ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-250 |
107-085 |
-0-165 |
-0.5% |
107-098 |
| High |
107-250 |
107-228 |
-0-022 |
-0.1% |
107-222 |
| Low |
107-188 |
107-085 |
-0-102 |
-0.3% |
107-062 |
| Close |
107-188 |
107-085 |
-0-102 |
-0.3% |
107-140 |
| Range |
0-062 |
0-142 |
0-080 |
128.0% |
0-160 |
| ATR |
0-173 |
0-171 |
-0-002 |
-1.3% |
0-000 |
| Volume |
2 |
556 |
554 |
27,700.0% |
365 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-240 |
108-145 |
107-163 |
|
| R3 |
108-098 |
108-002 |
107-124 |
|
| R2 |
107-275 |
107-275 |
107-111 |
|
| R1 |
107-180 |
107-180 |
107-098 |
107-156 |
| PP |
107-132 |
107-132 |
107-132 |
107-121 |
| S1 |
107-038 |
107-038 |
107-072 |
107-014 |
| S2 |
106-310 |
106-310 |
107-059 |
|
| S3 |
106-168 |
106-215 |
107-046 |
|
| S4 |
106-025 |
106-072 |
107-007 |
|
|
| 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 |
107-250 |
107-062 |
0-188 |
0.5% |
0-089 |
0.3% |
12% |
False |
False |
153 |
| 10 |
108-058 |
106-308 |
1-070 |
1.1% |
0-151 |
0.4% |
25% |
False |
False |
784 |
| 20 |
108-308 |
106-308 |
2-000 |
1.9% |
0-168 |
0.5% |
15% |
False |
False |
51,801 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-178 |
0.5% |
7% |
False |
False |
797,204 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-181 |
0.5% |
7% |
False |
False |
870,535 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-221 |
0.6% |
23% |
False |
False |
1,070,515 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-211 |
0.6% |
23% |
False |
False |
993,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-193 |
|
2.618 |
108-281 |
|
1.618 |
108-138 |
|
1.000 |
108-050 |
|
0.618 |
107-316 |
|
HIGH |
107-228 |
|
0.618 |
107-173 |
|
0.500 |
107-156 |
|
0.382 |
107-139 |
|
LOW |
107-085 |
|
0.618 |
106-317 |
|
1.000 |
106-262 |
|
1.618 |
106-174 |
|
2.618 |
106-032 |
|
4.250 |
105-119 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-156 |
107-168 |
| PP |
107-132 |
107-140 |
| S1 |
107-109 |
107-112 |
|