ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-230 |
106-275 |
-0-275 |
-0.8% |
107-098 |
| High |
107-230 |
106-275 |
-0-275 |
-0.8% |
107-222 |
| Low |
107-188 |
106-268 |
-0-240 |
-0.7% |
107-062 |
| Close |
107-188 |
106-268 |
-0-240 |
-0.7% |
107-140 |
| Range |
0-042 |
0-008 |
-0-035 |
-82.4% |
0-160 |
| ATR |
0-169 |
0-174 |
0-005 |
3.0% |
0-000 |
| Volume |
35 |
2 |
-33 |
-94.3% |
365 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-292 |
106-288 |
106-272 |
|
| R3 |
106-285 |
106-280 |
106-270 |
|
| R2 |
106-278 |
106-278 |
106-269 |
|
| R1 |
106-272 |
106-272 |
106-268 |
106-271 |
| PP |
106-270 |
106-270 |
106-270 |
106-269 |
| S1 |
106-265 |
106-265 |
106-267 |
106-264 |
| S2 |
106-262 |
106-262 |
106-266 |
|
| S3 |
106-255 |
106-258 |
106-265 |
|
| S4 |
106-248 |
106-250 |
106-263 |
|
|
| 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 |
106-268 |
0-302 |
0.9% |
0-065 |
0.2% |
0% |
False |
True |
119 |
| 10 |
107-252 |
106-268 |
0-305 |
0.9% |
0-104 |
0.3% |
0% |
False |
True |
489 |
| 20 |
108-308 |
106-268 |
2-040 |
2.0% |
0-149 |
0.4% |
0% |
False |
True |
3,847 |
| 40 |
111-112 |
106-268 |
4-165 |
4.2% |
0-167 |
0.5% |
0% |
False |
True |
743,296 |
| 60 |
111-112 |
106-268 |
4-165 |
4.2% |
0-174 |
0.5% |
0% |
False |
True |
831,768 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-219 |
0.6% |
14% |
False |
False |
1,047,373 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-206 |
0.6% |
14% |
False |
False |
993,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-307 |
|
2.618 |
106-295 |
|
1.618 |
106-287 |
|
1.000 |
106-282 |
|
0.618 |
106-280 |
|
HIGH |
106-275 |
|
0.618 |
106-272 |
|
0.500 |
106-271 |
|
0.382 |
106-270 |
|
LOW |
106-268 |
|
0.618 |
106-263 |
|
1.000 |
106-260 |
|
1.618 |
106-255 |
|
2.618 |
106-248 |
|
4.250 |
106-236 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-271 |
107-089 |
| PP |
106-270 |
107-042 |
| S1 |
106-269 |
106-315 |
|