ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-085 |
107-230 |
0-145 |
0.4% |
107-098 |
| High |
107-228 |
107-230 |
0-002 |
0.0% |
107-222 |
| Low |
107-085 |
107-188 |
0-102 |
0.3% |
107-062 |
| Close |
107-085 |
107-188 |
0-102 |
0.3% |
107-140 |
| Range |
0-142 |
0-042 |
-0-100 |
-70.2% |
0-160 |
| ATR |
0-171 |
0-169 |
-0-002 |
-1.1% |
0-000 |
| Volume |
556 |
35 |
-521 |
-93.7% |
365 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-009 |
107-301 |
107-211 |
|
| R3 |
107-287 |
107-258 |
107-199 |
|
| R2 |
107-244 |
107-244 |
107-195 |
|
| R1 |
107-216 |
107-216 |
107-191 |
107-209 |
| PP |
107-202 |
107-202 |
107-202 |
107-198 |
| S1 |
107-173 |
107-173 |
107-184 |
107-166 |
| S2 |
107-159 |
107-159 |
107-180 |
|
| S3 |
107-117 |
107-131 |
107-176 |
|
| S4 |
107-074 |
107-088 |
107-164 |
|
|
| 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% |
0-082 |
0.2% |
67% |
False |
False |
120 |
| 10 |
107-252 |
106-308 |
0-265 |
0.8% |
0-126 |
0.4% |
75% |
False |
False |
608 |
| 20 |
108-308 |
106-308 |
2-000 |
1.9% |
0-156 |
0.5% |
31% |
False |
False |
10,070 |
| 40 |
111-112 |
106-308 |
4-125 |
4.1% |
0-174 |
0.5% |
14% |
False |
False |
776,075 |
| 60 |
111-112 |
106-308 |
4-125 |
4.1% |
0-178 |
0.5% |
14% |
False |
False |
848,975 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-220 |
0.6% |
29% |
False |
False |
1,057,447 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-210 |
0.6% |
29% |
False |
False |
993,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-091 |
|
2.618 |
108-021 |
|
1.618 |
107-299 |
|
1.000 |
107-272 |
|
0.618 |
107-256 |
|
HIGH |
107-230 |
|
0.618 |
107-214 |
|
0.500 |
107-209 |
|
0.382 |
107-204 |
|
LOW |
107-188 |
|
0.618 |
107-161 |
|
1.000 |
107-145 |
|
1.618 |
107-119 |
|
2.618 |
107-076 |
|
4.250 |
107-007 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-209 |
107-181 |
| PP |
107-202 |
107-174 |
| S1 |
107-195 |
107-168 |
|