ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
107-245 |
107-292 |
0-048 |
0.1% |
107-312 |
| High |
107-290 |
108-058 |
0-088 |
0.3% |
108-112 |
| Low |
107-115 |
107-090 |
-0-025 |
-0.1% |
107-188 |
| Close |
107-240 |
107-095 |
-0-145 |
-0.4% |
107-232 |
| Range |
0-175 |
0-288 |
0-112 |
64.3% |
0-245 |
| ATR |
0-187 |
0-194 |
0-007 |
3.8% |
0-000 |
| Volume |
408 |
1,792 |
1,384 |
339.2% |
13,440 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-090 |
109-220 |
107-253 |
|
| R3 |
109-122 |
108-252 |
107-174 |
|
| R2 |
108-155 |
108-155 |
107-148 |
|
| R1 |
107-285 |
107-285 |
107-121 |
107-236 |
| PP |
107-188 |
107-188 |
107-188 |
107-163 |
| S1 |
106-318 |
106-318 |
107-069 |
106-269 |
| S2 |
106-220 |
106-220 |
107-042 |
|
| S3 |
105-252 |
106-030 |
107-016 |
|
| S4 |
104-285 |
105-062 |
106-257 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-059 |
109-231 |
108-047 |
|
| R3 |
109-134 |
108-306 |
107-300 |
|
| R2 |
108-209 |
108-209 |
107-277 |
|
| R1 |
108-061 |
108-061 |
107-255 |
108-012 |
| PP |
107-284 |
107-284 |
107-284 |
107-260 |
| S1 |
107-136 |
107-136 |
107-210 |
107-088 |
| S2 |
107-039 |
107-039 |
107-188 |
|
| S3 |
106-114 |
106-211 |
107-165 |
|
| S4 |
105-189 |
105-286 |
107-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-070 |
107-090 |
0-300 |
0.9% |
0-182 |
0.5% |
2% |
False |
True |
1,007 |
| 10 |
108-308 |
107-090 |
1-218 |
1.6% |
0-186 |
0.5% |
1% |
False |
True |
19,532 |
| 20 |
110-075 |
107-090 |
2-305 |
2.8% |
0-187 |
0.5% |
1% |
False |
True |
967,903 |
| 40 |
111-112 |
107-090 |
4-022 |
3.8% |
0-184 |
0.5% |
0% |
False |
True |
1,028,473 |
| 60 |
111-112 |
107-090 |
4-022 |
3.8% |
0-207 |
0.6% |
0% |
False |
True |
1,051,173 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-223 |
0.7% |
23% |
False |
False |
1,236,502 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-210 |
0.6% |
23% |
False |
False |
994,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-319 |
|
2.618 |
110-170 |
|
1.618 |
109-203 |
|
1.000 |
109-025 |
|
0.618 |
108-235 |
|
HIGH |
108-058 |
|
0.618 |
107-268 |
|
0.500 |
107-234 |
|
0.382 |
107-200 |
|
LOW |
107-090 |
|
0.618 |
106-232 |
|
1.000 |
106-122 |
|
1.618 |
105-265 |
|
2.618 |
104-297 |
|
4.250 |
103-148 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-234 |
107-234 |
| PP |
107-188 |
107-188 |
| S1 |
107-141 |
107-141 |
|