 |
|
| R1 |
107-187 |
107-187 |
107-146 |
107-175 |
| PP |
107-163 |
107-163 |
107-163 |
107-158 |
| S1 |
107-117 |
107-117 |
107-134 |
107-105 |
| S2 |
107-093 |
107-093 |
107-127 |
|
| S3 |
107-023 |
107-047 |
107-121 |
|
| S4 |
106-273 |
106-297 |
107-102 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-302 |
108-221 |
107-228 |
|
| R3 |
108-142 |
108-061 |
107-184 |
|
| R2 |
107-302 |
107-302 |
107-169 |
|
| R1 |
107-221 |
107-221 |
107-155 |
107-261 |
| PP |
107-142 |
107-142 |
107-142 |
107-162 |
| S1 |
107-061 |
107-061 |
107-125 |
107-101 |
| S2 |
106-302 |
106-302 |
107-111 |
|
| S3 |
106-142 |
106-221 |
107-096 |
|
| S4 |
105-302 |
106-061 |
107-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-245 |
107-062 |
0-182 |
0.5% |
0-112 |
0.3% |
42% |
False |
False |
232 |
| 10 |
108-058 |
106-308 |
1-070 |
1.1% |
0-156 |
0.5% |
39% |
False |
False |
856 |
| 20 |
108-308 |
106-308 |
2-000 |
1.9% |
0-180 |
0.5% |
24% |
False |
False |
303,788 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-184 |
0.5% |
11% |
False |
False |
860,721 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-183 |
0.5% |
11% |
False |
False |
901,028 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-222 |
0.6% |
26% |
False |
False |
1,102,699 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-212 |
0.6% |
26% |
False |
False |
994,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-188 |
|
2.618 |
108-073 |
|
1.618 |
108-003 |
|
1.000 |
107-280 |
|
0.618 |
107-253 |
|
HIGH |
107-210 |
|
0.618 |
107-183 |
|
0.500 |
107-175 |
|
0.382 |
107-167 |
|
LOW |
107-140 |
|
0.618 |
107-097 |
|
1.000 |
107-070 |
|
1.618 |
107-027 |
|
2.618 |
106-277 |
|
4.250 |
106-162 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-175 |
107-139 |
| PP |
107-163 |
107-138 |
| S1 |
107-152 |
107-136 |
|