ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
106-275 |
106-268 |
-0-008 |
0.0% |
107-250 |
| High |
106-275 |
106-310 |
0-035 |
0.1% |
107-250 |
| Low |
106-268 |
106-268 |
0-000 |
0.0% |
106-268 |
| Close |
106-268 |
106-298 |
0-030 |
0.1% |
106-298 |
| Range |
0-008 |
0-042 |
0-035 |
466.7% |
0-302 |
| ATR |
0-174 |
0-165 |
-0-009 |
-5.4% |
0-000 |
| Volume |
2 |
10 |
8 |
400.0% |
605 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-099 |
107-081 |
107-001 |
|
| R3 |
107-057 |
107-038 |
106-309 |
|
| R2 |
107-014 |
107-014 |
106-305 |
|
| R1 |
106-316 |
106-316 |
106-301 |
107-005 |
| PP |
106-292 |
106-292 |
106-292 |
106-296 |
| S1 |
106-273 |
106-273 |
106-294 |
106-282 |
| S2 |
106-249 |
106-249 |
106-290 |
|
| S3 |
106-207 |
106-231 |
106-286 |
|
| S4 |
106-164 |
106-188 |
106-274 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-006 |
109-134 |
107-144 |
|
| R3 |
109-023 |
108-152 |
107-061 |
|
| R2 |
108-041 |
108-041 |
107-033 |
|
| R1 |
107-169 |
107-169 |
107-005 |
107-114 |
| PP |
107-058 |
107-058 |
107-058 |
107-031 |
| S1 |
106-187 |
106-187 |
106-270 |
106-131 |
| S2 |
106-076 |
106-076 |
106-242 |
|
| S3 |
105-093 |
105-204 |
106-214 |
|
| S4 |
104-111 |
104-222 |
106-131 |
|
|
| 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% |
0-060 |
0.2% |
10% |
False |
True |
121 |
| 10 |
107-250 |
106-268 |
0-302 |
0.9% |
0-086 |
0.3% |
10% |
False |
True |
176 |
| 20 |
108-230 |
106-268 |
1-282 |
1.8% |
0-139 |
0.4% |
5% |
False |
True |
2,460 |
| 40 |
111-112 |
106-268 |
4-165 |
4.2% |
0-161 |
0.5% |
2% |
False |
True |
709,811 |
| 60 |
111-112 |
106-268 |
4-165 |
4.2% |
0-170 |
0.5% |
2% |
False |
True |
812,776 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-217 |
0.6% |
16% |
False |
False |
1,030,390 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-204 |
0.6% |
16% |
False |
False |
993,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-171 |
|
2.618 |
107-101 |
|
1.618 |
107-059 |
|
1.000 |
107-032 |
|
0.618 |
107-016 |
|
HIGH |
106-310 |
|
0.618 |
106-294 |
|
0.500 |
106-289 |
|
0.382 |
106-284 |
|
LOW |
106-268 |
|
0.618 |
106-241 |
|
1.000 |
106-225 |
|
1.618 |
106-199 |
|
2.618 |
106-156 |
|
4.250 |
106-087 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-295 |
107-089 |
| PP |
106-292 |
107-052 |
| S1 |
106-289 |
107-015 |
|